ANALISIS PENGARUH SUKU BUNGA SIMPANAN BERJANGKA DALAM MEMPREDIKSI EXPECTED FUTURE SPOT RATE

Jose Rizal Joesoef, Sella Wisanggi Anggraeni

Abstract


The widespread movement of globalization is increasingly free world markets, trade barriers began to diminish and increasingly meaningless. Transactions over the limit State is relatively easy and not the remarkable thing. So the volume of international trade is ever-increasing. Investors, multinational corporations and the Government requires forecasting the exchange rate to take decisions about hedging debt and accounts receivable, short term funding and investment, capital budgeting and long-term funding. The process of creating a forecasting of
market indicators, known as market- based forecasting, usually developed on the basis of the exchange rate and the spot exchange rate forward. The current spot exchange rate can be used as estimates (forecasting) because of the exchange rate reflect market estimates over the spot exchange rate in a short period of time. This study uses regression models forecasting methods for the Exchange to come. Variables used in this study is the spot exchange rate, interest rate futures rupiah and dollar deposits. The sample used was from Bank Indonesia to the spot exchange rate in January 2010 until December 2016. Exchange rate forward currently provides forecast results in predicting future spot is directly proportional to the spot exchange rate at the specified time.


Keywords


future interest rate, future spot rate, exchange rate

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