Reflyano, Zulfan (2016) INTERDEPENDENSI PASAR MODAL ASEAN, AMERIKA SERIKAT, DAN TIONGKOK PADA PERIODE NOVEMBER 2014 HINGGA OKTOBER 2015. Skripsi thesis, UNIVERSITAS TARUMANAGARA.
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Abstract
The study investigates the integration of member of ASEAN’s stock market, United States stock market, and The republic of China’s stock market. Johansen’s co-integration, vector autoregressive’s estimation, impulse response function and variance decomposition are employed for analyzing data series covering November 3, 2014 to October 30, 2015. The result indicates that ASEAN, U.S, and China are not co-integrated. In the other hand, Indonesian Stock Market influenced by China’s and vive la versa. Keywords : ASEAN, stock market, co-integration, VAR, Variance Decomposition, IRF.
| Item Type: | Thesis (Skripsi) |
|---|---|
| Subjects: | Skripsi/Tugas Akhir Skripsi/Tugas Akhir > Fakultas Ekonomi |
| Divisions: | Fakultas Ekonomi > Manajemen |
| Depositing User: | FE Perpus |
| Date Deposited: | 17 May 2023 02:44 |
| Last Modified: | 17 May 2023 02:45 |
| URI: | http://repository.untar.ac.id/id/eprint/39944 |
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