Asia Pacific Journal of Emerging Markets (ISSN: 2706-5634)

Announcements: Call for Papers 2021 And Call for Papers 2022

THE IMPACT OF CENTRAL BANK INTERVENTIONS ON FOREX MARKET DYNAMICS IN MALAYSIA

Asia Pacific Journal of Emerging Markets, Vol. 8, No. 1, 2024 ISSN: 2706-5634

Authors: Muhammad Amir Shazri, Hafinaz Hasniyanti Hassan

ABSTRACT

Central bank interventions are acts made by the central bank to influence exchange rate fluctuations through various ways, such as verbal communication or direct market operations. To evaluate the success of monetary policy measures and their effects on the Forex market, policymakers and market participants must have a clear understanding of the impact of these actions. This study investigates the effect of central bank interventions on the dynamics of the Malaysian Forex market, with a particular focus on the exchange rate between the US dollar (USD) and the Malaysian ringgit (MYR). This study used secondary data such as historical exchange rate data, central bank communications/statements, and market reports to uncover patterns, trends, and causal links between central bank operations and Forex market dynamics….

INTRODUCTION

The largest financial market in the world is the foreign exchange (FX) market, with a daily transaction of around $6.6 trillion in 2019. Due to their responsibility for overseeing the monetary policies of their various nations, central banks play a significant role in the FX market. To affect the dynamics of the foreign exchange market and further their monetary policy goals, central banks employ a variety of instruments and actions (Triennial Central Bank, 2019). Both academics and practitioners have been interested in the effect that central bank actions have on the dynamics of the currency market. This study aims to investigate the effects of central bank interventions on the dynamics of the forex market and to pinpoint the variables that affect these effects. The objective of the study is to further the body of knowledge by offering a thorough examination of how central bank operations affect the dynamics of the currency market (International Monetary Fund, 2021)…

Keywords:  Forex Market; Central Bank Intervention; Interest Rate; Currency.

References

(1) Bank Negara Malaysia. (1998). Measures to regain monetary independence. Kuala Lumpur, September.

(2) Berry. (2005). Multiple Regression – an overview | ScienceDirect Topics. Multiple Regression – an Overview | ScienceDirect Topics. https://doi.org/10.1016/B978-012369378-5/50017-X

(3) Brychka, Klynovskyi, Krukovets, & Oharkov. (2019). Meta-analysis: effect of fx interventions on the exchange rate. Modern economic studies, 2(1), 24–44.

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