The paper explores the short- and long-run dynamics between sector-specific indices and the exchange rate in Malaysia during the post-1997 financial turmoil. Eight sector-specific indices are examined, namely, Construction (CONT), Consumer Product (CP), Finance (FIN), Industrial (IND),...

Historically, the Indonesian Rupiah (IDR) has fluctuated throughout the years, and its fluctuations have been very much interrelated with other forex markets. Since the IDR fluctuations impact national economic growth, investigating the movements of forex markets with respect to the IDR provides...

This study empirically explores the dynamic interactions between the European and Indonesian cocoa markets during the 2008 global financial crisis (GFC) and the 2011 European debt crisis (EDC) using a battery of time series approaches of cointegration and multivariate Granger causality. The...