Image of Analisis pengaruh jangka panjang variabel makroekonomi terhadap indeks harga saham gabungan (2000 - 2009) dengan pendekatan kointegrasi heteroskedastis

Text

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 NumberLocationAvailable
7039PSB lt.2 - Karya Akhir1
Penerbit Depok Progran Studi Departemen Ilmu Manajemen Fakultas Ekonomi Universitas Indonesia.,
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