Artikel Jurnal :: Kembali

Artikel Jurnal :: Kembali

The effects of crude oil price changes on the indonesian stock market: a sector investigation / Fariz Rahmanto, Muhammad Hira Riga, Vika Indriana

Fariz Rahmanto; Muhammad Hira Riga Vika Indriana (Fakultas Ekonomi dan Bisnis Universitas Indonesia, 2016)

 Abstrak

This article contributes to country specific result on the responses of sector stock indices to crude
oil price changes. Using linear and asymmetric models and by studying the association of crude oil
and stock price, this article aims to explain about the short-term responses of Indonesian sector stock
indices to crude oil price changes. Besides, we also try to figure out whether there are asymmetric
responses within. Our findings suggest that the strength and the sensitivity of this association vary
across sectors, and the effects are positive for all sectors. We also find strong significance of asymmetry
reactions for Agriculture and Consumer Goods sector stock returns due to changes in crude
oil price.

 Metadata

Jenis Koleksi : Artikel Jurnal
No. Panggil : PDF
Entri utama-Nama orang :
Entri tambahan-Nama orang :
Subjek :
Penerbitan : [Place of publication not identified]: Fakultas Ekonomi dan Bisnis Universitas Indonesia, 2016
Sumber Pengatalogan : LibUI eng rda
ISSN : 23563818
Majalah/Jurnal : Indonesian Capital Market Review
Volume : Vol 8 No 1 January 2016 12-22
Tipe Konten : text
Tipe Media : computer
Tipe Carrier : online resource
Akses Elektronik : http://journal.ui.ac.id/index.php/icmr/article/view/5442
Institusi Pemilik : Universitas Indonesia
Lokasi :
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