scholarly journals Exchange Rate Asymmetry and Flexible Exchange Rates under Inflation Targeting Regimes: Evidence from Four East and Southeast Asian Countries

2012 ◽  
Vol 20 (5) ◽  
pp. 893-908 ◽  
Author(s):  
Victor Pontines ◽  
Reza Y. Siregar
Keyword(s):  
Exchange Rate ◽  
Exchange Rates ◽  
Inflation Targeting ◽  
Southeast Asian ◽  
Asian Countries ◽  
Rate Asymmetry ◽  
Flexible Exchange Rates ◽  
Southeast Asian Countries

scholarly journals INTEREST RATES AND THE ROLE OF EXCHANGE RATE REGIMES IN MAJOR SOUTHEAST ASIAN COUNTRIES

2006 ◽  
Vol 8 (2) ◽  
pp. 141-180
Author(s):  
Sahminan Sahminan
Keyword(s):  
Exchange Rate ◽  
Interest Rates ◽  
Exchange Rate Regimes ◽  
Southeast Asian ◽  
Jel Classification ◽  
Asian Countries ◽  
Southeast Asian Countries

Paper ini meneliti apakah perbedaan sistim nilai tukar yang dianut oleh negara-negara Asia Tenggara mempunyai implikasi yang signifikan terhadap bagaimana gejolak pasar keuangan internasional ditransmisikan kedalam suku bunga domestik di negara-negara tersebut. Dengan menggunakan data dari 5 negara utama di Asia Tenggara - Indonesia, Malaysia, Filipina, Singapura, dan Thailand - kami menguji hipotesis bahwa tingkat suku bunga domestik dalam negara dengan sistim nilai tukar yang lebih fleksibel adalah lebih tidak terpengaruh oleh pasar keuangan internasional. Data yang digunakan adalah data harian dari Januari 1995 sampai dengan Desember 2003. Hasil estimasi menunjukkan bahwa sistem nilai tukar tidak mempunyai implikasi yang konklusif tentang bagaimana gejolak pasar keuangan internasional ditransmisikan ke dalam tingkat suku bunga domestik di negara-negara utama Asia Tenggara. Apapun sistem nilai tukar yang mereka anut, faktor domestik adalah merupakan faktor utama dalam pergerakan suku bunga domestik di negara-negara tersebut.Keywords:Exchange Rate Regimes, Interest Rates, Southeast Asia.JEL Classification: JEL Classification: E43, E52, F31, N15

scholarly journals Foreign exchange volatility modelling of southeast asian major economies

2019 ◽  
Vol 22 (2) ◽  
Author(s):  
Regi Muzio Ponziani
Keyword(s):  
Exchange Rate ◽  
Exchange Rate Volatility ◽  
The Philippines ◽  
Southeast Asian ◽  
Asian Countries ◽  
Volatility Model ◽  
Us Dollar ◽  
The Exchange Rate ◽  
Foreign Exchange Volatility ◽  
Southeast Asian Countries

This paper investigates the exchange rate volatility model in Southeast Asian countries. The countries selected were Indonesia, Malaysia, Thailand, The Philippines, Vietnam  and Singapore. This paper aims to model the volatility of the regional currencies exchange rate against the international currency, i.e. US Dollar. The period covered in this study extended from 1 January 2013 until 31 July 2019. These were the daily exchange rate of 7 currencies of Southeast Asian countries. The currency involved were Indonesian Rupiah (IDR), Malaysian Ringgit (MYR), Thai Baht (THB), The Philippine Peso (PHP), Vietnam Dong (VND),  and Singaporean Dollar (SGD). All currencies were measured in the exchange rate against the US Dollar (USD). The result indicated that PARCH model is the best method to explain the movement of MYR, VND, and SGD. GARCH can model THB and PHP. Only IDR that has volatility explainable by TARCH.

Fear of Free Floating or Forced Exchange Rate Fixing

2004 ◽  
pp. 112-122
Author(s):  
O. Osipova
Keyword(s):  
Exchange Rate ◽  
Financial Crisis ◽  
Exchange Rates ◽  
Inflation Targeting ◽  
Exchange Rate Policy ◽  
Float Exchange Rate ◽  
Floating Exchange Rate ◽  
Rate Policy ◽  
Exchange Rate Arrangements ◽  
Pass Through

After the financial crisis at the end of the 1990 s many countries rejected fixed exchange rate policy. However actually they failed to proceed to announced "independent float" exchange rate arrangement. This might be due to the "fear of floating" or an irreversible result of inflation targeting central bank policy. In the article advantages and drawbacks of fixed and floating exchange rate arrangements are systematized. Features of new returning to exchange rates stabilization and possible risks of such policy for Russia are considered. Special attention is paid to the issue of choice of a "target" currency composite which can minimize external inflation pass-through.

Factors Affecting Bank Risk-Taking: Evidence from Southeast Asian Countries

2016 ◽  
Vol 23 (2) ◽  
pp. 120-136
Author(s):  
NGUYEN THANH LIEM ◽  
TRAN HUNG SON ◽  
HOANG TRUNG NGHIA
Keyword(s):  
Risk Taking ◽  
Southeast Asian ◽  
Bank Risk ◽  
Asian Countries ◽  
Factors Affecting ◽  
Southeast Asian Countries

Transboundary Haze-Free for Southeast Asian Countries by 2020: A Delusional Vision?

2020 ◽  
Vol 24 (02) ◽  
pp. 1923-1929
Author(s):  
Nurhidayatuloh ◽  
Febrian ◽  
Mada Apriandi ◽  
Annalisa Y ◽  
Helena Primadianti Sulistyaningrum ◽  
...  
Keyword(s):  
Southeast Asian ◽  
Asian Countries ◽  
Southeast Asian Countries
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