Analisis Kointegrasi Bursa Efek Indonesia, Malaysia dan Singapura: Pendekatan Pair-Case dan Multivariate

Analisis Kointegrasi Bursa Efek Indonesia, Malaysia dan Singapura: Pendekatan Pair-Case dan Multivariate

This study aims to examine the stock market cointegration between Indonesia Stock Exchange (IDX), Malaysian Stock Exchange (Bursa Malaysia) and Singapore Stock Exchange (SGX). The weekly stock indexes covering January 2013 to December 2018 are analyzed using the Johansen testing approach with the...

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Bibliographic Details
Main Authors: Amsal Irmalis, Fajri Hadi
Format: Article
Language:Indonesian
Published: Universitas Merdeka Malang 2020-06-01
Series:Jurnal Manajemen Dan Kewirausahaan
Subjects:
cointegration
diversification
multivariate
Online Access:http://jurnal.unmer.ac.id/index.php/jmdk/article/view/3538/pdf

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