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...
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| 主要な著者: | , , |
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| フォーマット: | Artigo |
| 言語: | Inglês |
| 出版事項: |
Bank Indonesia
2021-09-01
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| シリーズ: | Buletin Ekonomi Moneter dan Perbankan |
| 主題: | |
| オンライン･アクセス: | https://www.bmeb-bi.org/index.php/BEMP/article/view/1693 |
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