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...

Full description

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
PINJAM
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