The Impact 2008 global financial crisis on the performance of selected Indonesian stocks: a preliminary study
Edwin Suparman;
Manurung, Adler Haymans, 1961-, supervisor; Rofikoh Rokhim, examiner; M. Gunawan Alif, examiner
(Fakultas Ekonomi dan Bisnis Universitas Indonesia, 2012)
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| This research is a preliminary study that analyzes the impact of the US financial markets on Indonesian financial markets during the 2008 global financial crisis. It specifically investigates the occurrence of contagion effect in the Indonesian IHSG index and selected LQ45 stocks with the US S&P500 index by the measurement of correlation using simple correlation, EWMA, OGARCH, and DCC GARCH. It also attempts to discuss on the decoupling of Indonesian market and provide recommendations on dealing with future similar events. |
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| No. Panggil : | T32192 |
| Entri utama-Nama orang : | |
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| Penerbitan : | Depok: Fakultas Ekonomi dan Bisnis Universitas Indonesia, 2012 |
| Program Studi : |
| Bahasa : | eng |
| Sumber Pengatalogan : | LibUI eng rda |
| Tipe Konten : | text |
| Tipe Media : | unmediated ; computer |
| Tipe Carrier : | volume ; online resource |
| Deskripsi Fisik : | xiii, 69 pages : illustration ; 28 cm |
| Naskah Ringkas : | |
| Lembaga Pemilik : | Universitas Indonesia |
| Lokasi : | Perpustakaan UI, Lantai 3 |
| No. Panggil | No. Barkod | Ketersediaan |
|---|---|---|
| T32192 | 15-19-820412608 | TERSEDIA |
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| Tidak ada ulasan pada koleksi ini: 20332752 |
