Image of Analisis emas sebagai hedge dan safe haven asset: Kasus negara Indonesia, malaysia, Filipina, Singapura , dan Thailand periode 1996-2012

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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 NumberLocationAvailable
8050PSB lt.2 - Karya Akhir1
Penerbit Depok Program Studi Manajemen Fakultas Ekonomi Universitas Indonesia.,
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