Details about Reza Y. Siregar

Homepage:	http://drrezasiregar.wordpress.com/
Workplace:	IFG Progress, (more information at EDIRC)

Access statistics for papers by Reza Y. Siregar.

Last updated 2024-07-07. Update your information in the RePEc Author Service.

Short-id: psi206

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Working Papers

2017

Non-core liabilities and monetary policy transmission in Indonesia during the post-2007 global financial crisis
CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University

2014

Factors behind Foreign Currency Holding by Household in Cambodia
CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (1)

2008

INFLATION TARGETING POLICY: THE EXPERIENCES OF INDONESIA AND THAILAND
CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (9)

2007

Models of Equilibrium Real Exchange Rates Revisited: A Selective Review of the Literature
Working Papers, eSocialSciences View citations (8)
Also in Centre for International Economic Studies Working Papers, University of Adelaide, Centre for International Economic Studies (2006) View citations (30)
Tranquil and Crisis Windows, Heteroscedasticity, and Contagion Measurement: MS-VAR Application of the DCC Procedure
School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy
See also Journal Article Tranquil and crisis windows, heteroscedasticity, and contagion measurement: MS-VAR application of the DCC procedure, Applied Financial Economics, Taylor & Francis Journals (2009) View citations (7) (2009)

2006

Exchange Market Intervention and Evidence of Post-Crisis Flexible Exchange Rate Regimes in Selected East Asian Economies
Centre for International Economic Studies Working Papers, University of Adelaide, Centre for International Economic Studies View citations (2)
Financial Integration in East Asia: How Far? How Much Further to Go?
Working Papers, eSocialSciences View citations (5)
Fundamental Pitfalls of Exchange Market Pressure-Based Approaches to Identification of Currency Crises
Centre for International Economic Studies Working Papers, University of Adelaide, Centre for International Economic Studies View citations (8)
See also Journal Article Fundamental pitfalls of exchange market pressure-based approaches to identification of currency crises, International Review of Economics & Finance, Elsevier (2008) View citations (34) (2008)

2005

External Debt and Exchange Rate Overshooting: The Case of Selected East Asian Countries
International Finance, University Library of Munich, Germany View citations (5)
Also in School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy (2005) View citations (5)
External Debt and Exchange Rate Overshooting: The Case of Selected East Asian Countries Abstract: The accumulations of foreign debts had indeed been at a rapid phase, particularly during the last few years leading to the outbreak of the 1997 financial crises in the four most severely effected economies, namely Indonesia, the Philippines, Thailand and Korea. Interestingly, during the same period, the rates of overshooting of these East Asian currencies have also been found to increase considerably. The objective of this paper is to evaluate whether the rapid accumulation of external debts, especially since 1994, has contributed to the overshooting of the East Asian countriesÂ’ currencies starting late 1997
Centre for International Economic Studies Working Papers, University of Adelaide, Centre for International Economic Studies
Incidence of Speculative Attacks on Rupiah During the Pre- and Post- 1997 Financial Crisis
School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy
Also in Centre for International Economic Studies Working Papers, University of Adelaide, Centre for International Economic Studies (2005)

2004

A Survey of Financial Integration in East Asia; How Far? How Much Further to Go?
Centre for International Economic Studies Working Papers, University of Adelaide, Centre for International Economic Studies View citations (20)
Designing an Integrated Financial Supervision Agency: Selected Lessons and Challenges for Indonesia
Centre for International Economic Studies Working Papers, University of Adelaide, Centre for International Economic Studies View citations (3)
Exchange Rate Policy and Reserve Management in Indonesia in the Context of East Asian Monetary Regionalism
Centre for International Economic Studies Working Papers, University of Adelaide, Centre for International Economic Studies View citations (3)
Extreme Value Theory and the Incidence of Currency Crises
Econometric Society 2004 Australasian Meetings, Econometric Society View citations (6)
Interest Rate Spreads and Mandatory Credit Allocations: Implications on Banks Loans to Small Businesses in Indonesia
Centre for International Economic Studies Working Papers, University of Adelaide, Centre for International Economic Studies View citations (2)
Successful and Unsuccessful Attacks: Evaluating the Stability of the East Asian Currencies
Centre for International Economic Studies Working Papers, University of Adelaide, Centre for International Economic Studies
The Yen, The US dollar and The Speculative Attacks Against The Thailand Baht
Centre for International Economic Studies Working Papers, University of Adelaide, Centre for International Economic Studies

2003

Exchange Rate Policy and Foreign Exchange Reserves Management in Indonesia in the Context of East Asian Monetary Regionalism
Centre for International Economic Studies Working Papers, University of Adelaide, Centre for International Economic Studies View citations (3)

2002

Base Money and Exchange Rate: Sources of Inflation in Indonesia during the Post-1997 Financial Crisis
Centre for International Economic Studies Working Papers, University of Adelaide, Centre for International Economic Studies
See also Journal Article Base Money and Exchange Rate: Sources of Inflation in Indonesia during the Post-1997 Financial Crisis, Journal of Economic Integration, Center for Economic Integration, Sejong University (2005) View citations (1) (2005)
Capital Flows and Regional Financial Interdependencies in the Context of Crises: Evidence From East Asia
Centre for International Economic Studies Working Papers, University of Adelaide, Centre for International Economic Studies View citations (2)
Exchange Rate Volatility, Trade and Â“Fixing for LifeÂ” in Thailand
Centre for International Economic Studies Working Papers, University of Adelaide, Centre for International Economic Studies View citations (10)
See also Journal Article Exchange-rate volatility, trade and "fixing for life" in Thailand, Japan and the World Economy, Elsevier (2002) View citations (13) (2002)
Hong Kong, Singapore and the East Asian Crisis: How Important were Trade Spillovers?
Working Papers, Hong Kong Institute for Monetary Research View citations (3)
See also Journal Article Hong Kong, Singapore and the East Asian Crisis: How Important were Trade Spillovers?, The World Economy, Wiley Blackwell (2002) View citations (3) (2002)
INTEREST RATE POLICY AND ITS IMPLICATION ON THE BANKING RESTRUCTURING PROGRAMS IN INDONESIA DURING THE 1997-FINANCIAL CRISIS: AN EMPIRICAL INVESTIGATION
EIJS Working Paper Series, Stockholm School of Economics, The European Institute of Japanese Studies View citations (2)
Impact of Exchange Rate Volatility on IndonesiaÂ’s Trade Performance in the 1990s
Centre for International Economic Studies Working Papers, University of Adelaide, Centre for International Economic Studies View citations (8)
See also Journal Article Impact of exchange rate volatility on Indonesia's trade performance in the 1990s, Journal of the Japanese and International Economies, Elsevier (2004) View citations (14) (2004)
Sources of Variations Between The Inflation Rates of Korea, Thailand and Indonesia During The Post-1997 Crisis
Centre for International Economic Studies Working Papers, University of Adelaide, Centre for International Economic Studies View citations (3)
See also Journal Article Sources of variations between the inflation rates of Korea, Thailand and Indonesia during the post-1997 crisis, Journal of Policy Modeling, Elsevier (2005) View citations (9) (2005)

1996

Real exchange rate targeting and inflation in Indonesia: theory and empirical evidence
Pacific Basin Working Paper Series, Federal Reserve Bank of San Francisco View citations (2)
See also Journal Article Real exchange rate targeting and inflation in Indonesia: theory and empirical evidence, Applied Financial Economics, Taylor & Francis Journals (1999) View citations (5) (1999)

Journal Articles

2024

Identifying Risk-Taking Behavior and Prudent Asset Allocation in Pension Funds in Indonesia
Economics and Finance in Indonesia, 2024, 70, 17-33

2021

IMPACT OF THE COVID-19 SHOCK ON BANKING AND CORPORATE SECTOR VULNERABILITIES IN INDONESIA
Bulletin of Indonesian Economic Studies, 2021, 57, (2), 147-173 View citations (3)

2019

Non-core liabilities and interest rate pass-through: bank-level evidence from Indonesia
Applied Economics, 2019, 51, (25), 2703-2714 View citations (2)

2014

How should we bank with foreigners? An empirical assessment of lending behavior of international banks to six East Asian economies
International Review of Economics & Finance, 2014, 29, (C), 552-568 View citations (3)
See also Working Paper How Should We Bank With Foreigners?—An Empirical Assessment of Lending Behavior of International Banks to Six East Asian Economies, ADBI Working Papers (2012) View citations (5) (2012)
Book How Should We Bank With Foreigners? An Empirical Assessment of Lending Behaviour of International Banks to Six East Asian Economies, Occasional Papers, 2012 (2012) View citations (6) (2012)

2013

LIVING WITH INTERCONNECTED BANKING SECTORS DURING THE PERIOD OF GLOBAL FINANCIAL MARKET UNCERTAINTIES EXPERIENCES OF EAST AND SOUTHEAST ASIA
Journal of Advanced Studies in Finance, 2013, 4, (1), 32-61

2012

Exchange Rate Asymmetry and Flexible Exchange Rates under Inflation Targeting Regimes: Evidence from Four East and Southeast Asian Countries
Review of International Economics, 2012, 20, (5), 893-908 View citations (14)
See also Working Paper Exchange Rate Asymmetry and Flexible Exchange Rates under Inflation Targeting Regimes: Evidence from Four East and Southeast Asian Countries, MPRA Paper (2010) View citations (3) (2010)
Book Exchange Rate Asymmetry and Flexible Exchange Rates under Inflation Targeting Regimes: Evidence from Four East and Southeast Asian Countries, Staff Papers, 2010 (2010) View citations (6) (2010)
Fear of appreciation in East and Southeast Asia: The role of the Chinese renminbi
Journal of Asian Economics, 2012, 23, (4), 324-334 View citations (32)
See also Book Fear of Appreciation in East and Southeast Asia: The Role of the Chinese Renminbi, Staff Papers, 2010 (2010) View citations (10) (2010)
Working Paper Fear of Appreciation in East and Southeast Asia: The Role of the Chinese Renminbi, MPRA Paper (2010) View citations (9) (2010)

2010

Determinants of International Bank Lending from the Developed World to East Asia
IMF Staff Papers, 2010, 57, (2), 484-516 View citations (13)
See also Working Paper Determinants of International Bank Lending from the Developed World to East Asia, MPRA Paper (2009) View citations (12) (2009)
Effectiveness and commitment to inflation targeting policy: Evidence from Indonesia and Thailand
Journal of Asian Economics, 2010, 21, (2), 113-128 View citations (14)
See also Working Paper Effectiveness and Commitment to Inflation Targeting Policy: Evidences from Indonesia and Thailand, MPRA Paper (2009) View citations (2) (2009)
Book Effectiveness and Commitment To Inflation Targeting Policy: Evidences From Indonesia and Thailand, Staff Papers, 2009 (2009) View citations (1) (2009)
The Role of Central Banks in Sustaining Economic Recovery and in Achieving Financial Stability
Journal of Advanced Studies in Finance, 2010, 1, (1), 83-99 View citations (2)
See also Working Paper The Role of Central Banks in Sustaining Economic Recovery and in Achieving Financial Stability, MPRA Paper (2010) View citations (16) (2010)
Book The Role of Central Banks in Sustaining Economic Recovery and in Achieving Financial Stability, Staff Papers, 2010 (2010) View citations (9) (2010)

2009

Navigating Policy Responses at the National Level in the Midst of the Global Financial Crisis: The Experience of Indonesia
Asian Economic Papers, 2009, 8, (3), 1-35 View citations (7)
Survey of recent developments
Bulletin of Indonesian Economic Studies, 2009, 45, (1), 9-38
Tranquil and crisis windows, heteroscedasticity, and contagion measurement: MS-VAR application of the DCC procedure
Applied Financial Economics, 2009, 19, (9), 745-752 View citations (7)
See also Working Paper Tranquil and Crisis Windows, Heteroscedasticity, and Contagion Measurement: MS-VAR Application of the DCC Procedure, School of Economics and Public Policy Working Papers (2007) (2007)

2008

Fundamental pitfalls of exchange market pressure-based approaches to identification of currency crises
International Review of Economics & Finance, 2008, 17, (3), 345-365 View citations (34)
See also Working Paper Fundamental Pitfalls of Exchange Market Pressure-Based Approaches to Identification of Currency Crises, Centre for International Economic Studies Working Papers (2006) View citations (8) (2006)

2007

The Yen, the US dollar, and the trade weighted basket of currencies: Does the choice of anchor currencies matter in identifying incidences of speculative attacks?
Japan and the World Economy, 2007, 19, (2), 214-235 View citations (8)

2006

IDENTIFYING AND DATING THE EPISODES OF SPECULATIVE PRESSURES AGAINST THE SINGAPORE DOLLAR
The Singapore Economic Review (SER), 2006, 51, (02), 113-133 View citations (1)

2005

Base Money and Exchange Rate: Sources of Inflation in Indonesia during the Post-1997 Financial Crisis
Journal of Economic Integration, 2005, 20, 185-215 View citations (1)
See also Working Paper Base Money and Exchange Rate: Sources of Inflation in Indonesia during the Post-1997 Financial Crisis, Centre for International Economic Studies Working Papers (2002) (2002)
Sources of variations between the inflation rates of Korea, Thailand and Indonesia during the post-1997 crisis
Journal of Policy Modeling, 2005, 27, (7), 867-884 View citations (9)
See also Working Paper Sources of Variations Between The Inflation Rates of Korea, Thailand and Indonesia During The Post-1997 Crisis, Centre for International Economic Studies Working Papers (2002) View citations (3) (2002)

2004

Impact of exchange rate volatility on Indonesia's trade performance in the 1990s
Journal of the Japanese and International Economies, 2004, 18, (2), 218-240 View citations (14)
See also Working Paper Impact of Exchange Rate Volatility on IndonesiaÂ’s Trade Performance in the 1990s, Centre for International Economic Studies Working Papers (2002) View citations (8) (2002)
Misalignment of the Baht and its Trade Balance Consequences for Thailand in the 1980s and 1990s
The World Economy, 2004, 27, (7), 985-1012 View citations (6)

2003

Singapore and the New Regionalism: Bilateral Trade Linkages with Japan and the US
The World Economy, 2003, 26, (9), 1325-1356 View citations (5)
Why was there a precrisis capital inflow boom in Southeast Asia?
Journal of International Development, 2003, 15, (3), 265-283 View citations (8)

2002

Choice of Exchange Rate Regime: Currency Board (Hong Kong) or Monitoring Band (Singapore)?
Australian Economic Papers, 2002, 41, (4), 538-556 View citations (40)
Exchange-rate volatility, trade and "fixing for life" in Thailand
Japan and the World Economy, 2002, 14, (4), 445-470 View citations (13)
See also Working Paper Exchange Rate Volatility, Trade and Â“Fixing for LifeÂ” in Thailand, Centre for International Economic Studies Working Papers (2002) View citations (10) (2002)
Hong Kong, Singapore and the East Asian Crisis: How Important were Trade Spillovers?
The World Economy, 2002, 25, (4), 503-537 View citations (3)
See also Working Paper Hong Kong, Singapore and the East Asian Crisis: How Important were Trade Spillovers?, Working Papers (2002) View citations (3) (2002)

2001

Economic Fundamentals and Managed Floating Exchange Rate Regime in Singapore
Journal of Economic Development, 2001, 26, (1), 133-148 View citations (7)
SURVEY OF RECENT DEVELOPMENTS
Bulletin of Indonesian Economic Studies, 2001, 37, (3), 277-303 View citations (15)

1999

Real exchange rate targeting and inflation in Indonesia: theory and empirical evidence
Applied Financial Economics, 1999, 9, (4), 329-336 View citations (5)
See also Working Paper Real exchange rate targeting and inflation in Indonesia: theory and empirical evidence, Pacific Basin Working Paper Series (1996) View citations (2) (1996)

Books

2012

Exchange Rate Appreciation, Capital Flows and Excess Liquidity: Adjustment and Effectiveness of Policy Responses
Research Studies, South East Asian Central Banks (SEACEN) Research and Training Centre View citations (11)
How Should We Bank With Foreigners? An Empirical Assessment of Lending Behaviour of International Banks to Six East Asian Economies
Occasional Papers, South East Asian Central Banks (SEACEN) Research and Training Centre View citations (6)
See also Journal Article How should we bank with foreigners? An empirical assessment of lending behavior of international banks to six East Asian economies, International Review of Economics & Finance, Elsevier (2014) View citations (3) (2014)
Working Paper How Should We Bank With Foreigners?—An Empirical Assessment of Lending Behavior of International Banks to Six East Asian Economies, ADBI Working Papers, Asian Development Bank Institute (2012) View citations (5) (2012)

2011

Capital Flows Management During the Post-2007 Global Financial Crisis: The Experiences of SEACEN Economies
Staff Papers, South East Asian Central Banks (SEACEN) Research and Training Centre View citations (5)
Cross-border Bank Lending to Selected SEACEN Economies: An Integrative Report
Staff Papers, South East Asian Central Banks (SEACEN) Research and Training Centre
See also Working Paper Cross-border bank lending to selected SEACEN economies: an integrative report, MPRA Paper, University Library of Munich, Germany (2011) (2011)
International and Cross-Border Bank Lending and Implications in SEACEN Economies: Balance Sheet Perspective
Research Studies, South East Asian Central Banks (SEACEN) Research and Training Centre
Living with Macro-financial Linkages: Policy Perspectives and Challenges for SEACEN Countries
Staff Papers, South East Asian Central Banks (SEACEN) Research and Training Centre View citations (4)
See also Working Paper Living with Macro-financial Linkages: Policy Perspectives and Challenges for SEACEN Countries, MPRA Paper, University Library of Munich, Germany (2011) View citations (3) (2011)
Post Global Financial Crisis: Issues and Challenges for Central Banks of Emerging Markets
Staff Papers, South East Asian Central Banks (SEACEN) Research and Training Centre View citations (2)
Real Sector Propagation of the Recent Global Financial Crisis: An Integrative Report
Staff Papers, South East Asian Central Banks (SEACEN) Research and Training Centre
Real Sector Propogation of the Recent Global Financial Crisis
Research Studies, South East Asian Central Banks (SEACEN) Research and Training Centre
The Concepts of Equilibrium Exchange Rate: A Survey of Literature
Staff Papers, South East Asian Central Banks (SEACEN) Research and Training Centre View citations (14)
See also Working Paper The Concepts of Equilibrium Exchange Rate: A Survey of Literature, MPRA Paper, University Library of Munich, Germany (2011) View citations (13) (2011)

2010

Exchange Rate Asymmetry and Flexible Exchange Rates under Inflation Targeting Regimes: Evidence from Four East and Southeast Asian Countries
Staff Papers, South East Asian Central Banks (SEACEN) Research and Training Centre View citations (6)
See also Journal Article Exchange Rate Asymmetry and Flexible Exchange Rates under Inflation Targeting Regimes: Evidence from Four East and Southeast Asian Countries, Review of International Economics, Wiley Blackwell (2012) View citations (14) (2012)
Working Paper Exchange Rate Asymmetry and Flexible Exchange Rates under Inflation Targeting Regimes: Evidence from Four East and Southeast Asian Countries, MPRA Paper, University Library of Munich, Germany (2010) View citations (3) (2010)
Fear of Appreciation in East and Southeast Asia: The Role of the Chinese Renminbi
Staff Papers, South East Asian Central Banks (SEACEN) Research and Training Centre View citations (10)
See also Working Paper Fear of Appreciation in East and Southeast Asia: The Role of the Chinese Renminbi, MPRA Paper, University Library of Munich, Germany (2010) View citations (9) (2010)
Journal Article Fear of appreciation in East and Southeast Asia: The role of the Chinese renminbi, Journal of Asian Economics, Elsevier (2012) View citations (32) (2012)
The Role of Central Banks in Sustaining Economic Recovery and in Achieving Financial Stability
Staff Papers, South East Asian Central Banks (SEACEN) Research and Training Centre View citations (9)
See also Journal Article The Role of Central Banks in Sustaining Economic Recovery and in Achieving Financial Stability, Journal of Advanced Studies in Finance, ASERS Publishing (2010) View citations (2) (2010)
Working Paper The Role of Central Banks in Sustaining Economic Recovery and in Achieving Financial Stability, MPRA Paper, University Library of Munich, Germany (2010) View citations (16) (2010)
The US Sub-prime Crises and Extreme Exchange Market Pressures in Asia
Staff Papers, South East Asian Central Banks (SEACEN) Research and Training Centre View citations (4)

2009

Economic Shocks And Exchange Rate As A Shock Absorber In Indonesia And Thailand
Staff Papers, South East Asian Central Banks (SEACEN) Research and Training Centre View citations (3)
See also Working Paper Economic Shocks and Exchange Rate as a Shock Absorber in Indonesia and Thailand, MPRA Paper, University Library of Munich, Germany (2009) View citations (3) (2009)
Effectiveness and Commitment To Inflation Targeting Policy: Evidences From Indonesia and Thailand
Staff Papers, South East Asian Central Banks (SEACEN) Research and Training Centre View citations (1)
See also Working Paper Effectiveness and Commitment to Inflation Targeting Policy: Evidences from Indonesia and Thailand, MPRA Paper, University Library of Munich, Germany (2009) View citations (2) (2009)
Journal Article Effectiveness and commitment to inflation targeting policy: Evidence from Indonesia and Thailand, Journal of Asian Economics, Elsevier (2010) View citations (14) (2010)

Edited books

Undated

Exchange Rates, International Capital Flows and Financial Safeguards in Southeast Asia
Books, Edward Elgar Publishing

Chapters

2023

Legacy of Early Crisis and Incomplete Institutional Reforms on the Financial Sector in Indonesia
Chapter 20 in MACRO-FINANCIAL STABILITY POLICY IN A GLOBALISED WORLD: LESSONS FROM INTERNATIONAL EXPERIENCE Selected Papers from the Asian Monetary Policy Forum 2021 Special Edition and MAS-BIS Conference, 2023, pp 410-430

2022

Exchange Rate Policy and Capital Flow Management
Springer View citations (1)

2014

Enhancing the effectiveness of CMIM and AMRO: challenges and tasks
Chapter 4 in New Global Economic Architecture, 2014, pp 55-82

2009

Examining the Case for an Asian Reserve Pool
Palgrave Macmillan