đ
13 November 2012
VOLATILITAS NILAI TUKAR DAN PERDAGANGAN INTERNASIONAL
Dinamika Akuntansi Keuangan dan Perbankan
Universitas Stikubank
đ Abstract
The purpose of this study is to estimate the effect of exchange rate volatility on international tradein Indonesia. The measure of volatility show that the exchange rate has ARCH and GARCHeffect. So, volatility of the exchange rate influenced by current and previous exchange ratevolatility.Sum ofARCH and GARCH coefficient show that the exchange rate has persistentvolatile. Estimation result indicate that exchange rate volatility is not significant. While, GDPworld and GDP Indonesia influencepositivesignificant on international trade, not only in shortterm but also in long term.Key Words: volatility, ARCH, GARCH, Persistent volatile, international trade, exchange rate, andGDP
âšī¸ Informasi Publikasi
Tanggal Publikasi
13 November 2012
Volume / Nomor / Tahun
Volume 1, Nomor 1, Tahun 2012
đ HOW TO CITE
Nawatmi, Sri, "VOLATILITAS NILAI TUKAR DAN PERDAGANGAN INTERNASIONAL," Dinamika Akuntansi Keuangan dan Perbankan, vol. 1, no. 1, Nov. 2012.
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