Article Per Year (5 Year)
p-Index From 2020 - 2025
0
P-Index
This Author published in this journals
All Journal Economic Journal of Emerging Markets
Badara Shofi Dana
Department of Economis and Development Studies, University of Jember
Economics, Econometrics & Finance

Published : 1 Documents Claim Missing Document
Claim Missing Document
Check
Articles

Found 1 Documents
Search

 1 
Rethinking the exchange rate disconnect puzzle theory in ASEAN-6 Adhitya Wardhono; Badara Shofi Dana; M. Abd. Nasir
Economic Journal of Emerging Markets Volume 9 Issue 1, 2017
Publisher : Universitas Islam Indonesia

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.20885/ejem.vol9.iss1.art10

Abstract

The theory of the exchange rate disconnect puzzle provides evidence of the instability of exchange rate relationship with macroeconomic fundamentals. This study will analyse the enactment of the theory of the exchange rate disconnect puzzle with the macroeconomic fundamental phenomenon in affecting the exchange rate movements in the ASEAN-6. The method of analysis Generalized Method of Moment (GMM) with panel data is used to provide an explanation for the existence of the theory of the exchange rate puzzle disconnect. Results the analysis showed the relationship between macroeconomic fundamentals through proxies of the monetary approach affect to exchange rate movements in the ASEAN-6.
Co-Authors Adhitya Wardhono M. Abd. Nasir