VOLATILITY SPILLOVER OF INTRADAY EXCHANGE RATES ON SOME SELECTED ASEAN COUNTRIES
In this paper, we use hourly exchange rate data for selected ASEAN countries (Singapore, Indonesia, Malaysia, Thailand and the Philippines) to test the hypothesis that exchange rate own shocks dominate exchange rate volatility. We find strong evidence that own exchange rate volatility explains betwe...
Kaydedildi:
| Asıl Yazarlar: | , , |
|---|---|
| Materyal Türü: | Artigo |
| Dil: | Inglês |
| Baskı/Yayın Bilgisi: |
Bank Indonesia
2021-09-01
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| Seri Bilgileri: | Buletin Ekonomi Moneter dan Perbankan |
| Konular: | |
| Online Erişim: | https://www.bmeb-bi.org/index.php/BEMP/article/view/1693 |
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