ECONOMIC JOURNAL OF EMERGING MARKETS : Rethinking the exchange rate disconnect puzzle theory in ASEAN-6
The theory of the exchange rate disconnect puzzle provides evidence of the instability of exchange rate relationship with macroeconomic fundamentals. This study will analyse the enactment of the theory of the exchange rate disconnect puzzle with the macroeconomic fundamental phenomenon in affecti...
Main Author: | Adhitya Wardhono, Badara Shofi Dana |
---|---|
Format: | Jurnal |
Language: | Bahasa Inggris |
Published: |
Fak. Ekonomi UII
2017
|
Subjects: | |
Online Access: |
http://library.umy.ac.id/katalog.php?opo=lihatDetilKatalog&id=82387 |
id |
umylibrary-82387 |
---|---|
recordtype |
oai_dc |
spelling |
umylibrary-823872019-06-14T19:02:24ZECONOMIC JOURNAL OF EMERGING MARKETS : Rethinking the exchange rate disconnect puzzle theory in ASEAN-6Adhitya Wardhono, Badara Shofi Dana disconnect puzzle theoryThe theory of the exchange rate disconnect puzzle provides evidence of the instability of exchange rate relationship with macroeconomic fundamentals. This study will analyse the enactment of the theory of the exchange rate disconnect puzzle with the macroeconomic fundamental phenomenon in affecting the exchange rate movements in the ASEAN-6. The method of analysis Generalized Method of Moment (GMM) with panel data is used to provide an explanation for the existence of the theory of the ex- change rate puzzle disconnect. Results the analysis showed the relationship between macroeconomic fundamentals through proxies of the monetary approach affect to exchange rate movements in the ASEAN-6. Fak. Ekonomi UII2017Jurnal98-103ISBN:ISSN 2086-3128EJEM Tahun Vol. No. 2017 9 1 Bahasa Inggrishttp://library.umy.ac.id/katalog.php?opo=lihatDetilKatalog&id=82387 |
institution |
Universitas Muhammadiyah Yogyakarta |
collection |
Perpustakaan Yogyakarta |
language |
Bahasa Inggris |
topic |
disconnect puzzle theory |
spellingShingle |
disconnect puzzle theory Adhitya Wardhono, Badara Shofi Dana ECONOMIC JOURNAL OF EMERGING MARKETS : Rethinking the exchange rate disconnect puzzle theory in ASEAN-6 |
description |
The theory of the exchange rate disconnect puzzle provides evidence of the instability
of exchange rate relationship with macroeconomic fundamentals. This study will analyse
the enactment of the theory of the exchange rate disconnect puzzle with the macroeconomic
fundamental phenomenon in affecting the exchange rate movements in
the ASEAN-6. The method of analysis Generalized Method of Moment (GMM) with
panel data is used to provide an explanation for the existence of the theory of the ex- change rate puzzle disconnect. Results the analysis showed the relationship between
macroeconomic fundamentals through proxies of the monetary approach affect to
exchange rate movements in the ASEAN-6.
|
format |
Jurnal |
author |
Adhitya Wardhono, Badara Shofi Dana |
author_sort |
Adhitya Wardhono, Badara Shofi Dana |
title |
ECONOMIC JOURNAL OF EMERGING MARKETS : Rethinking the exchange rate disconnect puzzle theory in ASEAN-6 |
title_short |
ECONOMIC JOURNAL OF EMERGING MARKETS : Rethinking the exchange rate disconnect puzzle theory in ASEAN-6 |
title_full |
ECONOMIC JOURNAL OF EMERGING MARKETS : Rethinking the exchange rate disconnect puzzle theory in ASEAN-6 |
title_fullStr |
ECONOMIC JOURNAL OF EMERGING MARKETS : Rethinking the exchange rate disconnect puzzle theory in ASEAN-6 |
title_full_unstemmed |
ECONOMIC JOURNAL OF EMERGING MARKETS : Rethinking the exchange rate disconnect puzzle theory in ASEAN-6 |
title_sort |
economic journal of emerging markets : rethinking the exchange rate disconnect puzzle theory in asean-6 |
physical |
98-103 |
publisher |
Fak. Ekonomi UII |
publishDate |
2017 |
url |
http://library.umy.ac.id/katalog.php?opo=lihatDetilKatalog&id=82387 |
isbn |
ISBN:ISSN 2086-3128 |
callnumber-raw |
EJEM Tahun Vol. No. 2017 9 1 |
callnumber-search |
EJEM Tahun Vol. No. 2017 9 1 |
_version_ |
1636348135036944384 |
score |
14.79448 |