ANALISIS KEPEKAAN RETURN HARGA SAHAM TERHADAP PERUBAHAN FAKTOR-FAKTOR EKONOMI MAKRO DI PASAR MODAL INDONESIA
This study aims to test the sensitivity of market share price returns (composite stock price index), and sectoral share price returns (nine sectors) to changes in interest rates and the exchange rate of the Rupiah/U.S. Dollar in the short term. This study is using a dynamic model analysis, that is e...
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| Format: | Thesis |
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[Yogyakarta] : Universitas Gadjah Mada
2014
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