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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.

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