Ditemukan 3 dokumen yang sesuai dengan query
Ossi Ferli, author
Tesis ini menganalisa mengenai korelasi dinamis pada data harga saham harian pasar ekuitas tiga belas negara Asia Pasifik dan lima negara Amerika Latin selama periode 2003 sampai 2012. Kami mengidentifikasi dua periode krisis selama periode penelitian. Yang pertama adalah krisis keuangan global dengan Amerika Serikat sebagai sumber krisis dan kedua...
Depok: Fakultas Ekonomi dan Bisnis Universitas Indonesia, 2013
T-pdf
UI - Tesis (Membership) 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
Fatima M. Abdulkarim, author
The goal of this paper is to address the relationship between crude oil-price changes on some selected African Islamic indices, using daily data from May 4, 2011, to January 25, 2018. We employed three main techniques: MODWT, CWT, and multivariate-GARCH-DCC, to analyze whether these markets have any diversification opportunities. Our...
Amsterdam: Elsevier, 2020
658.15 BIR 20:2 (2020)
Artikel Jurnal Universitas Indonesia Library
