Modeling Dynamic Causalities between the Indonesian Rupiah and Forex Markets of ASEAN, Japan and Europe
作者: Hizir Sofyan M. Shabri Abd. Majid Moh. Rizky Rahmanda
刊名: The Contemporary Economics, 2019, Vol.13 (1), pp.35-48
来源数据库: University of Finance and Management
原始语种摘要: Abstract(#br)Historically, the Indonesian Rupiah (IDR) has fluctuated throughout the years, and its fluctuations have been very much interrelated with other forex markets. Since the IDR fluctuations impact national economic growth, investigating the movements of forex markets with respect to the IDR provides important policy implications. Due to limited previous studies investigating the interactions between the IDR and forex markets, this study explores the dynamic causality over both the short and long run between the IDR and the forex markets of ASEAN (Association of South East Asian Nations), Japan and Europe. The study utilizes the daily nominal exchange rates of Indonesia, Thailand, Malaysia, Singapore, the Philippines, Japan, the U.S., and Europe spanning from January 1, 2008, to...
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  • forex 外汇
  • ASEAN 东盟
  • Japan 日本
  • between 在中间
  • causality 因果律
  • nominal 命名的
  • market 市场
  • multivariate 多元
  • December 十二月
  • policy 政策