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No. Panggil

Analisis interdependensi pasar saham yunani dengan pasar saham Indonesia, Malays...

Adi Waskito (Pembimbing/Promotor) - , Maureen Nata...

Manajemen Fakultas Ekonomi UI (2011)

Ketersediaan

PSB lt.2 - Tugas Akhir

1/1

Kode	No. Panggil	Lokasi	Status
S7259	7259	PSB lt.2 - Tugas Akhir

Skripsi

Analisis interdependensi pasar saham yunani dengan pasar saham Indonesia, Malaysia, Singapura, Thailan, dan Filipina periode 2008 - 2009 serta periode 2009 - 2010

Pengarang: Adi Waskito (Pembimbing/Promotor) - ; Maureen Natasha -

Deskripsi

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

Informasi Detail

Penerbit	Depok: Program Studi Manajemen Fakultas Ekonomi Universitas Indonesia 2011
Subjek	Financial crisis ; Stock markets ; Granger causality ; Cointegration ;
Deskripsi Fisik	xiv, 68 p., 22 p. : diagr ; 30 cm & lamp