The impact of exchange rate volatility on Indonesia's top exports to the five main export markets

This study examines the impact of exchange rate volatility on Indonesia's primary export commodities to the top five export destination countries, namely China, India, Japan, South Korea, and the United States. This study uses a GARCH model to obtain an estimated value of exchange rate volatili...

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Bibliographic Details
Main Authors: Lilik Sugiharti, Miguel Angel Esquivias, Bekti Setyorani
Format: Article
Language:English
Published: Elsevier 2020-01-01
Series:Heliyon
Subjects:
Online Access:http://www.sciencedirect.com/science/article/pii/S2405844019368008