ANALISIS HUBUNGAN DINAMIS ANTARA INDEKS HARGA SAHAM BEBERAPA NEGARA, KURS, DAN HARGA MINYAK DUNIA DENGAN INDEKS HARGA SAHAM SEKTOR PROPERTI, 2001:1-2011:12
This study aims to analyze the dynamic relationship between stock price index some countries, exchange rate and oil prices with stock price index property sector. The method of analysis used is the Vector Autoregressive (VAR). The data used in this study is a secondary data with time intervals (time...
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| Format: | Thesis |
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[Yogyakarta] : Universitas Gadjah Mada
2013
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| Subjects: |
| _version_ | 1826046398522458112 |
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| author | , Dino Suharianto , Muhammad Edhie Purnawan, M.A., Ph.D. |
| author_facet | , Dino Suharianto , Muhammad Edhie Purnawan, M.A., Ph.D. |
| author_sort | , Dino Suharianto |
| collection | UGM |
| description | This study aims to analyze the dynamic relationship between stock price
index some countries, exchange rate and oil prices with stock price index property
sector. The method of analysis used is the Vector Autoregressive (VAR).
The data used in this study is a secondary data with time intervals (time
series) during the period 2001:1-2011:12. Data obtained from the Indonesia Stock
Exchange (IDX), Bank Indonesia (BI) and EconStats.
Based on the results of the analysis there are no variables stationary at
level, all variables in this study have been stationary at first difference level. From
the results of cointegration test using the Johansen�s Cointegration Test method,
indicating that there is no cointegration at the 95 percent confidence level or α = 5
percent. VAR estimation results in the form of differentiation, Showed the
greatest variable affecting the stock price index property sector is Kuala Lumpur
Stock Exchange Composite Index, Straits Times Index and exchange rates. These
results reinforced the impulse response analysis and variance decomposition. |
| first_indexed | 2024-03-13T22:52:30Z |
| format | Thesis |
| id | oai:generic.eprints.org:120324 |
| institution | Universiti Gadjah Mada |
| last_indexed | 2024-03-13T22:52:30Z |
| publishDate | 2013 |
| publisher | [Yogyakarta] : Universitas Gadjah Mada |
| record_format | dspace |
| spelling | oai:generic.eprints.org:1203242016-03-04T08:32:38Z https://repository.ugm.ac.id/120324/ ANALISIS HUBUNGAN DINAMIS ANTARA INDEKS HARGA SAHAM BEBERAPA NEGARA, KURS, DAN HARGA MINYAK DUNIA DENGAN INDEKS HARGA SAHAM SEKTOR PROPERTI, 2001:1-2011:12 , Dino Suharianto , Muhammad Edhie Purnawan, M.A., Ph.D. ETD This study aims to analyze the dynamic relationship between stock price index some countries, exchange rate and oil prices with stock price index property sector. The method of analysis used is the Vector Autoregressive (VAR). The data used in this study is a secondary data with time intervals (time series) during the period 2001:1-2011:12. Data obtained from the Indonesia Stock Exchange (IDX), Bank Indonesia (BI) and EconStats. Based on the results of the analysis there are no variables stationary at level, all variables in this study have been stationary at first difference level. From the results of cointegration test using the Johansen�s Cointegration Test method, indicating that there is no cointegration at the 95 percent confidence level or α = 5 percent. VAR estimation results in the form of differentiation, Showed the greatest variable affecting the stock price index property sector is Kuala Lumpur Stock Exchange Composite Index, Straits Times Index and exchange rates. These results reinforced the impulse response analysis and variance decomposition. [Yogyakarta] : Universitas Gadjah Mada 2013 Thesis NonPeerReviewed , Dino Suharianto and , Muhammad Edhie Purnawan, M.A., Ph.D. (2013) ANALISIS HUBUNGAN DINAMIS ANTARA INDEKS HARGA SAHAM BEBERAPA NEGARA, KURS, DAN HARGA MINYAK DUNIA DENGAN INDEKS HARGA SAHAM SEKTOR PROPERTI, 2001:1-2011:12. UNSPECIFIED thesis, UNSPECIFIED. http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=60346 |
| spellingShingle | ETD , Dino Suharianto , Muhammad Edhie Purnawan, M.A., Ph.D. ANALISIS HUBUNGAN DINAMIS ANTARA INDEKS HARGA SAHAM BEBERAPA NEGARA, KURS, DAN HARGA MINYAK DUNIA DENGAN INDEKS HARGA SAHAM SEKTOR PROPERTI, 2001:1-2011:12 |
| title | ANALISIS HUBUNGAN DINAMIS ANTARA INDEKS HARGA SAHAM
BEBERAPA NEGARA, KURS, DAN HARGA MINYAK DUNIA
DENGAN INDEKS HARGA SAHAM SEKTOR PROPERTI,
2001:1-2011:12 |
| title_full | ANALISIS HUBUNGAN DINAMIS ANTARA INDEKS HARGA SAHAM
BEBERAPA NEGARA, KURS, DAN HARGA MINYAK DUNIA
DENGAN INDEKS HARGA SAHAM SEKTOR PROPERTI,
2001:1-2011:12 |
| title_fullStr | ANALISIS HUBUNGAN DINAMIS ANTARA INDEKS HARGA SAHAM
BEBERAPA NEGARA, KURS, DAN HARGA MINYAK DUNIA
DENGAN INDEKS HARGA SAHAM SEKTOR PROPERTI,
2001:1-2011:12 |
| title_full_unstemmed | ANALISIS HUBUNGAN DINAMIS ANTARA INDEKS HARGA SAHAM
BEBERAPA NEGARA, KURS, DAN HARGA MINYAK DUNIA
DENGAN INDEKS HARGA SAHAM SEKTOR PROPERTI,
2001:1-2011:12 |
| title_short | ANALISIS HUBUNGAN DINAMIS ANTARA INDEKS HARGA SAHAM
BEBERAPA NEGARA, KURS, DAN HARGA MINYAK DUNIA
DENGAN INDEKS HARGA SAHAM SEKTOR PROPERTI,
2001:1-2011:12 |
| title_sort | analisis hubungan dinamis antara indeks harga saham beberapa negara kurs dan harga minyak dunia dengan indeks harga saham sektor properti 2001 1 2011 12 |
| topic | ETD |
| work_keys_str_mv | AT dinosuharianto analisishubungandinamisantaraindekshargasahambeberapanegarakursdanhargaminyakduniadenganindekshargasahamsektorproperti20011201112 AT muhammadedhiepurnawanmaphd analisishubungandinamisantaraindekshargasahambeberapanegarakursdanhargaminyakduniadenganindekshargasahamsektorproperti20011201112 |