English, Article edition: POST-CRISIS EXCHANGE RATE REGIMES IN ASEAN: A NEW EMPIRICAL TEST BASED ON INTRA-DAILY DATA SHIN-ICHI FUKUDA; SANAE OHNO

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Physical Description
  • article
Language
  • English

Edition details

Title
  • POST-CRISIS EXCHANGE RATE REGIMES IN ASEAN: A NEW EMPIRICAL TEST BASED ON INTRA-DAILY DATA
Author
  • SHIN-ICHI FUKUDA
  • SANAE OHNO
Physical Description
  • article
Notes
  • The purpose of this paper is to investigate what affected the post-crisis exchange rates of three ASEAN countries: Singapore, Thailand and Malaysia. Our critical departure from previous studies is the use of intra-daily exchange rates. The use of the intra-daily data is useful in removing possible estimation biases which the choice of numéraire may cause. It also contrasts exchange rates when official intervention is active with those when it is not active. We find significant structural breaks in the correlations when the East Asian market is open, which suggest strong monetary and real linkages among the ASEAN countries.
  • Exchange rate regime, intra-daily data, currency basket, ASEAN
  • RePEc:wsi:serxxx:v:53:y:2008:i:02:p:191-213
Language
  • English
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