Foreign Portfolio Investment Flows and Exchange Rate: Evidence in Indonesia
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DOI: 10.1080/1540496x.2018.1496419
Abstract: ABSTRACT Using unique daily foreign transactions data in both stock and bond markets, we investigate the daily dynamics of the IDR/USD exchange rate and foreign portfolio investment flows. Based on an unrestricted vector autoregression (VAR)… read more here.
Keywords: market nfi; stock market; bond market; market ... See more keywords