VOLATILITAS NILAI TUKAR DAN PERDAGANGAN INTERNASIONAL

  • Sri Nawatmi

Abstract

The purpose of this study is to estimate the effect of exchange rate volatility on international trade
in Indonesia. The measure of volatility show that the exchange rate has ARCH and GARCH
effect. So, volatility of the exchange rate influenced by current and previous exchange rate
volatility.Sum ofARCH and GARCH coefficient show that the exchange rate has persistent
volatile. Estimation result indicate that exchange rate volatility is not significant. While, GDP
world and GDP Indonesia influencepositivesignificant on international trade, not only in short
term but also in long term.

Key Words: volatility, ARCH, GARCH, Persistent volatile, international trade, exchange rate, and
GDP

How to Cite
Nawatmi, S. (1) “VOLATILITAS NILAI TUKAR DAN PERDAGANGAN INTERNASIONAL”, Dinamika Akuntansi Keuangan dan Perbankan, 1(1). Available at: https://www.unisbank.ac.id/ojs/index.php/fe9/article/view/918 (Accessed: 25November2024).
Issue
Vol 1 No 1 (2012): Vol. 1 No. 1 Edisi Mei 2012
Section
Articles