Jurnal Manajemen dan Bisnis (Performa)
Vol 15, No 1 (2018)

Hedging Performance of Indonesia Exchange Rate

Eneng Nur Hasanah (Fakultas Ekonomi dan Bisnis-Manajemen, Universitas Islam Bandung (Unisba))

Article Info

Publish Date
18 Mar 2018

Abstract

The fluctuation of exchange rate very given the impact to the situation of Indonesia economic, it will give impact to the economics of Indonesia, with the case, this paper examines the hedging ratio performance by using The Constant Conditional Correlation (CCC) of Bivariate Generalized Autoregressive Conditional Heteroscedasticity (BGARCH). The result of hedging ratio performance of Indonesia exchange rate is very low, it means that Indonesia almost never mitigate Rupiah (IDR).

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Journal Info
Jurnal Manajemen dan Bisnis (Performa)
Website

Abbrev

performa

Publisher

Universitas Islam Bandung

Subject

Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Social Sciences

Description

Performa Journal publishes articles and brief communication with management theme (marketing, human resources, financial, operations, startegy), Islamic ecomy general economy, islamic and general approches development study, business in islamic and general basis. ...