Image of Analisis Hubungan Imbal Hasil Riil Pada Pasar Finansial (Pasar Saham, Pasar Obligasi, Dan Pasar Uang) Terhadap Pertumbuhan Ekonomi Menggunakan Panel VAR

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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 NumberLocationAvailable
12974PSB lt.2 - Karya Akhir1
Penerbit Depok Program Studi Ilmu Ekonomi Fakultas Ekonomi dan Bisnis Universitas Indonesia.,
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
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