INFORMATION FLOW BETWEEN THE US DOLLAR-RUPIAH EXCHANGE RATES
This study investigates the information flow between non-deliverable forward (NDF), spot, and forward US dollar–rupiah exchange rates during the post-Quantitative Easing (QE) period. Our results show a unidirectional information flow from NDF to the spot and forward rates in the post-QE period. We a...
| Main Authors: | , |
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| Format: | Article |
| Language: | Indonesian |
| Published: |
Bank Indonesia
2020-12-01
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| Series: | Bulletin Ekonomi Moneter dan Perbankan |
| Subjects: | |
| Online Access: | https://www.bmeb-bi.org/index.php/BEMP/article/view/918 |