UI - Tesis Open :: Kembali

UI - Tesis Open :: Kembali

The Impact 2008 global financial crisis on the performance of selected Indonesian stocks: a preliminary study

Edwin Suparman; Manurung, Adler Haymans, 1961-, supervisor; Rofikoh Rokhim, examiner; M. Gunawan Alif, examiner (Fakultas Ekonomi dan Bisnis Universitas Indonesia, 2012)

 Abstrak

This research is a preliminary study that analyzes the impact of the US financial markets on Indonesian financial markets during the 2008 global financial crisis. It specifically investigates the occurrence of contagion effect in the Indonesian IHSG index and selected LQ45 stocks with the US S&P500 index by the measurement of correlation using simple correlation, EWMA, OGARCH, and DCC GARCH. It also attempts to discuss on the decoupling of Indonesian market and provide recommendations on dealing with future similar events.

 File Digital: 1

 Kata Kunci

 Metadata

Jenis Koleksi : UI - Tesis Open
No. Panggil : T32192
Entri utama-Nama orang :
Entri tambahan-Nama orang :
Entri tambahan-Nama badan :
Program Studi :
Subjek :
Penerbitan : Depok: Fakultas Ekonomi dan Bisnis Universitas Indonesia, 2012
Bahasa : eng
Sumber Pengatalogan : LibUI eng rda
Tipe Konten : text
Tipe Media : unmediated ; computer
Tipe Carrier : volume ; online resource
Deskripsi Fisik : xiii, 69 pages : illustration ; 28 cm
Naskah Ringkas :
Lembaga Pemilik : Universitas Indonesia
Lokasi : Perpustakaan UI, Lantai 3
  • Ketersediaan
  • Ulasan
  • Sampul
No. Panggil No. Barkod Ketersediaan
T32192 15-19-820412608 TERSEDIA
Ulasan:
Tidak ada ulasan pada koleksi ini: 20332752
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