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A study on the modified components of Asian Currency Unit: an application of the Artificial Neural Network

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  • Jo-Hui Chen
  • Yen-Po Fang

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  • Jo-Hui Chen & Yen-Po Fang, 2011. "A study on the modified components of Asian Currency Unit: an application of the Artificial Neural Network," Quality & Quantity: International Journal of Methodology, Springer, vol. 45(2), pages 329-347, February.
    • Handle: RePEc:spr:qualqt:v:45:y:2011:i:2:p:329-347
    DOI: 10.1007/s11135-009-9300-5
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    References listed on IDEAS

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    1. Jeffrey A. Frankel, 1999. "No Single Currency Regime is Right for All Countries or At All Times," NBER Working Papers 7338, National Bureau of Economic Research, Inc.
    2. Aggarwal, Raj & Mougoue, Mbodja, 1996. "Cointegration among Asian currencies: Evidence of the increasing influence of the Japanese yen," Japan and the World Economy, Elsevier, vol. 8(3), pages 291-308, September.
    3. Dutta, M., 2002. "Asian Economic Community: intra-community macro-and-micro-economic parameters," Journal of Asian Economics, Elsevier, vol. 13(4), pages 447-491.
    4. Tamim Bayoumi & Paolo Mauro, 2001. "The Suitability of ASEAN for a Regional Currency Arrangement," The World Economy, Wiley Blackwell, vol. 24(7), pages 933-954, July.
    5. Ogawa, Eiji & Shimizu, Junko, 2006. "Stabilization of effective exchange rates under common currency basket systems," Journal of the Japanese and International Economies, Elsevier, vol. 20(4), pages 590-611, December.
    6. Eiji Ogawa & Junko Shimizu, 2006. "Stabilization of Effective Exchange Rates Under Common Currency Basket Systems," NBER Working Papers 12198, National Bureau of Economic Research, Inc.
    7. John Williamson, 2005. "A Currency Basket for East Asia, Not Just China," Policy Briefs PB05-01, Peterson Institute for International Economics.
    8. Robert Mundell, 1998. "What the euro means for the dollar and the international Monetary system," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 26(3), pages 227-237, September.
    9. Hu, Michael Y. & Tsoukalas, Christos, 1999. "Combining conditional volatility forecasts using neural networks: an application to the EMS exchange rates," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 9(4), pages 407-422, November.
    10. Kawai, Masahiro & Takagi, Shinji, 2000. "Proposed strategy for a regional exchange rate arrangement in post-crisis East Asia," Policy Research Working Paper Series 2503, The World Bank.
    11. Shingo Watanabe & Masanobu Ogura, 2006. "How Far Apart Are Two ACUs from Each Other? : Asian Currency Unit and Asian Currency Union," Bank of Japan Working Paper Series 06-E-20, Bank of Japan.
    12. Joseph Plasmans & William Verkooijen & Hennie Daniels, 1998. "Estimating structural exchange rate models by artificial neural networks," Applied Financial Economics, Taylor & Francis Journals, vol. 8(5), pages 541-551.
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    Cited by:

    1. Manuel Dorado-Moreno & Antonio Sianes & César Hervás-Martínez, 2016. "From outside to hyper-globalisation: an Artificial Neural Network ordinal classifier applied to measure the extent of globalisation," Quality & Quantity: International Journal of Methodology, Springer, vol. 50(2), pages 549-576, March.
    2. Maya Malinda & Jo-Hui Chen, 2022. "The forecasting of consumer exchange-traded funds (ETFs) via grey relational analysis (GRA) and artificial neural network (ANN)," Empirical Economics, Springer, vol. 62(2), pages 779-823, February.

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