Ditemukan 62 dokumen yang sesuai dengan query
Fadhilah Rania, author
Konflik Rusia-Ukraina telah memberikan dampak yang luas di seluruh dunia. Pasokan dan harga komoditas terpengaruh dan menyebabkan dinamika pada pasar saham. Eropa yang secara geografis berdekatan dan bergantung tehadap komoditas, merasakan dampak yang paling signifikan. Untuk menganalisis respon pasar saham Eropa terhadap komoditas, studi ini menggunakan vektor autoregresi (VAR). Data...
Jakarta: Fakultas Ekonomi dan Bisnis Universitas Indonesia, 2023
T-pdf
UI - Tesis (Membership) Universitas Indonesia Library
Rosalina Palanca-Tan, author
ABSTRACT
This paper looks into the Philippine secondary art market, which has recently emerged with the country's booming economy. Specifically, the paper aims to determine the effect of the August 2015 stock market sell-off on prices and profitability of art auction sales in the Philippines. Works of art may be considered...
Kyoto: Kyoto University, 2018
327 SEAS 7:2 (2018)
Artikel Jurnal Universitas Indonesia Library
Muhamad Iqbal Rasyidi, author
ABSTRAK
Dengan dibentuknya perjanjian-perjanjian pasar keuangan secara global, tingkatan
integrasi keuangan berkembang secara pesat di akhir tahun 1980 dan 1990. Faktor
yang mendasari perkembangan berinvestasi skala global ini adalah pencarian
keuntungan yang tinggi dan peluang untuk mendiversifikasi risiko secara
internasional. Penelitian ini mencari tahu tingkat integrasi keuangan di kawasan
Asia Tenggara dengan menguji hubungan antara pasar...
2016
S64050
UI - Skripsi (Membership) Universitas Indonesia Library
Lana Soelistianingsih, author
Abstract
Using co-integration, the results show that the movement of Indonesian foreign exchange market and capital market has moved to long?run equilibrium with other currencies and indices from partner countries, while the short-run equilibrium between markets have been proved by using VECM. The Indonesian case supports portfolio balance approach introduced by...
2010
PDF
Artikel Jurnal Universitas Indonesia Library
Ghozali Maski, author
The economic growth of the country is inseparable from the development of its financial sector. Therefore, this research attempted to prove the existence of causality between financial sector and economic growth in Indonesia using data between Q1 of 1996 to Q4 of 2006. The variables used as proxy for financial...
2010
PDF
Artikel Jurnal Universitas Indonesia Library
Fariz Rahmanto, author
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...
Fakultas Ekonomi dan Bisnis Universitas Indonesia, 2016
PDF
Artikel Jurnal Universitas Indonesia Library
Emenike O. Kalu, author
Modeling the correlation of assets returns volatilities across different markets or segments of a
market has practical value for portfolio selection and diversification, market regulation, and risk
management. This paper therefore evaluates the nature of time-varying correlation between volatilities
of stock market and crude oil returns in Nigeria using Dynamic Conditional Correlation-Generalised
Autoregressive Conditional...
Rhema University Nigeria, Department of Banking and Finance, 2015
J-Pdf
Artikel Jurnal Universitas Indonesia Library
Samuel Kristanto Utomo, author
We extend the persistence and pervasiveness of the presence of value effect to Indonesian stock
returns in the last two decades by utilizing data set that is relatively free of survivor bias and selection
bias. Our finding shows that value portfolios have been able to outperform growth portfolios.
Furthermore, the presence of the...
Prasetiya Mulya Business School, 2015
J-Pdf
Artikel Jurnal Universitas Indonesia Library
Iswan Putra, author
ABSTRAK
Penggunaan technical analysis di Indonesia saat ini bisa dikatakan sudah
sangat luas, hal ini bisa dilihat dan banyaknya laporan analisa yang dihasilkan oleh
securities house ? securities house yang banyak menggunakan technical analysis
sebagai acuan analisa mereka. Luasnya pemakaian technical analysis mungkin
disebabkan karena pada saat krisis, fundamental analysis sulit untuk diterapkan. Jika
kita perhatikan...
2001
T5539
UI - Tesis (Membership) Universitas Indonesia Library
Nadya Lovita, author
ABSTRAK
Penelitian ini dilakukan untuk mengetahui hubungan dinamis antara nilai tukar Rupiah terhadap dolar AS , suku bunga dan pasar saham Indonesia dari Desember 2008 hingga Mei 2017. Kami mengestimasi adanya long memory dan volatilitas asimetris dalam hubungan dinamis antara variabel-variabel ini menggunakan metode VAR, FIAPARCH dan DCC. Secara endogen mendeteksi...
Depok: Fakultas Ekonomi dan Bisnis Universitas Indonesia, 2018
T49955
UI - Tesis (Membership) Universitas Indonesia Library
