Modelling the Impact of Crude Oil Prices and Stock Price Index on Indonesia’s Exchange Rates
This paper employs various GARCH-type models and the daily data from 3 July 2006 to 30 June 2021 to examine the effect of crude oil prices and stock price index on exchange rates for Indonesia, the largest oil producer in Southeast Asia. Since the share markets and oil prices are very volatile, test...
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| Autori principali: | , , |
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| Natura: | Artigo |
| Lingua: | Inglês |
| Pubblicazione: |
Sciendo
2023-12-01
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| Serie: | Studies in Business and Economics |
| Soggetti: | |
| Accesso online: | https://doi.org/10.2478/sbe-2023-0057 |
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