Rethinking the exchange rate disconnect puzzle theory in ASEAN-6

Please use this identifier to cite or link to this item: https://repository.unej.ac.id/xmlui/handle/123456789/83989

Title:	Rethinking the exchange rate disconnect puzzle theory in ASEAN-6
Authors:	Wardhono, Adhitya Dana, Badara Shofi Nasir, Muhammad Abdul
Keywords:	dynamic panel data monetary exchange rate model foreign exchange rate
Issue Date:	16-Jan-2018
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.
Description:	Economic Journal of Emerging Markets, 9 (1) April 2017, 98-103
URI:	http://repository.unej.ac.id/handle/123456789/83989
Appears in Collections:	LSP-Jurnal Ilmiah Dosen

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