Announcement
Starting on July 4, 2018 the Indonesian Publication Index (IPI) has been acquired by the Ministry of Research Technology and Higher Education (RISTEKDIKTI) called GARUDA Garba Rujukan Digital (http://garuda.ristekdikti.go.id)
For further information email to portalgaruda@gmail.com

Thank you
Logo IPI  
Journal > Journal of Indonesian Applied Economics > ANALISIS VOLATILITAS NILAI TUKAR MATA UANG RUPIAH TERHADAP DOLAR

 

Full Text PDF (623 kb)
Journal of Indonesian Applied Economics
Vol 5, No 2 (2011)
ANALISIS VOLATILITAS NILAI TUKAR MATA UANG RUPIAH TERHADAP DOLAR
Mukhlis, Imam ( Fakultas Ekonomi, Universitas Negeri Malang)
Article Info   ABSTRACT
Published date:
14 May 2012
 
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.Keywords : volatility, exchange rate, ARCH,GARCH
Copyrights © 2012