MONETARY TRANSMISSION OF PERSISTENT SHOCK TO THE RISK PREMIUM: THE CASE OF INDONESIA

MONETARY TRANSMISSION OF PERSISTENT SHOCK TO THE RISK PREMIUM: THE CASE OF INDONESIA

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This paper investigates the relative importance of monetary transmission channel to inflation of passing persistent shock to the risk premium. The findings show that nominal exchange rate depreciation, triggered by a more persistent shock to interest risk premium, worsens the state of the economy in...

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Bibliographic Details
Main Author:	Akhis R. Hutabarat
Format:	Article
Language:	Indonesian
Published:	Bank Indonesia 2011-06-01
Series:	Bulletin Ekonomi Moneter dan Perbankan
Online Access:	https://www.bmeb-bi.org/index.php/BEMP/article/view/401

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