ANALISIS DINAMIS FUNDAMENTAL EKONOMI MAKRO TERHADAP KINERJA PASAR MODAL INDONESIA PERIODE JAN.2003-DES.2011 (ANALISIS DENGAN PENDEKATAN ERROR CORRECTION MODEL (ECM))
This research aims to examine the effect of money supply (M2), exchange rate of Rupiah/US Dollar, and time deposits interest rate on stock market performance or Composite Stock Price Index (CSPI) in Indonesia. The analysis in this research using a dynamic model to be tested empirically by error corr...
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| Format: | Thesis |
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[Yogyakarta] : Universitas Gadjah Mada
2012
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| _version_ | 1826045520957669376 |
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| author | , Valentinus Christiyanto , Prof. Dr. Eduardus Tandelilin, M.B.A., |
| author_facet | , Valentinus Christiyanto , Prof. Dr. Eduardus Tandelilin, M.B.A., |
| author_sort | , Valentinus Christiyanto |
| collection | UGM |
| description | This research aims to examine the effect of money supply (M2), exchange
rate of Rupiah/US Dollar, and time deposits interest rate on stock market
performance or Composite Stock Price Index (CSPI) in Indonesia. The analysis in
this research using a dynamic model to be tested empirically by error correction
model is modified by Domowitz and Elbadawi (D&E ECM).
The research made several conclusion: first, the error correction model
indicates there is short and long-run relationship |
| first_indexed | 2024-03-13T22:38:25Z |
| format | Thesis |
| id | oai:generic.eprints.org:99197 |
| institution | Universiti Gadjah Mada |
| last_indexed | 2024-03-13T22:38:25Z |
| publishDate | 2012 |
| publisher | [Yogyakarta] : Universitas Gadjah Mada |
| record_format | dspace |
| spelling | oai:generic.eprints.org:991972016-03-04T08:49:17Z https://repository.ugm.ac.id/99197/ ANALISIS DINAMIS FUNDAMENTAL EKONOMI MAKRO TERHADAP KINERJA PASAR MODAL INDONESIA PERIODE JAN.2003-DES.2011 (ANALISIS DENGAN PENDEKATAN ERROR CORRECTION MODEL (ECM)) , Valentinus Christiyanto , Prof. Dr. Eduardus Tandelilin, M.B.A., ETD This research aims to examine the effect of money supply (M2), exchange rate of Rupiah/US Dollar, and time deposits interest rate on stock market performance or Composite Stock Price Index (CSPI) in Indonesia. The analysis in this research using a dynamic model to be tested empirically by error correction model is modified by Domowitz and Elbadawi (D&E ECM). The research made several conclusion: first, the error correction model indicates there is short and long-run relationship [Yogyakarta] : Universitas Gadjah Mada 2012 Thesis NonPeerReviewed , Valentinus Christiyanto and , Prof. Dr. Eduardus Tandelilin, M.B.A., (2012) ANALISIS DINAMIS FUNDAMENTAL EKONOMI MAKRO TERHADAP KINERJA PASAR MODAL INDONESIA PERIODE JAN.2003-DES.2011 (ANALISIS DENGAN PENDEKATAN ERROR CORRECTION MODEL (ECM)). UNSPECIFIED thesis, UNSPECIFIED. http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=55480 |
| spellingShingle | ETD , Valentinus Christiyanto , Prof. Dr. Eduardus Tandelilin, M.B.A., ANALISIS DINAMIS FUNDAMENTAL EKONOMI MAKRO TERHADAP KINERJA PASAR MODAL INDONESIA PERIODE JAN.2003-DES.2011 (ANALISIS DENGAN PENDEKATAN ERROR CORRECTION MODEL (ECM)) |
| title | ANALISIS DINAMIS FUNDAMENTAL EKONOMI MAKRO TERHADAP KINERJA PASAR MODAL INDONESIA PERIODE JAN.2003-DES.2011 (ANALISIS DENGAN PENDEKATAN ERROR CORRECTION MODEL (ECM)) |
| title_full | ANALISIS DINAMIS FUNDAMENTAL EKONOMI MAKRO TERHADAP KINERJA PASAR MODAL INDONESIA PERIODE JAN.2003-DES.2011 (ANALISIS DENGAN PENDEKATAN ERROR CORRECTION MODEL (ECM)) |
| title_fullStr | ANALISIS DINAMIS FUNDAMENTAL EKONOMI MAKRO TERHADAP KINERJA PASAR MODAL INDONESIA PERIODE JAN.2003-DES.2011 (ANALISIS DENGAN PENDEKATAN ERROR CORRECTION MODEL (ECM)) |
| title_full_unstemmed | ANALISIS DINAMIS FUNDAMENTAL EKONOMI MAKRO TERHADAP KINERJA PASAR MODAL INDONESIA PERIODE JAN.2003-DES.2011 (ANALISIS DENGAN PENDEKATAN ERROR CORRECTION MODEL (ECM)) |
| title_short | ANALISIS DINAMIS FUNDAMENTAL EKONOMI MAKRO TERHADAP KINERJA PASAR MODAL INDONESIA PERIODE JAN.2003-DES.2011 (ANALISIS DENGAN PENDEKATAN ERROR CORRECTION MODEL (ECM)) |
| title_sort | analisis dinamis fundamental ekonomi makro terhadap kinerja pasar modal indonesia periode jan 2003 des 2011 analisis dengan pendekatan error correction model ecm |
| topic | ETD |
| work_keys_str_mv | AT valentinuschristiyanto analisisdinamisfundamentalekonomimakroterhadapkinerjapasarmodalindonesiaperiodejan2003des2011analisisdenganpendekatanerrorcorrectionmodelecm AT profdreduardustandelilinmba analisisdinamisfundamentalekonomimakroterhadapkinerjapasarmodalindonesiaperiodejan2003des2011analisisdenganpendekatanerrorcorrectionmodelecm |