PREDICTORS OF EXCHANGE RATE RETURNS: EVIDENCE FROM INDONESIA
Using historical time-series data, we investigate Indonesia’s exchange rate return predictability. We employ nine predictors, namely stock price, gold price, oil price, commodity price, inflation, balance of payment, total exports, the US T-bill rate, and the US federal fund rate. With historical da...
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| Autors principals: | , , , |
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| Format: | Artigo |
| Idioma: | Inglês |
| Publicat: |
Bank Indonesia
2020-09-01
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| Col·lecció: | Buletin Ekonomi Moneter dan Perbankan |
| Matèries: | |
| Accés en línia: | https://www.bmeb-bi.org/index.php/BEMP/article/view/1169 |
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