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How to make mathematics support the career of our graduates: a critical revie…

Mathematics is indispensable to economics and business. Mathematics is compulsory for students of accounting and business from the diploma program up to the graduate program. For undergraduate students, mathematics-related courses are even given in two to three semesters. They are given under different course names: mathematics for economics, mathematics for business, mathematics of finance, ma…

Quantitative methods in finance

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TAN 332 Wat q

Journal of Financial and Quantitative Analysis

CEOs Under Fire: The Effects of Competition from Inside Directors on Forced CEO Turnover and CEO Compensation (669 ? 698), Contracting with Nonfinancial Stakeholders and Corporate Capital Structure: The Case of Product Warranties (699 ? 727), The Shareholder Base and Payout Policy (729 ? 760), A First Look at Mutual Funds That Use Short Sales (761 ? 787), Debt Maturity and Asymmetric Informatio…

Journal of Financial and Quantitative Analysis

Volatility Trading: What Is the Role of the Long-Run Volatility Component? (pages 273-307), Stocks, Bonds, and Long-Run Consumption Risks (pages 309-332), Asset Liquidity and Stock Liquidity (pages 333-364), The Dividend Initiation Decision of Newly Public Firms: Some Evidence on Signaling with Dividends (pages 365-396), Corporate Governance and Innovation (pages 397-413), Clean Sweep: Informed…

Journal of Financial and Quantitative Analysis Vol. 47, No. 01, Feb. 2012

Inefficient Labor or Inefficient Capital? Corporate Diversification and Productivity around the World (pages 1-22), An International Comparison of Capital Structure and Debt Maturity Choices (pages 23-56), Sources of Gains in Corporate Mergers: Refined Tests from a Neglected Industry (pages 57-89), Survival of Overconfidence in Currency Markets (pages 91-113), The Cross Section of Expected Retu…

Journal of Financial and Quantitative Analysis Vol. 47, No. 04, Aug. 2012

The Desire to Acquire and IPO Long-Run Underperformance (pages 493-510), A New Method to Estimate Risk and Return of Nontraded Assets from Cash Flows: The Case of Private Equity Funds (pages511-535), The Performance of Investment Bank-Affiliated Mutual Funds: Conflicts of Interest or Informational Advantage? (pages 537-565), Do Pension-Related Business Ties Influence Mutual Fund Proxy Voting? E…

Journal of Financial and Quantitative Analysis Vol. 47, No. 05, Oct. 2012

It Pays to Follow the Leader: Acquiring Targets Picked by Private Equity (pages 901-930), ?Preparing? the Equity Market for Adverse Corporate Events: A Theoretical Analysis of Firms Cutting Dividends (pages 933-972), The Optimal Use of Return Predictability: An Empirical Study (pages 973-1001), Dividend Growth, Cash Flow, and Discount Rate News (pages 1003-1028), Shareholders in the Boardroom: …

Journal of Financial and Quantitative Analysis Vol. 47, No. 06, Dec. 2012

Aggregate Idiosyncratic Volatility (pages 1155-1185), Corporate Governance, Finance, and the Real Sector (pages 1187-1214), The Principal Principle (pages 1215-1246), Effects of Bank Regulation and Lender Location on Loan Spreads (pages 1247-1278), Cash Flow and Discount Rate Risk in Up and Down Markets: What Is Actually Priced? (pages 1279-1301), Information Content of Earnings Announcements: …

Analisis transmisi spillover quantitative easing dan taper tantrum the federa…

Penelitian ini menganalisis spillover kebijakan QE Amerika Serikat terhadap aliran modal asing di Indonesia. Transmisi spillover QE melalui jalur likuiditas dan signaling masing-masing diukur menggunakan variabel 3-month T-bill rate AS serta VIX. Transmisi melalui jalur portfolio balance dikukur menggunakan variabel perbedaan suku bunga Indonesia dan AS, perbedaan tingkat pertumbuhan ekonomi In…

Korelasi Pasar Saham dan Pasar Obligasi dalam Mendeteksi Contagion Effect dan…

Penelitian ini bertujuan untuk mengetahui responsiveness dan korelasi dinamis antara stock market dan bond market pada saat periode penerapan Quantitative Easing dan mendeteksi kemungkinan terjadinya contagion atau flight to quality. Penelitian ini dilakukan pada stock price index dan bond price index dari lima negara yaitu Amerika Serikat, Jepang, Singapura, Malaysia dan Indonesia.

Analisis Pengaruh Kebijakan Quantitative Easing Terhadap Aliran Modal Masuk M…

Penelitian ini melihat pengaruh kebijakan quantitative easing terhadap pergerakan capital inflow di negara ASEAN-5 yaitu Indonesia, Malaysia, Singapura, Thailand dan Filipina pada fase ekspansi maupun pada fase kontraksi (tappering off). Yaitu menganalisis dampak kebijakan quantitative easing melalui dua jalur transmisi: jalur likuiditas dan jalur portfolio rebalancing. Penelitian ini menggunak…

Analisis pengaruh kebijakan quantitative easing terhadap variabel makroekonom…

Penelitian ini melihat pengaruh kebijakan Quantitative Easing yang diberlakukan oleh negara maju melalui bank sentralnya yaitu FED dan Non FED (yang merupakan penjumlahan BOE dan BOJ) terhadap variabel-variabel makroekonomi Indonesia yaitu cadangan devisa, IHSG, inflasi, M2, dan nilai tukar nominal melalui jalur aliran modal masuk. Penelitian ini mengggunakan data bulanan dengan periode Januari…

Estimation of the effects of the US quantitative easing policy: A case study …

During the 2008 Global Financial Crisis, the US adopted an unconventional monetary policy by implementing a Quantitative Easing (QE) policy to boost economic activity. However, the implementation has resulted in spillover effects to other nations. This thesis discusses the relationship between US QE and Indonesia long-term bond yield by Autoregressive Distributed Lag (ARDL) with observation sta…

The Analysis of The Fed Quantitative Easing and Tapering Policy Towards Capit…

Keterbukaan ekonomi antar negara kini semakin terlihat karena tentunya dapat berdampak baik bagi negara itu sendiri. Namun dibalik keuntungan tersebut terdapat resiko yaitu adanya spillover effect terhadap kebijakan suatu negara yang berdampak negatif bagi negara lain. Studi ini mencoba melihat dan memproyeksikan dampak dua kebijakan moneter The Fed, yaitu Quantitative Easing dan Tapering, terh…

Spillover Effect dari Quantitative Easing Amerika Serikat: Transmisi Makroeko…

This study aims to see how US quantitative easing affects macroeconomic indicators and the Indonesian stock market. In examining the spillover effect, this study uses the Vector Error Correction Model (VECM) method with monthly time-series data from January 2006 - December 2020. Regarding the stock market, this study compares the conventional stock market with the Islamic stock market to see ho…

Transfer Pricing di Tengah COVID-19: Evaluasi Proses Pencarian Perusahaan Pem…

This report aims to provide an evaluation of the searching process to find comparable companies for a multinational company in Indonesia whose financial performance was affected by the COVID-19 pandemic, in particular, the quantitative and qualitative screening processes. Based on the analysis that has been conducted, in implementing the Arm's Length Principle, the searching strategy applied by…

Analisis transmisi spillover quantitative easing dan taper tantrum the federa…

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Pengaruh Employer Branding Terhadap Retensi Dengan Kepuasan Kerja Sebagai Var…

Ada Tabel

Analisis pengaruh kebijakan quantitative easing terhadap aliran modal masuk m…

Penelitian ini melihat pengaruh kebijakan quantitative easing terhadap pergerakan capital inflow di negara ASEAN-5 yaitu Indonesia, Malaysia, Singapura, Thailand dan Filipina pada fase ekspansi maupun pada fase kontraksi (tappering off). Yaitu menganalisis dampak kebijakan quantitative easing melalui dua jalur transmisi: jalur likuiditas dan jalur portfolio rebalancing. Penelitian ini menggunak…