A Cointegration of the Exchange Rate and Macroeconomic Fundamentals: The Case of the Indonesian Rupiah vis-á-vis Currencies of Primary Trade Partners
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- Mpho Bosupeng & Janet Dzator & Andrew Nadolny, 2019. "Exchange Rate Misalignment and Capital Flight from Botswana: A Cointegration Approach with Risk Thresholds," JRFM, MDPI, vol. 12(2), pages 1-26, June.
- Mohammad Benny Alexandri & Putri Irmala Sari & Widya Setiabudi Sumadinata, 2022. "Crude Oil Prices and Currency Exchange Rates Impact on the Indonesian Energy Stock Market during the Covid-19 Pandemic," International Journal of Energy Economics and Policy, Econjournals, vol. 12(4), pages 48-53, July.
- Mpho Bosupeng & Janet Dzator & Andrew Nadolny, 2019. "Wechselkursfehlausrichtung und Kapitalflucht ab Botswana: Ein Cointegrationsansatz mit Risikoschwellen [Exchange Rate Misalignment and Capital Flight from Botswana: A Cointegration Approach with Ri," Post-Print hal-02168726, HAL.
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Keywords
cointegration; exchange rate disconnect puzzle; macroeconomic fundamentals; emerging market economies; NARDL; trade balance;All these keywords.
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