Real exchange rate targeting and inflation in Indonesia: theory and empirical evidence
Download full text from publisher
As the access to this document is restricted, you may want to look for a different version below or search for a different version of it.
Other versions of this item:
- Reza Yamora Siregar, 1996. "Real exchange rate targeting and inflation in Indonesia: theory and empirical evidence," Pacific Basin Working Paper Series 96-07, Federal Reserve Bank of San Francisco.
References listed on IDEAS
- Brooks, Robert D. & Faff, Robert W. & Lee, John H. H., 1995.
"Beta stability and portfolio formation,"
Pacific-Basin Finance Journal,
Elsevier, vol. 3(1), pages 145-146, May.
- Blume, Marshall E, 1975. "Betas and Their Regression Tendencies," Journal of Finance, American Finance Association, vol. 30(3), pages 785-795, June.
- Ohlson, James & Rosenberg, Barr, 1982.
"Systematic Risk of the CRSP Equal-weighted Common Stock Index: A History Estimated by Stochastic-Parameter Regression,"
The Journal of Business,
University of Chicago Press, vol. 55(1), pages 121-145, January.
- James Ohlson and Barr Rosenberg., 1978. "Systematic Risk of the CRSP Equal- Weighted Common Stock Index: A History Estimated by Stochastic- Parameter Regression," Research Program in Finance Working Papers 71, University of California at Berkeley.
- Sunder, Shyam, 1980. " Stationarity of Market Risk: Random Coefficients Tests for Individual Stocks," Journal of Finance, American Finance Association, vol. 35(4), pages 883-896, September.
- Lee, Cheng F. & Chen, Carl R., 1982. "Beta stability and tendency : An application of a variable mean response regression model," Journal of Economics and Business, Elsevier, vol. 34(3), pages 201-206.
- Garbade, Kenneth & Rentzler, Joel, 1981. "Testing the Hypothesis of Beta Stationarity," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 22(3), pages 577-587, October.
- Alexander, Gordon J. & Benson, P. George & Eger, Carol E., 1982. "Timing Decisions and the Behavior of Mutual Fund Systematic Risk," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 17(04), pages 579-602, November.
- Francis, Jack Clark & Fabozzi, Frank J., 1980. "Stability of mutual fund systematic risk statistics," Journal of Business Research, Elsevier, vol. 8(2), pages 263-275, June.
- Collins, Daniel W & Ledolter, Johannes & Rayburn, Judy Dawson, 1987. "Some Further Evidence on the Stochastic Properties of Systematic Risk," The Journal of Business, University of Chicago Press, vol. 60(3), pages 425-448, July.
- Joseph Cheng, 1997. "A switching regression approach to the stationarity of systematic and non-systematic risks: the Hong Kong experience," Applied Financial Economics, Taylor & Francis Journals, vol. 7(1), pages 45-57.
- Fama, Eugene F & MacBeth, James D, 1973. "Risk, Return, and Equilibrium: Empirical Tests," Journal of Political Economy, University of Chicago Press, vol. 81(3), pages 607-636, May-June.
- Alexander, Gordon J. & Benson, P. George, 1982. "More on Beta as a Random Coefficient," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 17(01), pages 27-36, March.
- Bos, T & Newbold, P, 1984. "An Empirical Investigation of the Possibility of Stochastic Systematic Risk in the Market Model," The Journal of Business, University of Chicago Press, vol. 57(1), pages 35-41, January.
- Blume, Marshall E, 1971. "On the Assessment of Risk," Journal of Finance, American Finance Association, vol. 26(1), pages 1-10, March.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Reza Siregar, 2011.
"The Concepts of Equilibrium Exchange Rate: A Survey of Literature,"
South East Asian Central Banks (SEACEN) Research and Training Centre, number sp81, January.
- Siregar, Reza, 2011. "The Concepts of Equilibrium Exchange Rate: A Survey of Literature," MPRA Paper 28987, University Library of Munich, Germany.
- Ramkishen S. Rajan & Reza Siregar & Iman Sugema, 2003. "Why was there a precrisis capital inflow boom in Southeast Asia?," Journal of International Development, John Wiley & Sons, Ltd., vol. 15(3), pages 265-283.
- Reza Siregar & Victor Pontines, 2005.
"Incidences of Speculative Attacks on Rupiah During The Pre- and Post-1997 Financial Crisis,"
Centre for International Economic Studies Working Papers
2005-04, University of Adelaide, Centre for International Economic Studies.
- Reza Siregar & Victor Pontines, 2005. "Incidence of Speculative Attacks on Rupiah During the Pre- and Post- 1997 Financial Crisis," School of Economics Working Papers 2005-07, University of Adelaide, School of Economics.
- Uma Ramakrishnan & Athanasios Vamvakidis, 2002. "Forecasting Inflation in Indonesia," IMF Working Papers 02/111, International Monetary Fund.
More about this item
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:taf:apfiec:v:9:y:1999:i:4:p:329-336. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Chris Longhurst). General contact details of provider: http://www.tandfonline.com/RAFE20 .
We have no references for this item. You can help adding them by using this form .