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Exchange Rate Dynamics in Indonesia : 1980-1998
Saxena, Sweta C. - 2004
This paper estimates the equilibirum level of the real exchange rate for Indonesia in order to measure the extent of …
Persistent link: https://www.econbiz.de/10014073319
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Indonesia's Rupiah and Capital Market Correlation Risk Study for Macroprudential Policy to Prevent Systemic Risk
Simarmata, Giorevinus - 2013
by bearish trend in Indonesia's equity market. Though the explanation of this correlation is known mostly due to foreign … study will show how the cross-asset correlation between Indonesia's Rupiah strength and capital market behaves along time …
Persistent link: https://www.econbiz.de/10013073807
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Indonesia : Stabilizing the Exchange Rate Along its Fundamental
Warjiyo, Perry - 2014
For a small open economy like Indonesia, exchange rate movement does not always reflect fundamental value. Increasing … fundamental path and maintaining financial system stability. In the case of Indonesia, the intervention has been able to reduce …
Persistent link: https://www.econbiz.de/10013049975
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Measuring the effects of commodity price shocks on Asian economies
Inoue, Tomoo; Okimoto, Tatsuyoshi - 2017
. Results indicate that the increased integration and dependence on exports intensified the Asian region's vulnerability to …
Persistent link: https://www.econbiz.de/10011621249
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Drivers of Inflation and Inflation Volatility and Their Effects on Macroeconomic Fluctuations in Indonesia and Thailand
Hossain, Akhand Akhtar - 2019
Indonesia and Thailand, two major open economies in Southeast Asia operating under managed-float exchange rate systems … volatility. The empirical results suggest that in both Indonesia and Thailand, inflation and inflation volatility are more … developing countries. The empirical results highlight the implications for economic theory and policy measures. In Indonesia and …
Persistent link: https://www.econbiz.de/10012863142
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Did Output Recover from the Asian Crisis?
Cerra, Valerie; Saxena, Sweta C. - 2005
This paper investigates the extent to which output has recovered from the Asian crisis. A regime-switching approach that introduces two state variables is used to decompose recessions in a set of six Asian countries into permanent and transitory components. While growth recovered fairly quickly...
Persistent link: https://www.econbiz.de/10014073466
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Modeling Dynamic Causalities between the Indonesian Rupiah and Forex Markets of ASEAN, Japan and Europe
Sofyan, Hizir - 2019
utilizes the daily nominal exchange rates of Indonesia, Thailand, Malaysia, Singapore, the Philippines, Japan, the U.S., and …
Persistent link: https://www.econbiz.de/10012871064
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Exchange rates, bond yields and the stock market : nonlinear evidence of Indonesia during the COVID-19 period
Prananta, Billy; Alexiou, Constantinos - In: Asian journal of economics and banking : AJEB 8 (2024) 1, pp. 83-99
Purpose - The authors explore the relationship between the exchange rate, bond yield and the stock market as well as the effect of capital market dynamics on the exchange rate before and during the COVID-19 pandemic. Design/methodology/approach - The authors employ a non-linear autoregressive...
Persistent link: https://www.econbiz.de/10014497076
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Spillover Effects of the US Financial Crisis on Financial Markets in Emerging Asian Countries
Kim, Hyeongwoo - 2010
We estimate dynamic conditional correlations of financial asset returns across countries by an array of multivariate GARCH models and analyze spillover effects of the recent US financial crisis on 5 emerging Asian countries. We confirm the existence of financial contagion around the collapse of...
Persistent link: https://www.econbiz.de/10013143576
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Modeling dynamic causalities between the Indonesian Rupiah and Forex markets of ASEAN, Japan and Europe
Sofyan, Hizir; Majid, Muhammad Shabri Abdul; Rahmanda, … - In: Contemporary economics 13 (2019) 1, pp. 35-48
utilizes the daily nominal exchange rates of Indonesia, Thailand, Malaysia, Singapore, the Philippines, Japan, the U.S., and …
Persistent link: https://www.econbiz.de/10012176208