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Harga saham dan nilai tukar mata uang dalam VEC modal : studi kasus di Indonesia pada Januari 2003 - Juni 2009
This paper examines the relationship between stock prices and exchange rates using Johansen cointegration test, followed by forming the models using Vector Error Correction Model (VECM). Stock price is represented by logarithm of IHSG, while exchange rates is represented by US Dollar and Japanese Yen as global proxies and Singapore Dollar and Malaysian Ringgit as regional proxies. The testing is conducted to data from Januari 2003 to June 2009. The paper finds negative relationship between stock price and exchange in all exchange rates under consideration.Ada tabel
Ketersediaan
| Call Number | Location | Available |
|---|---|---|
| 6818 | PSB lt.2 - Karya Akhir | 1 |
| Penerbit | Depok: Departemen Ilmu Manajemen Fakultas Ekonomi Universitas Indonesia 2010 |
|---|---|
| Edisi | - |
| Subjek | Share prices Exchange rates Vector error correction model Cointergration |
| ISBN/ISSN | - |
| Klasifikasi | - |
| Deskripsi Fisik | xii, 66 p., 22 p. : diagr. ; 30 cm & lamp |
| Info Detail Spesifik | - |
| Other Version/Related | Tidak tersedia versi lain |
| Lampiran Berkas | Tidak Ada Data |