EFFECTS OF FOREIGN EXCHANGE SUPPLY AND DEMAND DYNAMICS TO RUPIAH EXCHANGE RATE AND ECONOMIC PERFORMANCE

Effects of Financial Liberalization on Macroeconomic Volatilities: Applications to Economic Growth, Exchange Rate and Exchange Rate Pass-Through

Firm Strategy and Economic Exposure to Foreign Exchange Rate Movements

Foreign Exchange Rate Prediction between Indonesian Rupiah and U.S. Dollar Using Transductive Learning

Purchasing goods or services produced in United States would force Indonesian company or investor to purchase U.S. dollar, and vice versa. The drastically changes of the foreign exchange rate between Indonesian rupiah and U.S. dollar would significantly affect the good’s price. Those facts motivated many studies focused on the exchange rate prediction. Various algorithms have been developed in ...

supply and demand security of energy in central asia and the caucasus

امنیت انرژی به معنی عرضه مداوم و پایدار همراه با قیمت های معقول در حامل های انرژی، که تهدیدات امنیتی، سیاسی، اقتصادی، محیط زیستی و روانی را کاهش دهد. امروزه نفت و گاز تنها، کالای تجاری نیست بلکه بعنوان ابزار سیاسی مورد استفاده قرار می گیرد.اختلاف میان روسیه و اکراین بر سر انرژی در ژانویه 2006، تهدیدی برای امنیت انرژی اروپا ایجاد کرد. در این تحقیق ما تلاش کردیم که نقش انرژی آسیای میانه و قفقاز ر...

Hedging Demand and Foreign Exchange Risk Premia

This paper develops and tests a model of unobservable risk premia in the foreign exchange market. Risk premia in our model are driven by non-marketable income shocks which risk averse agents attempt to hedge by trading foreign currency. We test our model using data on hedging demand in currency futures and find that our proxy for risk premia explains approximately 45 percent of the variation in...