PENGARUH VARIABEL MAKROEKONOMI TERHADAP PASAR SAHAM INDONESIA
This study explores the determinants of macroeconomic variables and stock prices for the case of Indonesia in a VECM framework. Upon testing a vector error correction model, we show that changes in Jakarta composite index do perform a cointegrating relationship with changes in industrial production...
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| Format: | Thesis |
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[Yogyakarta] : Universitas Gadjah Mada
2011
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