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Analisis determinan volatilitas arus modal portofolio asing di Indonesia
Capital flows from developed countries to emerging Asian countries have increased rapidly since the early 1990s. Indonesia is one of the most targeted countries by developed countries to invest. This study tries to analyze the determinants of the volatility of foreign portfolio capital flows to Indonesia, especially during the world economic crisis of 2008 which gives the effect of international contagion. This study aimed to determine the effect of three types of groups, namely the determinant of global macroeconomic drivers, domestic macroeconomic drivers, and domestic financial drivers towards volatility of portfolio capital inflow in Indonesia. This study uses OLS time series that analyzes the volatility of foreign portfolio investment ratio to GDP on a quarterly basis in the period 2002 to 2011. The results of this study are the third set of variables have a significant influence in different directions. By knowing the determinants of volatility of capital inflows, the regulator can take the policy as deemed necessary in order to anticipate the events on the economy in the future.Ada tabel
Call Number | Location | Available |
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8456 | PSB lt.2 - Karya Akhir | 1 |
Penerbit | Depok Program Studi Ilmu Ekonomi, Fakultas Ekonomi Universitas Indonesia., 2013 |
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Edisi | - |
Subjek | Foreign investment Capital flow Portfolio investament Voaltility |
ISBN/ISSN | - |
Klasifikasi | - |
Deskripsi Fisik | xi, 81 p. : diagr. ; 30 cm. |
Info Detail Spesifik | - |
Other Version/Related | Tidak tersedia versi lain |
Lampiran Berkas | Tidak Ada Data |