Foreign exchange volatility modeling of Southeast Asian major economies

This study investigates the exchange rate volatility model in Southeast Asian countries. The countries selected were Indonesia, Malaysia, Thailand, The Philippines, Vietnam, and Singapore. This study aims to model the volatility of the regional currency exchange rate against the international curren...

Full description

Bibliographic Details
Main Author: Regi Muzio Ponziani
Format: Article
Language:English
Published: Pusat Penelitian dan Pengabdian Masyarakat Sekolah Tinggi Ilmu Ekonomi (PPPM STIE) 2019-08-01
Series:Journal of Economics, Business & Accountancy
Subjects:
Online Access:https://journal.perbanas.ac.id/index.php/jebav/article/view/1912