ANALISIS KOINTEGRASI DAN ERROR CORRECTION MODEL ANTARA INDEKS HARGA SAHAM GABUNGAN DENGAN INDEKS BURSA GLOBAL DAN NILAI TUKAR
The research was intended to know and analyze cointegration between Jakarta Composite Index (JCI) with global stock indices (Dow Jones, Hang Seng, FTSE) and exchange rates (US Dollar, Hong Kong Dollar, Euro) through cointegration and error correction model. The results showed that in the short term...
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Theses and Dissertations NonPeerReviewed |
| Published: |
[Yogyakarta] : Universitas Gadjah Mada
2013
|
| Subjects: | |
| Online Access: | https://repository.ugm.ac.id/125489/ http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=65658 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | Universitas Gadjah Mada |