Foreign Exchange Expectations in Indonesia: Regime Switching Chartists & Fundamentalists Approach
In this research, the effect of central bank intervention within a heterogeneous expectations exchange rate model, is investigated. The empirical evidence is conducted by applying a Markov switching approach to daily USD/IDR exchange rate, intervention data of Bank Indonesia from 2006 to 2012. The re...
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| Autor principal: | |
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| Format: | Artigo |
| Idioma: | Inglês |
| Publicat: |
Bank Indonesia
2018-09-01
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| Col·lecció: | Buletin Ekonomi Moneter dan Perbankan |
| Accés en línia: | https://www.bmeb-bi.org/index.php/BEMP/article/view/5 |
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