Exchange rate volatility and trade flows in Indonesia and ten main trade partners: asymmetric effects
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DOI: 10.1108/SEF-10-2021-0451
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More about this item
Keywords
C32; F31; Exchange rate volatility; Asymmetric effects; Nonlinear ARDL; Indonesia; Exchange rates; Global trade;All these keywords.
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- F31 - International Economics - - International Finance - - - Foreign Exchange
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