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Hasil Pencarian

Ditemukan 7483 dokumen yang sesuai dengan query
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McConnell, Campbell R.
Boston: McGraw-Hill, Irwin, 2005
339 MCC e
Buku Teks  Universitas Indonesia Library
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Frank, Robert H.
Boston: McGraw-Hill/Irwin, 2004
339.5 FRA s
Buku Teks  Universitas Indonesia Library
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Sianipar, Lanni Palmitha Rosetty
"Penelitian ini bertujuan untuk menganalisis bagaimana pengaruh macroeconomic uncertainty dan financial uncertainty dari Amerika Serikat terhadap pasar modal saham konvensional dan saham syariah di emerging markets, Amerika Serikat dan ASEAN 5 yaitu Indonesia, Malaysia, Singapura, Thailand dan Filipina. Data yang digunakan dari tahun 2002 sampai dengan 2017. Ada 4 metode asset pricing yang digunakan yaitu Fama-French 3 Factor Model, Carhart 4 Factor Model, Fama-French 5 Factor Model, dan Bali, Brown and Tang model. Dalam penelitian ini, digunakan 3 jenis metode olah data. Pertama menggunakan ordinary least square untuk melihat bagaimana pengaruh uncertainty Amerika Serikat. Yang kedua dan ketiga yang dilakukan adalah robustness check yaitu mengolah data dengan ARCH/GARCH dan mengurangkan indeks pasar modal dengan treasury bills rate. Hasil penelitian ini, yang pertama menyatakan bahwa macroeconomic uncertainty dari Amerika Serikat secara signifikan memengaruhi pasar modal saham konvensional emerging markets, Indonesia, Singapura, Malaysia, Thailand dan Filipina. Yang kedua, financial uncertainty dari Amerika Serikat secara signifikan memengaruhi pasar modal saham konvensional emerging markets dan Singapura jika mengunakan metode French 5 Factor Model dan Bali, Brown and Tang model. Yang ketiga, macroeconomic uncertainty dari Amerika Serikat secara signifikan memengaruhi pasar modal saham syariah emerging markets, Singapura dan Malaysia. Yang keempat, financial uncertainty dari Amerika Serikat secara signifikan memengaruhi pasar modal saham syariah Singapura jika menggunakan model French 5 Factor Model dan Bali, Brown and Tang model.

This study analyzes the impact of macroeconomic uncertainty and financial uncertainty from the United States on conventional stock market and Islamic stocks in emerging markets, the United States and ASEAN 5, namely Indonesia, Malaysia, Singapore, Thailand and the Philippines. The data was used from 2002 to 2017. There were 4 asset pricing methods used, namely Fama-French 3 Factor Model, Carhart 4 Factor Model, Fama-French 5 Factor Model, and Bali, Brown and Tang model. In this study, 3 types of data processing methods were used. The first one used was ordinary least square to see how the United States uncertainty affects. The second and third conducted is robustness check, namely processing data with ARCH/GARCH and subtracting stock market index with treasury bills rate. The results of this study, the first stated that macroeconomic uncertainty from the United States significantly affected the conventional stock market of emerging markets, Indonesia, Singapore, Malaysia, Thailand and the Philippines. Secondly, financial uncertainty from the United States significantly affected the conventional stock market of emerging markets and Singapore if using the French 5 Factor Model and Bali, Brown and Tang models. Third, macroeconomic uncertainty from the United States significantly affected the Islamic stock market in emerging markets, Singapore and Malaysia. Fourth, financial uncertainty from the United States significantly affected the Islamic capital markets of Singapore if using the French 5 Factor Model and Bali, Brown and Tang models."
Depok: Fakultas Ekonomi dan Bisnis Universitas Indonesia, 2018
T-Pdf
UI - Tesis Membership  Universitas Indonesia Library
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Mahsyuri Machfudz
Malang: UIN-Maliki Press, 2016
339 MAS t
Buku Teks  Universitas Indonesia Library
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Mankiw, N. Gregory
Jakarta: Salemba Empat, 2006
339 MAN p
Buku Teks  Universitas Indonesia Library
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Lipsey, Richard G.
Boston: Pearson, 2008
339 LIP m
Buku Teks  Universitas Indonesia Library
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Shapiro, Edward
New York: Harcourt Brace Jovanovich, 1974
339 SHA m
Buku Teks  Universitas Indonesia Library
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Clark, Kenneth W.
Englewood Cliffs: Prentice-Hall, 1971
330 CLA m
Buku Teks SO  Universitas Indonesia Library
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Crouch, Robert L.
New York: Harcourt Brace Jovanovich , 1972
339 CRO m
Buku Teks  Universitas Indonesia Library
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Lindauer, John
New York: Free Press, 1968
339 LIN m
Buku Teks  Universitas Indonesia Library
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