Analisis Volatilitas Nilai Tukar Mata Uang Rupiah terhadap Dolar

Imam Mukhlis
Journal article Journal of Indonesian Applied Economics • 2011

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(Bahasa Indonesia, 11 pages)

Abstract

This research aims to analyze the volatility of exchange rate (Rp/US$) on the Indone-sian economy. The Method of analyze uses Autoregressive Conditional Heteroscedasticiy(ARCH)/Generalized Autoregressive Conditional Heteroscedasticiy (GARCH) that wasdeveloped by Arize, (1995) and Zainal (2004). The result show that volatility ofexchange rate (Rp/US$) has extreme point at 1997/1998. At that time, economic crisiswas happen on the Indonesian economy, where the value of exchange rate volatilityRp/US$ have reached at point 0,250.

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Journal of Indonesian Applied Economics

Journal of Indonesian Applied Economics (JIAE) is an online journal managed by the Faculty of Eco... see more