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Analisis pengaruh pergerakan harga minyak mentah dan kurs US dollar terhadap pergerakan pasar saham di Indonesia pada periode Agustus 1998 - Oktober 2008
This research is aimed to test the the impact of crude oil price movement and US Dollar exchange rate movement to Indonesian stock market, and find out the impact movement among variables to Indonesian stock market during the monetary crisis period in August 1998 ? December 2002, and after crisis period in January 2002 ? October 2008. The research is conducted with Vector Autoregression (VAR) and also bivariate BEKK GARCH to test the volatility relationship among variables. Writer found that crude oil price movement have a positif impact to Indonesian stock market, and there was a shifting impact of crude oil price movement between the periods. But, crude oil volatility and stock don?t have any relation. Meanwhile, US Dollar exchange rate movement doesn?t have any impact to Indonesian stock market, but volatility of US Dollar exchange rate and Indonesia stock market are related.Ada tabel
Ketersediaan
| Call Number | Location | Available |
|---|---|---|
| 6294 | PSB lt.2 - Karya Akhir | 1 |
| Penerbit | Depok: Departemen Manajemen, Fakultas Ekonomi Universitas Indonesia 2009 |
|---|---|
| Edisi | - |
| Subjek | Share valuation Foreign exchange Petroleum prices VaR Vector autotegression Valatility |
| ISBN/ISSN | - |
| Klasifikasi | - |
| Deskripsi Fisik | xiii, 106 p ; 30 cm. |
| Info Detail Spesifik | - |
| Other Version/Related | Tidak tersedia versi lain |
| Lampiran Berkas | Tidak Ada Data |