| dc.contributor.author | Wardhono, Adhitya | |
| dc.contributor.author | Dana, Badara Shofi | |
| dc.contributor.author | Nasir, Muhammad Abdul | |
| dc.date.accessioned | 2018-01-16T03:43:58Z | |
| dc.date.available | 2018-01-16T03:43:58Z | |
| dc.date.issued | 2018-01-16 | |
| dc.identifier.uri | http://repository.unej.ac.id/handle/123456789/83989 | |
| dc.description | Economic Journal of Emerging Markets, 9 (1) April 2017, 98-103 | en_US |
| dc.description.abstract | 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 exchange
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. | en_US |
| dc.language.iso | en | en_US |
| dc.subject | dynamic panel data | en_US |
| dc.subject | monetary exchange rate model | en_US |
| dc.subject | foreign exchange rate | en_US |
| dc.title | Rethinking the exchange rate disconnect puzzle theory in ASEAN-6 | en_US |
| dc.type | Article | en_US |
