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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| Main Authors: | , , , |
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| Format: | Article PeerReviewed |
| Language: | English Indonesian English Indonesian English Indonesian |
| Published: |
Bank Indonesia Institute
2020
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| Subjects: | |
| Online Access: | https://repository.unair.ac.id/114069/3/Moh%20Madyan_Artikel103_Predictors%20of%20Exchange.pdf https://repository.unair.ac.id/114069/1/Moh%20Madyan_Peer%20Review103.pdf https://repository.unair.ac.id/114069/2/Moh%20Madyan_Similarity103_Predictors%20of%20Exchange.pdf https://repository.unair.ac.id/114069/7/BayuArieF_PeerReview102.pdf https://repository.unair.ac.id/114069/6/BayuArieF_Bukti-Korespondensi102.pdf https://repository.unair.ac.id/114069/10/BayuArieF_Kesesuaian-Bid-Ilmu102.pdf https://repository.unair.ac.id/114069/ https://www.bmeb-bi.org/index.php/BEMP/article/view/1169 https://doi.org/10.21098/bemp.v23i1.1169 |
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| Institution: | Universitas Airlangga |
| Language: | English Indonesian English Indonesian English Indonesian |