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    Sources of exchange rate fluctuations and volatility transmission in five Southeast Asian countries 

    Apinya Wanaset; Komain Jiranyakul, advisor (National Institute of Development Administration, 2010)

    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. For research methodologies, this study employs a number of tools since it consists of two main features of exchange rate behaviors like sources of exchange rate fluctuations and volatility ...