Yen synchronization among ASEAN-5, Korea and Japan: evidence from the multivariate GARCH model
In this study, we aim to investigate whether ASEAN-5 and the Korean currency regimes are ready to use Japanese Yen as an Asian future Exchange Rate Mechanism (AERM) by using Multivariate GARCH models. Overall findings show that Singapore, Thailand, and Korea are the potential countries that ready to...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Faculty of Economics and Management, Universiti Putra Malaysia
2015
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| Online Access: | http://psasir.upm.edu.my/id/eprint/38043/1/Yen%20Synchronization%20among%20ASEAN-5%2C%20Korea%20and%20Japan.pdf |
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