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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 Number | Location | Available |
|---|---|---|
| 6595 | PSB lt.2 - Karya Akhir | 1 |
| Penerbit | Depok: Departemen Manajemen, Fakultas Ekonomi Universitas Indonesia 2009 |
|---|---|
| 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 |
| Lampiran Berkas | Tidak Ada Data |