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Analisis pengaruh jangka panjang variabel makroekonomi terhadap indeks harga saham gabungan (2000 - 2009) dengan pendekatan kointegrasi heteroskedastis
This research is aimed to test the relationship of macroeconomic variables included inflation rate, interest rate (SBI), and exchange rate was connected with Jakarta Stock Exchange. The test is conducted with Least Square and then followed by Johansen?s Cointegration and then followed by Generalized Auto Regressive with Condition Heteroscedasticity (GARCH). The writer found that interest rate has negative relationship with Jakarta Stock Exchange, and exchange rate has positif relationship with Jakarta Stock Exchange.Ada tabel
Ketersediaan
| Call Number | Location | Available |
|---|---|---|
| 7039 | PSB lt.2 - Karya Akhir | 1 |
| Penerbit | Depok: Progran Studi Departemen Ilmu Manajemen Fakultas Ekonomi Universitas Indonesia 2010 |
|---|---|
| Edisi | - |
| Subjek | Exchange rates Macroeconomics Inflation Share index Interst rates least square |
| ISBN/ISSN | - |
| Klasifikasi | - |
| Deskripsi Fisik | xii, 75 p. : diagr., il. ; 30 cm & lamp |
| Info Detail Spesifik | - |
| Other Version/Related | Tidak tersedia versi lain |
| Lampiran Berkas | Tidak Ada Data |