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Analisis interdependensi pasar saham yunani dengan pasar saham Indonesia, Malaysia, Singapura, Thailan, dan Filipina periode 2008 - 2009 serta periode 2009 - 2010
Objective of this study is to identify interdependency between Greece, Indonesia, Malaysia, Singapore, Thailand, and Phillipines stock market on pre-crisis 2008- 2009 and crisis 2009-2010. Methods being used in this research is Granger Causality and Cointegration with VAR/VECM model. Result of this research showed that there is unilateral causality from Greece crisis for Indonesia, Malaysia, Singapore, Thailand, and Phillipines stock market, but there is no Cointegration relation during the crisis period.Ada tabel
Ketersediaan
| Call Number | Location | Available |
|---|---|---|
| 7259 | PSB lt.2 - Karya Akhir | 1 |
| Penerbit | Depok: Program Studi Manajemen Fakultas Ekonomi Universitas Indonesia 2011 |
|---|---|
| Edisi | - |
| Subjek | Financial crisis Stock markets Granger causality Cointegration |
| ISBN/ISSN | - |
| Klasifikasi | - |
| Deskripsi Fisik | xiv, 68 p., 22 p. : diagr ; 30 cm & lamp |
| Info Detail Spesifik | - |
| Other Version/Related | Tidak tersedia versi lain |
| Lampiran Berkas | Tidak Ada Data |