Papers
arxiv:2506.18738

100-Day Analysis of USD/IDR Exchange Rate Dynamics Around the 2025 U.S. Presidential Inauguration

Published on Jun 23
Authors:
,

Abstract

Using a 100-day symmetric window around the January 2025 U.S. presidential inauguration, non-parametric statistical methods with bootstrap resampling (10,000 iterations) analyze distributional properties and anomalies. Results indicate a statistically significant 3.61\% Indonesian rupiah depreciation post-inauguration, with a large effect size (Cliff's Delta = -0.9224, CI: [-0.9727, -0.8571]). Central tendency shifted markedly, yet volatility remained stable (variance ratio = 0.9061, p = 0.504). Four significant anomalies exhibiting temporal clustering are detected. These findings provide quantitative evidence of political transition effects on emerging market currencies, highlighting implications for monetary policy and currency risk management.

Community

Sign up or log in to comment

Models citing this paper 0

No model linking this paper

Cite arxiv.org/abs/2506.18738 in a model README.md to link it from this page.

Datasets citing this paper 0

No dataset linking this paper

Cite arxiv.org/abs/2506.18738 in a dataset README.md to link it from this page.

Spaces citing this paper 0

No Space linking this paper

Cite arxiv.org/abs/2506.18738 in a Space README.md to link it from this page.

Collections including this paper 0

No Collection including this paper

Add this paper to a collection to link it from this page.