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Displaying results 1 to 5 of 5.

  1. Exchange rate linkages between the ASEAN currencies, the US dollar and the Chinese RMB
    Author: Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; You, Kefei
    Published: 2016
    Publisher:  Deutsches Institut für Wirtschaftsforschung (DIW), Berlin

  2. Exchange rate linkages between the ASEAN currencies, the US dollar and the Chinese RMB
    Author: Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; You, Kefei
    Published: 2016
    Publisher:  DIW Berlin, German Institute for Economic Research, Berlin

    This paper investigates whether the RMB is in the process of replacing the US dollar as the anchor currency in nine ASEAN countries, and also the linkages between the ASEAN currencies and a regional currency unit. A long-memory (fractional... more

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    DS 14 (1590)
    Inter-library loan:
    No inter-library loan

     

    This paper investigates whether the RMB is in the process of replacing the US dollar as the anchor currency in nine ASEAN countries, and also the linkages between the ASEAN currencies and a regional currency unit. A long-memory (fractional integration) model allowing for endogenously determined structural breaks is estimated for these purposes (Gil-Alana, 2008). The results suggest that the ASEAN currencies are much more interlinked than previously thought, whether or not breaks are taken into account, which provides support for a regional currency index as an anchor. Moreover, incorporating a break shows that the linkages between these currencies and the RMB and the US dollar respectively are equally important, and in fact in recent years the former have become stronger than the latter. Therefore including the RMB in the regional index should be considered.

     
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    Content information
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/142794
    Series: Discussion papers / Deutsches Institut für Wirtschaftsforschung ; 1590
    Subjects: Wechselkurssystem; Währungskorb; Strukturbruch; Nichtlineare Optimierung; ASEAN-Staaten; China; USA
    Scope: 1 Online-Ressource (circa 37 Seiten)
  3. Exchange rate linkages between the ASEAN currencies, the US Dollar and the Chinese RMB
    Author: Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; You, Kefei
    Published: July 2016
    Publisher:  CESifo, Center for Economic Studies & Ifo Institute, Munich

    This paper investigates whether the RMB is in the process of replacing the US dollar as the anchor currency in nine ASEAN countries, and also the linkages between the ASEAN currencies and a regional currency unit. A long-memory (fractional... more

    Location:
    Staats- und Universitätsbibliothek Bremen
    Inter-library loan:
    No inter-library loan

    Location:
    Niedersächsische Staats- und Universitätsbibliothek Göttingen
    Inter-library loan:
    No inter-library loan

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    DS 63 (5995)
    Inter-library loan:
    No inter-library loan

     

    This paper investigates whether the RMB is in the process of replacing the US dollar as the anchor currency in nine ASEAN countries, and also the linkages between the ASEAN currencies and a regional currency unit. A long-memory (fractional integration) model allowing for endogenously determined structural breaks is estimated for these purposes (Gil-Alana, 2008). The results suggest that the ASEAN currencies are much more interlinked than previously thought, whether or not breaks are taken into account, which provides support for a regional currency index as an anchor. Moreover, incorporating a break shows that the linkages between these currencies and the RMB and the US dollar respectively are equally important, and in fact in recent years the former have become stronger than the latter. Therefore including the RMB in the regional index should be considered.

     
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    Content information
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/145030
    Series: Array ; no. 5995
    Subjects: Wechselkurssystem; Währungskorb; Strukturbruch; Nichtlineare Optimierung; ASEAN-Staaten; China; USA
    Scope: 1 Online-Ressource (circa 35 Seiten)
  4. Exchange rate linkages between the ASEAN currencies, the US Dollar and the Chinese RMB
    Author: Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; You, Kefei
    Published: June 2016
    Publisher:  Bank of Finland, Helsinki

    Access:
    Resolving-System (kostenfrei)

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 322 (2016,20)
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    Content information
    Source: Union catalogues
    Language: English
    Media type: Ebook
    Format: Online
    ISBN: 9789523231184
    Other identifier:
    hdl: 10419/212358
    Series: Bank of Finland research discussion papers ; 2016,20
    Subjects: Wechselkurssystem; Währungskorb; Strukturbruch; Nichtlineare Optimierung; ASEAN-Staaten; China; USA
    Scope: 1 Online-Ressource (circa 38 Seiten)
  5. Exchange rate linkages between the ASEAN currencies, the US dollar and the Chinese RMB
    Author: Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; You, Kefei
    Published: July 2016
    Publisher:  Brunel University London, Department of Economics and Finance, [Uxbridge]

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    Keine Speicherung
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    Content information
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Economics and finance working paper series ; no. 16, 14
    Subjects: Wechselkurssystem; Währungskorb; Strukturbruch; Nichtlineare Optimierung; ASEAN-Staaten; China; USA
    Scope: 1 Online-Ressource (circa 35 Seiten), Illustrationen