OFFSHORE AND ONSHORE IDR MARKET: AN EVIDENCE ON INFORMATION SPILLOVER
This paper investigates the information transmission between off-shore and on-shore Rupiah currency markets Indonesian. We found the evidence of persistent volatility in all IDR/USD markets. Using EGARCH model on daily data for the period of 2008 - 2011, this paper provide several empirical conclusi...
Kaydedildi:
| Asıl Yazarlar: | , |
|---|---|
| Materyal Türü: | Artigo |
| Dil: | Inglês |
| Baskı/Yayın Bilgisi: |
Bank Indonesia
2012-06-01
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| Seri Bilgileri: | Buletin Ekonomi Moneter dan Perbankan |
| Konular: | |
| Online Erişim: | https://www.bmeb-bi.org/index.php/BEMP/article/view/411 |
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