The response of exchange rate to coal price, palm oil price, and inflation in Indonesia: Tail dependence analysis
Given the significant concerns of currency devaluation and level of inflation in Indonesia, we measure their dynamic connectedness and cross-quantile dependence with prominent export items such as crude palm oil price and coal price. To this end, we apply the frequency connectedness approach and Cro...
| Main Authors: | , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
2022
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| Subjects: | |
| Online Access: | https://repository.ugm.ac.id/282710/1/1-s2.0-S0301420722001982-main.pdf |