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

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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 NumberLocationAvailable
7259PSB lt.2 - Karya Akhir1
Penerbit Depok Program Studi Manajemen Fakultas Ekonomi Universitas Indonesia.,
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 -
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