Interdependensi pasar modal ASEAN, Amerika Serikat, dan Tiongkok pada periode November 2014 hingga Oktober 2015. /

Revlyano, Zulfan (2016) Interdependensi pasar modal ASEAN, Amerika Serikat, dan Tiongkok pada periode November 2014 hingga Oktober 2015. /. Skripsi thesis, Universitas Tarumanegara.

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Abstract

The study investigates the integration of member of ASEANs stock market, United States stock market, and The republic of Chinas stock market. Johansens co-integration, vector autoregressives estimation, impulse response function and variance decomposition are employed for analyzing data series covering November 3, 2014 to October 30, 2015. The result indicates taht ASEAN, U.S, and China are not co-integrated. In the other hand, Indonesian Stock Market influenced by Chinas 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: Puskom untar untar
Date Deposited: 02 Jul 2018 09:12
Last Modified: 27 Apr 2021 04:47
URI: http://repository.untar.ac.id/id/eprint/2429

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