ANALISIS PERGERAKAN SAHAM, OBLIGASI DAN EMAS SEBAGAI DASAR PENGKAJIAN EMAS SEBAGAI HEDGING DAN SAFE HAEVN
The objective of this research is to analysis market movement of gold, bond and stock to investigate the existence of a safe haven and a hedge. A safe haven is defined as asset that is uncorrelated with stocks and bonds in case of a market crash. A hedge is defined as a asset that is uncorrelated wi...
| Main Authors: | , |
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| Format: | Thesis |
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[Yogyakarta] : Universitas Gadjah Mada
2011
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| _version_ | 1797030613645000704 |
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| author | , Pratika Adi Nugraheni , Bowo Setiyono, S.E.,M.Com, |
| author_facet | , Pratika Adi Nugraheni , Bowo Setiyono, S.E.,M.Com, |
| author_sort | , Pratika Adi Nugraheni |
| collection | UGM |
| description | The objective of this research is to analysis market movement of gold, bond and
stock to investigate the existence of a safe haven and a hedge. A safe haven is
defined as asset that is uncorrelated with stocks and bonds in case of a market
crash. A hedge is defined as a asset that is uncorrelated with stocks and bonds on
average. The sample of this study are daily returns of gold, bond and stock over
2007-2009 period with applying Generalized AutoRegressive Conditional
Heteroscedasticity (GARCH). |
| first_indexed | 2024-03-13T22:08:33Z |
| format | Thesis |
| id | oai:generic.eprints.org:89843 |
| institution | Universiti Gadjah Mada |
| last_indexed | 2024-03-13T22:08:33Z |
| publishDate | 2011 |
| publisher | [Yogyakarta] : Universitas Gadjah Mada |
| record_format | dspace |
| spelling | oai:generic.eprints.org:898432014-08-20T02:53:11Z https://repository.ugm.ac.id/89843/ ANALISIS PERGERAKAN SAHAM, OBLIGASI DAN EMAS SEBAGAI DASAR PENGKAJIAN EMAS SEBAGAI HEDGING DAN SAFE HAEVN , Pratika Adi Nugraheni , Bowo Setiyono, S.E.,M.Com, ETD The objective of this research is to analysis market movement of gold, bond and stock to investigate the existence of a safe haven and a hedge. A safe haven is defined as asset that is uncorrelated with stocks and bonds in case of a market crash. A hedge is defined as a asset that is uncorrelated with stocks and bonds on average. The sample of this study are daily returns of gold, bond and stock over 2007-2009 period with applying Generalized AutoRegressive Conditional Heteroscedasticity (GARCH). [Yogyakarta] : Universitas Gadjah Mada 2011 Thesis NonPeerReviewed , Pratika Adi Nugraheni and , Bowo Setiyono, S.E.,M.Com, (2011) ANALISIS PERGERAKAN SAHAM, OBLIGASI DAN EMAS SEBAGAI DASAR PENGKAJIAN EMAS SEBAGAI HEDGING DAN SAFE HAEVN. UNSPECIFIED thesis, UNSPECIFIED. http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=51119 |
| spellingShingle | ETD , Pratika Adi Nugraheni , Bowo Setiyono, S.E.,M.Com, ANALISIS PERGERAKAN SAHAM, OBLIGASI DAN EMAS SEBAGAI DASAR PENGKAJIAN EMAS SEBAGAI HEDGING DAN SAFE HAEVN |
| title | ANALISIS PERGERAKAN SAHAM, OBLIGASI DAN EMAS SEBAGAI DASAR PENGKAJIAN EMAS SEBAGAI HEDGING DAN SAFE HAEVN |
| title_full | ANALISIS PERGERAKAN SAHAM, OBLIGASI DAN EMAS SEBAGAI DASAR PENGKAJIAN EMAS SEBAGAI HEDGING DAN SAFE HAEVN |
| title_fullStr | ANALISIS PERGERAKAN SAHAM, OBLIGASI DAN EMAS SEBAGAI DASAR PENGKAJIAN EMAS SEBAGAI HEDGING DAN SAFE HAEVN |
| title_full_unstemmed | ANALISIS PERGERAKAN SAHAM, OBLIGASI DAN EMAS SEBAGAI DASAR PENGKAJIAN EMAS SEBAGAI HEDGING DAN SAFE HAEVN |
| title_short | ANALISIS PERGERAKAN SAHAM, OBLIGASI DAN EMAS SEBAGAI DASAR PENGKAJIAN EMAS SEBAGAI HEDGING DAN SAFE HAEVN |
| title_sort | analisis pergerakan saham obligasi dan emas sebagai dasar pengkajian emas sebagai hedging dan safe haevn |
| topic | ETD |
| work_keys_str_mv | AT pratikaadinugraheni analisispergerakansahamobligasidanemassebagaidasarpengkajianemassebagaihedgingdansafehaevn AT bowosetiyonosemcom analisispergerakansahamobligasidanemassebagaidasarpengkajianemassebagaihedgingdansafehaevn |