Susanto, Susanto (2016) Kointegrasi Indeks Saham Dunia Terhadap Kondisi Modal Indonesia / Susanto. Skripsi thesis, Universitas Tarumanegara.
Full text not available from this repository.Abstract
The purpose of this study was to examine the World Cappital Market Integration with the Indonesia Capital Market. In this study, using the approach of VAR / VECM. This method was used to observe the problems: 1) How big is the movement of a capital market can be explained by shocks on the capital market. 2) Is there a capital market that affect the movement of the capital market. 3) How period used is from the years 2011-2015. From these studies, it was found that integration among the world?s capital markets to the Indonesia capital market and the increasing degree of integration between markets. Capital market integration shows include Indonesia with Singapore Malaysia with Hong Kong. Thus the relationship that occurs between the Indonesia stock market with some of the world?s stock markets are researched reinforced the theory that stock market geographically contiguous and have a relatively high economic transactions will show market linkages which tends to be higher.
| Item Type: | Thesis (Skripsi) |
|---|---|
| Subjects: | Skripsi/Tugas Akhir > Fakultas Ekonomi |
| Divisions: | Fakultas Ekonomi > Manajemen |
| Depositing User: | Puskom untar untar |
| Date Deposited: | 03 Jul 2018 01:18 |
| Last Modified: | 03 Jul 2018 01:18 |
| URI: | http://repository.untar.ac.id/id/eprint/2452 |
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