Exchange rate volatility and trade flows in Indonesia and ten main trade partners: asymmetric effects

• Main Authors: Unggul Heriqbaldi, Dr., Miguel Angel Esquivias, -, Rossanto Dwi Handoyo, -, Alfira Cahyaning Rifami, -, Hilda Rohmawati, -
• Format: Article PeerReviewed
• Language: English; English; Indonesian
• Published: Emerald Group Publishing Ltd 2023
• Subjects: H Social Sciences; HD Industries. Land use. Labor; HD8039 By industry or trade
• Online Access: https://repository.unair.ac.id/124270/1/1.5.UnggulH_Artikel_exchange-rate.pdf; https://repository.unair.ac.id/124270/2/1.5.UnggulH_similarity_Exchange-rate.pdf; https://repository.unair.ac.id/124270/3/1.5.UnggulH_KualitasKaril105.pdf; https://repository.unair.ac.id/124270/; https://www.emerald.com/insight/content/doi/10.1108/SEF-10-2021-0451/full/html; https://doi.org/10.1108/SEF-10-2021-0451
• Institution: Universitas Airlangga

Purpose This paper aims to examine whether Indonesian cross-border trade responds asymmetrically to exchange rate volatility (ERV). Design/methodology/approach An exponential generalized autorgressive conditional heteroscedasticity model is applied to estimate the ERV of Indonesia and ten main...