Sources of Exchange Rate Fluctuations and Volatility Transmission in Five Southeast Asian Countries. {Ph.D., 2010}


Abstract: This research aims to investigate exchange rate behaviors in various aspects, especially 1) sources of exchange rate fluctuations: the pass-through effects of key macroeconomic variables on the exchange rate and 2) volatility transmission of exchange rate among five Southeast Asian countries namely Indonesia, Malaysia, the Philippines, Singapore and Thailand ...