Artikel Jurnal :: Back

Artikel Jurnal :: Back

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)

 Abstract

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

Collection Type : Artikel Jurnal
Call Number : PDF
Main entry-Personal name :
Additional entry-Personal name :
Subject :
Publishing : [Place of publication not identified]: Fakultas Ekonomi dan Bisnis Universitas Indonesia, 2016
Cataloguing Source : LibUI eng rda
ISSN : 23563818
Magazine/Journal : Indonesian Capital Market Review
Volume : Vol 8 No 1 January 2016 12-22
Content Type : text
Media Type : computer
Carrier Type : online resource
Electronic Access : http://journal.ui.ac.id/index.php/icmr/article/view/5442
Holding Company : Universitas Indonesia
Location :
  • Availability
  • Review
  • Cover
Call Number Barcode Number Availability
PDF TERSEDIA
Review:
No review available for this collection: 20443637
Cover