Warganegara, Doni S. and zahron, Agus (2018) THE EFFECT OF SPOT EXCHANGE RATE AND FORWARD EXCHANGE RATE ON PROJECTION OF FUTURES SPOT OF RUPIAH ON DOLLAR CURRENCIES. Baltic Journal of Management. pp. 1-9. ISSN 1746-5265 (Submitted)

Text Dipa Prof System 2018.docx Download (276kB)

Abstract

This study aims to determine whether the spot exchange rate and forward exchange rate, either partially or simultaneously influence the projection of the futures exchange rate on the rupiah against the dollar. The data include spot exchange rate , the forward exchange rate and the future spot rate using middle rate value from the the Bank Indonesia for the Rupiah exchange rate against the US Dollar.The results of this study indicate that the spot exchange rate has a positive effect on the projected futures exchange rate on the rupiah against the dollar, the forward exchange rate has a negative effect on the projected futures exchange rate on the rupiah against the dollar, spot exchange rate and forward exchange rate collectively have a positive effect on the projected futures exchange rate on the rupiah against the dollar.

Item Type:	Article
Subjects:	T Technology > TX Home economics
Divisions:	Fakultas Ekonomi dan Bisnis (FEB) > Prodi Akuntansi
Depositing User:	DONI SAGIT
Date Deposited:	02 Jan 2019 07:57
Last Modified:	02 Jan 2019 07:57
URI:	http://repository.lppm.unila.ac.id/id/eprint/10433

Actions (login required)

View Item