UI - Tesis Open :: Kembali

UI - Tesis Open :: Kembali

Cointegration model for the demand of equity mutual funds in Indonesia yaer 2000 until year 2009

Sitorus, Freda; Manurung, Adler Haymans, 1961-, supervisor; Avanti Fontana, examiner; Mochamad Muslich, examiner (Fakultas Ekonomi dan Bisnis Universitas Indonesia, 2010)

 Abstrak

ABSTRACT
This thesis tests the model that the demand of equity mutual funds in Indonesia was affected by three factors, the three factors that being tested was the rate of return on equity mutual funds, the rate of return on certificates deposit and the gross domestic product. This research use data from year 2000 until year 2009 and in data were in quarterly manner. The time series data were statistically tested and proven to be stationary so, the result of this thesis presents the behavior of the demand of equity mutual funds as a whole not only to that particular period. Using the co integration test, this .research proven that "factors that significantly affect the demand of equity mutual funds are varies according to its time frame. In long-run the gross domestic product is the factor that significantly affects the demand of equity mutual funds. In the short-run the changes of the rate of return on equity mutual funds current period and the changes of the demand or the price of equity mutual funds are the factor that significantly affects the demand on equity mutual funds. In the last model which is the error-correction model the changes of the rate of return on equity mutual funds current period and the rate of return of equity mutual previous period are the factors that significantly affect the demand of equity mutual funds.

 File Digital: 1

 Metadata

Jenis Koleksi : UI - Tesis Open
No. Panggil : T32058
Entri utama-Nama orang :
Entri tambahan-Nama orang :
Entri tambahan-Nama badan :
Program Studi :
Subjek :
Penerbitan : Depok: Fakultas Ekonomi dan Bisnis Universitas Indonesia, 2010
Bahasa : eng
Sumber Pengatalogan : LibUI ind rda
Tipe Konten : text
Tipe Media : unmediated ; computer
Tipe Carrier : volume ; online resource
Deskripsi Fisik : xiii, 66 pages : illustration ; 30 cm. + Appendix
Naskah Ringkas :
Lembaga Pemilik : Universitas Indonesia
Lokasi : Perpustakaan UI, Lantai 3
  • Ketersediaan
  • Ulasan
  • Sampul
No. Panggil No. Barkod Ketersediaan
T32058 15-19-875018401 TERSEDIA
Ulasan:
Tidak ada ulasan pada koleksi ini: 20339898
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