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Analisis Dinamis antara Pasar Saham Indonesia, Siangapura dan Jepang.

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The research aims to analyze dynamic relationship among stock markets in Indonesia, Japan, and Singapore. Granger causality test shows there was one way directional relationship between Singapore and Indonesia, where Indonesia stock market was affected by Singapore stock market. Using Vector Autoregression (VAR) model, the result of behavior of Indonesia stock market is affected by its own past behavior and Singapore stock market, but did not affected by Japan stock market. It can be seen the result from variance decomposition for each variable. Shock at Singapore sock market will be responded by Indonesia stock market sharply and positively until second month and then declining trend afterwards.

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Ketersediaan

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Informasi Detail

Judul Seri

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No. Panggil

EKUBANK/ Vol. 02, Juli 2008; hal. 41-52

Penerbit

Jakarta : STEKPI., 2008

Deskripsi Fisik

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Bahasa

Indonesia

ISBN/ISSN

8544131

Klasifikasi

NONE

Tipe Isi

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Tipe Media

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Tipe Pembawa

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Edisi

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Subjek

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Info Detail Spesifik

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Pernyataan Tanggungjawab

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Versi lain/terkait

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