EARLY WARNING SYSTEM AND CURRENCY VOLATILITY MANAGEMENT IN EMERGING MARKET
This paper adopts theoretical models from Candelon, Dumitrescu, and Hurlin and empirical model from Commerzbank to devise a set of indicators that can serve as an early warning system (EWS) on exchange rate. In light of the appreciation of emerging countries’ currencies during the Fed quantitative e...
| Main Authors: | , |
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| Format: | Article |
| Language: | Indonesian |
| Published: |
Bank Indonesia
2016-12-01
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| Series: | Bulletin Ekonomi Moneter dan Perbankan |
| Subjects: | |
| Online Access: | https://www.bmeb-bi.org/index.php/BEMP/article/view/627 |