A regime switching analysis of Indonesia's exchange market pressure

• المؤلفون الرئيسيون: Unggul Heriqbaldi, Dr., Munawar Ismail, -, David Kaluge, -, Dwi Budi Santoso, -
• التنسيق: مقال PeerReviewed
• اللغة: English; English; Indonesian
• منشور في: World Scientific Publishing Co. Pte Ltd. 2014
• الموضوعات: H Social Sciences; HG Finance; HG3810-4000 Foreign exchange. International finance. International monetary system
• الوصول للمادة أونلاين: https://repository.unair.ac.id/124296/2/1.11.UnggulH_Artikel_a-regime.pdf; https://repository.unair.ac.id/124296/3/1.11.UnggulH_similarity_A-REGIME.pdf; https://repository.unair.ac.id/124296/1/1.11.UnggulH_KualitasKaril111.pdf; https://repository.unair.ac.id/124296/; https://www.worldscientific.com/doi/abs/10.1142/S0217590814500131; https://doi.org/10.1142/S0217590814500131
• المؤسسة: Universitas Airlangga

This paper examines the extent to which the Indonesia's currency crisis can be accounted for by macro and micro economic fundamentals by employing Markov-switching approach under cross-generation crisis models. In order to represent the speculative attack in the economy, the study utilized one...