Determinants of the exchange rate volatility case study in Malaysian, Singapore, Thailand and Indonesia/ Nur Farhanah Mohd Fuad

The purpose of the study is to identify the determinants of the exchange rate volatility in the Asean countries. The research is focus on the five countries which is Malaysia, Singapore, Indonesia and Thailand. The research study is focuses on the relationship between the exchange rate volatility towards the inflation, interest rate, money supply, export and import in Asean countries. In this paper the secondary data are to be used in order to estimate the exchange rate volatility for the period 1985 to 2017. The time series data are collected from the Data Stream, and World Development Bank. The study is to be analyzed using multiple regressions. All the tested ill be doing to identify the verification of the value of the exchange rat he findings shows that the various relationship between all the countries. We also using the test of autocorrelation, normality and Jacqua-Bera. The findings is shows most of the export and import value will affect the exchange rate volatility.