Impact of Net Foreign, Return, Rupiah Exchange Rate on Capital Market Liquidity in Indonesia

Exchange Rate Volatility in the Artiicial Foreign Exchange Market

This paper studies co-evolution of di erent decision rules in an arti cial foreign exchange market. The behavior of the exchange rate depends on the type of decision rules that agents use. Evolution of the moving average and least squares forecasting techniques results in a speculative attack on one of the currencies and that currency's eventual collapse. Addition of the rules that evolve the p...

The Impact of Exchange Rate Movements on Foreign Direct Investment: Market-oriented versus Cost-oriented

Liquid Capital and Market Liquidity

It is widely believed that the resilience of the stock market and its ability to accurately set prices are affected by credit conditions in the economy. A scarcity of deployable capital may cause market-makers to become financially constrained, leading to a breakdown in intermediation. This paper describes another channel by which the supply of available capital affects secondary market liquidi...

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 ...

The Effectiveness of Macroeconomic Variables on Foreign Exchange Market

This study investigates the effects of  macroeconomic variables and their role in development of foreign exchange market. The foreign exchange market is the mechanism by which a person of firm transfers purchasing power form one country to another, obtains or provides credit for international trade transactions, and minimizes exposure to foreign exchange risk. The foreign exchange transaction i...