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Analisis emas sebagai hedge dan safe haven asset: Kasus negara Indonesia, malaysia, Filipina, Singapura , dan Thailand periode 1996-2012
The focus of the study is to analyze gold as hedge and safe haven asset in Indonesia, Malaysia, Filipina, Singapura, and Thailand during period 1996-2012. Hedge is asset that does not move along with the other assets on average, while safe-haven asset serves as a hedge when the market is in extreme conditions. There are three approaches used as extreme market periods: stock market returns, volatility of stock market returns, and periods of crisis. The results showed that gold doesn?t act as a hedge or safe haven in emerging country. Daily, weekly, and monthly data leads to different result because of the dynamic of each data.Ada tabel
Ketersediaan
| Call Number | Location | Available |
|---|---|---|
| 8050 | PSB lt.2 - Karya Akhir | 1 |
| Penerbit | Depok: Program Studi Manajemen Fakultas Ekonomi Universitas Indonesia 2012 |
|---|---|
| Edisi | - |
| Subjek | Philippines Malaysia Assets Stock markets Hedging Thailand Gold Singpore |
| ISBN/ISSN | - |
| Klasifikasi | - |
| Deskripsi Fisik | xix, 262 p. ; 30 cm |
| Info Detail Spesifik | - |
| Other Version/Related | Tidak tersedia versi lain |
| Lampiran Berkas | Tidak Ada Data |