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.
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…
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…
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…
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…
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…
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…
Ada tabel
Ada Tabel
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…
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 dilakukan pada stock price index dan bond price index dari lima negara yaitu Amerika Serikat, Jepang, Singapura, Malaysia dan Indonesia. VAR digunakan u…
This study investigates the information flow between non-deliverable forward (NDF), spot, and forward US dollar?rupiah exchange rates during the post-Quantitative Easing (QE) period. Our results show a unidirectional information flow from NDF to the spot and forward rates in the post-QE period. We also find that the Indonesian government securities (IGS) played a vital role during the QE period…
Ada bibliografi, indek dan tabel
The end of the 2008 global financial crisis which caused the lagging of economic growth especially to the developed countries, motivated the central banks of developed nations to take non conventional monetary measures in the form of quantitative easing. Along with the implementation of quantitative easing, a few Indonesian economic indicators tend to show a hike tll the end of June 2013, where…
Ada bibliografi, indek dan tabel
Includes bibliography and tables
Includes index & tables
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