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The inadequacy of linear autoregressive model for real exchange rates : empirical evidence from Asian economies

Liew, Venus Khim-sen; Chong, Terence Tai-Leung; Lim, … - In: Applied economics 35 (2003) 12, pp. 1387-1392

Persistent link: https://www.econbiz.de/10001804522

Are Asian real exchange rates stationary?

Liew, Venus Khim-sen; Baharumshah, Ahmad Zubaidi; … - In: Economics letters 83 (2004) 3, pp. 313-316

Persistent link: https://www.econbiz.de/10002049128

Non-linearities in real interest rate parity : evidence from OECD and Asian developing economies

Baharumshah, Ahmad Zubaidi; Liew, Venus Khim-sen; … - In: Global economic review 39 (2010) 4, pp. 351-364

Persistent link: https://www.econbiz.de/10008936707

Nonlinear mean reversion in stock prices : evidence from Asian markets

Lim, Kian-Ping; Liew, Venus Khim-sen - In: Applied financial economics letters 3 (2007) 1, pp. 25-29

Persistent link: https://www.econbiz.de/10003540134

Statistical inadequacy of GARCH models for Asian stock markets : evidence and implications

Lim, Kian-Ping; Hinich, Melvin J.; Liew, Venus Khim-sen - In: Journal of emerging market finance 4 (2005) 3, pp. 263-279

Persistent link: https://www.econbiz.de/10003255763

Forecasting performance of exponential smooth transition autoregressive exchange rate models

Baharumshah, Ahmad Zubaidi; Liew, Venus Khim-sen - In: Open economies review 17 (2006) 2, pp. 235-251

Persistent link: https://www.econbiz.de/10003306949

Are Asian Real Exchange Rates Stationary?

Liew, Venus Khim-sen; Baharumshah, Ahmad Zubaidi; … - EconWPA - 2003

By applying the newly developed nonlinear stationary test advanced by Kapetanois et al. [Journal of Econometrics 112 (2003) 359 - 379] in examining the stationary property of 11 Asian real exchange rates, this paper rejects unit root in 8 US dollar based and 6 Japanese yen based rates, whereas...

Persistent link: https://www.econbiz.de/10005125552