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Analisis Hubungan Imbal Hasil Riil Pada Pasar Finansial (Pasar Saham, Pasar Obligasi, Dan Pasar Uang) Terhadap Pertumbuhan Ekonomi Menggunakan Panel VAR
This study aims to explain the relationship between real returns on each financial market and the level of economic growth, as well as the relationship between real returns on financial markets, which is expected to provide additional information for consideration of asset allocation for investors and financial market regulators. This study uses the panel VAR method, to see the relationship between variables by including the effect of endogeneity and including time series elements, using data in 10 developing countries from 2006Q3-2020Q4. This study shows that the shock of economic growth gives a positive response to stocks but negative to bonds. In addition, a positive-negative relationship was found between real returns on the stock and bond markets, as well as a positive relationship between real returns on the money market and bond markets. Global financial market volatility also has a significant impact on real returns on the stock and bond markets.Ada Tabel
Ketersediaan
| Call Number | Location | Available |
|---|---|---|
| 12974 | PSB lt.2 - Karya Akhir | 1 |
| Penerbit | Depok: Program Studi Ilmu Ekonomi Fakultas Ekonomi dan Bisnis Universitas Indonesia 2021 |
|---|---|
| Edisi | - |
| Subjek | Economic growth Stock market Bond market Money market Real Returns |
| ISBN/ISSN | - |
| Klasifikasi | - |
| Deskripsi Fisik | xiii, 77 p. ; diagr. ; 30 cm |
| Info Detail Spesifik | - |
| Other Version/Related | Tidak tersedia versi lain |
| Lampiran Berkas | Tidak Ada Data |