KETERKAITAN DINAMIS PASAR SAHAM INDONESIA DAN ASIA PASIFIK

KETERKAITAN DINAMIS PASAR SAHAM INDONESIA DAN ASIA PASIFIK

This study aimed to detect and identify short-term dynamic linkages between Indonesian stock market andAsia-Pacific stock markets during the period of January 2nd, 2003 until December 31st, 2009 by using theimpulse response function analysis and forecast error variance decomposition. The period was...

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Bibliographic Details
Main Author: Haryo Suparmun
Format: Article
Language:English
Published: Universitas Merdeka Malang 2017-03-01
Series:Jurnal Keuangan dan Perbankan
Subjects:
stock market, global financial crisis, impulse response function, forecast error variance decompo- sition
Online Access:http://jurnal.unmer.ac.id/index.php/jkdp/article/view/1042

Internet

http://jurnal.unmer.ac.id/index.php/jkdp/article/view/1042

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