Image of Analisis emas sebagai lindung nilai atas risiko nilai tukar rupiah terhadap dolar AS : studi kasus simulasi tabungan haji dengan menggunakan emas

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Analisis emas sebagai lindung nilai atas risiko nilai tukar rupiah terhadap dolar AS : studi kasus simulasi tabungan haji dengan menggunakan emas

This study try to find if gold have a potential as a hedge against exchange rate risk between rupiah and the US dollar, assessed using weekly data for the last eight years on the gold price (in Rp) and dollar-rupiah exchange rates and processed using GARCH model. A positive relationship is found between gold and dollarrupiah exchange rates, so when the dollar appreciate against rupiah, gold price (in Rp) do so. This study include hedge ratio estimation and case study of Hajj saving simulation using gold.Ada tabel

Ketersediaan

Call NumberLocationAvailable
6595PSB lt.2 - Karya Akhir1
Penerbit Depok Departemen Manajemen, Fakultas Ekonomi Universitas Indonesia.,
Edisi -
Subjek Exchange rate
Savings
Hedging
Risks
Gold prices
ISBN/ISSN -
Klasifikasi -
Deskripsi Fisik x, 77 p. : diagr. ; 30 cm
Info Detail Spesifik -
Other Version/Related Tidak tersedia versi lain
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