Series: IMF Working Papers
Author(s): Taimur Baig
Publisher: INTERNATIONAL MONETARY FUND
Publication Date: 01 October 2001
Keywords: exchange rate regime, volatility, Asian crisis, exchange rate, exchange rates, random walk, exchange rate volatility, standard deviation, International Monetary Arrangements and Institutions,
This paper examines the behavior of the exchange rates of selected emerging market East Asian economies in the aftermath of the Asian crisis. The results suggest that movements in the Asia-5 currencies (Indonesia,...