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Analisis triangular arbitrage dan pengujian efisiensi foreign exchange market
This thesis examines test of foreign exchange market efficiency by use of triangular arbitrage analysis. This thesis is a quantitative descriptive research that involves 5 foreign currency that consists of USD($),GBP(?),JPY(?),AUD and EURO(?).These 5 foreign currency recorded every 5 minutes on recording period 7 November 2008 ? 19 November 2008. Test of foreign exchange market efficiency in this research divided into 4 sub-hypothesis,these 4 sub-hypothesis are test of presence of probability, magnitude of deviation, persistence of deviation, predictability of deviation (randomness). The Results from this research are from 10 markets that have been analyzed there are 6 markets in efficient condition (Markets : $??,$??,$??,$?AUD,$?AUD, ??AUD), and 4 markets in less efficient condition (Markets : $?AUD, ???, ??AUD, ??AUD)Ada tabel
Ketersediaan
| Call Number | Location | Available |
|---|---|---|
| 6317 | PSB lt.2 - Karya Akhir | 1 |
| Penerbit | Depok: Departemen Manajemen, Fakultas Ekonomi Universitas Indonesia 2009 |
|---|---|
| Edisi | - |
| Subjek | Foreign exchange Currencies International finance Market Triangular arbitrage |
| ISBN/ISSN | - |
| Klasifikasi | - |
| Deskripsi Fisik | xiv, 131 p. : diagr. ; 30 cm. |
| Info Detail Spesifik | - |
| Other Version/Related | Tidak tersedia versi lain |
| Lampiran Berkas | Tidak Ada Data |