Image of Analisis volatility spillover antara harga minyak dunia dengan lima indeks saham sektoral di Indonesia, Singapura, Korea, dan Hong Kong

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Analisis volatility spillover antara harga minyak dunia dengan lima indeks saham sektoral di Indonesia, Singapura, Korea, dan Hong Kong

This research is conducted to analyzing the volatility transmission between crude oil five stock sector, which are basic material, financial, consumer service, telecommunication, and oil & gas. This research take a sample of volatility transmission in Indonesia, Singapura, Korea, and Hong Kong. This research also want to know market interdependence between those four country. I use model multivariate BEKK GARCH which developed by Kroner and Engle (1990)Ada tabel

Ketersediaan

Call NumberLocationAvailable
8114PSB lt.2 - Karya Akhir1
PenerbitDepok: Program Studi Manajemen Fakultas Ekonomi Universitas Indonesia
Edisi-
SubjekShare valuation
Oil prices
Hong Kong
Volatility spillover
Korea
Singapura
ISBN/ISSN-
Klasifikasi-
Deskripsi Fisikxii, 102 p. ; 30 cm.
Info Detail Spesifik-
Other Version/RelatedTidak tersedia versi lain
Lampiran BerkasTidak Ada Data