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Exchange Rate And Current Account: Are They Co-Integrated Symmetrically Or Asymmetrically?

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Listed:
  • Ai Lian Tan Author_Email: tanal@utar.edu.my

    (Faculty of Business and Finance, Universiti Tunku Abdul Rahman, Kampar, Perak, Malaysia)

  • Shiau Mooi Lim

    (Faculty of Business and Finance, Universiti Tunku Abdul Rahman, Kampar, Perak, Malaysia)

  • Seow Shin Koong

    (Faculty of Business and Finance, Universiti Tunku Abdul Rahman, Kampar, Perak, Malaysia)

  • Ying Yin Koay

    (Faculty of Business and Finance, Universiti Tunku Abdul Rahman, Kampar, Perak, Malaysia)

Abstract

No abstract is available for this item.

Suggested Citation

  • Ai Lian Tan Author_Email: tanal@utar.edu.my & Shiau Mooi Lim & Seow Shin Koong & Ying Yin Koay, 2011. "Exchange Rate And Current Account: Are They Co-Integrated Symmetrically Or Asymmetrically?," Annual Summit on Business and Entrepreneurial Studies (ASBES 2011) Proceeding 2011-019-150, Conference Master Resources.
    • Handle: RePEc:cms:1asb11:2011-019-150
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    References listed on IDEAS

    as
    1. Enders, Walter & Siklos, Pierre L, 2001. "Cointegration and Threshold Adjustment," Journal of Business & Economic Statistics, American Statistical Association, vol. 19(2), pages 166-176, April.
    2. Soo Khoon Goh & Guay Lim & Nilss Olekalns, 2006. "Deviations from uncovered interest parity in Malaysia," Applied Financial Economics, Taylor & Francis Journals, vol. 16(10), pages 745-759.
    3. Ogawa, Eiji & Kudo, Takeshi, 2007. "Asymmetric responses of East Asian currencies to the US dollar depreciation for reducing the US current account deficits," Journal of Asian Economics, Elsevier, vol. 18(1), pages 175-194, February.
    4. Baharumshah, Ahmad Zubaidi & Masih, A. Mansur M., 2005. "Current account, exchange rate dynamics and the predictability: the experience of Malaysia and Singapore," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 15(3), pages 255-270, July.
    5. Martin Melecky, 2005. "The Impact of Current Account Reversals on Growth in Central and Eastern Europe," Eastern European Economics, Taylor & Francis Journals, vol. 43(2), pages 57-72, March.
    6. Vince Daly & Jalal Siddiki, 2009. "The twin deficits in OECD countries: cointegration analysis with regime shifts," Applied Economics Letters, Taylor & Francis Journals, vol. 16(11), pages 1155-1164.
    7. Boyd, Derick & Caporale, Gugielmo Maria & Smith, Ron, 2001. "Real Exchange Rate Effects on the Balance of Trade: Cointegration and the Marshall-Lerner Condition," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 6(3), pages 187-200, July.
    8. Aleksander Aristovnik, 2008. "Short-Term Determinants of Current Account Deficits: Evidence from Eastern Europe and the Former Soviet Union," Eastern European Economics, Taylor & Francis Journals, vol. 46(1), pages 24-42, January.
    9. Enders, Walter & Granger, Clive W J, 1998. "Unit-Root Tests and Asymmetric Adjustment with an Example Using the Term Structure of Interest Rates," Journal of Business & Economic Statistics, American Statistical Association, vol. 16(3), pages 304-311, July.
    10. Nathan S. Balke & Stephen P. A. Brown & Mine K. Yücel, 1998. "Crude oil and gasoline prices: an asymmetric relationship?," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Q 1, pages 2-11.
    11. Mohamed Ariff & Ahmed M. Khalid, 2000. "Liberalization, Growth and the Asian Financial Crisis," Books, Edward Elgar Publishing, number 1511.
    12. Paresh Kumar Narayan, 2007. "Are Nominal Exchange Rates and Price Levels Co‐Integrated? New Evidence from Threshold Autoregressive and Momentum‐Threshold Autoregressive Models," The Economic Record, The Economic Society of Australia, vol. 83(260), pages 74-85, March.
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    More about this item

    Keywords

    Current account; exchange rate; Malaysia;
    All these keywords.

    JEL classification:

    • M0 - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics - - General

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