Month of the Year Effect pada Pasar Obligasi di Indonesia
This study examines the month-of-the-year effect on the bond returns in Indonesia. I use the monthly closing price index (Indonesia Bond Indexes / INDOBeX) data for the periods of July 2003-July 2017 from Bloomberg. I then run the Generalize Autoregressive Conditional Heteroscedasticity (GARCH) anal...
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| פורמט: | Article |
| שפה: | English |
| יצא לאור: |
Universitas Kristen Satya Wacana
2017-11-01
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| סדרה: | Jurnal Ekonomi dan Bisnis |
| נושאים: | |
| גישה מקוונת: | http://ejournal.uksw.edu/jeb/article/view/1093 |