Cointegration model for the demand of equity mutual funds in Indonesia yaer 2000 until year 2009
Sitorus, Freda;
Manurung, Adler Haymans, 1961-, supervisor; Avanti Fontana, examiner; Mochamad Muslich, examiner
(Fakultas Ekonomi dan Bisnis Universitas Indonesia, 2010)
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| ABSTRACTThis thesis tests the model that the demand of equity mutual funds in Indonesia was affected by three factors, the three factors that being tested was the rate of return on equity mutual funds, the rate of return on certificates deposit and the gross domestic product. This research use data from year 2000 until year 2009 and in data were in quarterly manner. The time series data were statistically tested and proven to be stationary so, the result of this thesis presents the behavior of the demand of equity mutual funds as a whole not only to that particular period. Using the co integration test, this .research proven that "factors that significantly affect the demand of equity mutual funds are varies according to its time frame. In long-run the gross domestic product is the factor that significantly affects the demand of equity mutual funds. In the short-run the changes of the rate of return on equity mutual funds current period and the changes of the demand or the price of equity mutual funds are the factor that significantly affects the demand on equity mutual funds. In the last model which is the error-correction model the changes of the rate of return on equity mutual funds current period and the rate of return of equity mutual previous period are the factors that significantly affect the demand of equity mutual funds. |
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| No. Panggil : | T32058 |
| Entri utama-Nama orang : | |
| Entri tambahan-Nama orang : | |
| Entri tambahan-Nama badan : | |
| Subjek : | |
| Penerbitan : | Depok: Fakultas Ekonomi dan Bisnis Universitas Indonesia, 2010 |
| Program Studi : |
| Bahasa : | eng |
| Sumber Pengatalogan : | LibUI ind rda |
| Tipe Konten : | text |
| Tipe Media : | unmediated ; computer |
| Tipe Carrier : | volume ; online resource |
| Deskripsi Fisik : | xiii, 66 pages : illustration ; 30 cm. + Appendix |
| Naskah Ringkas : | |
| Lembaga Pemilik : | Universitas Indonesia |
| Lokasi : | Perpustakaan UI, Lantai 3 |
| No. Panggil | No. Barkod | Ketersediaan |
|---|---|---|
| T32058 | 15-19-875018401 | TERSEDIA |
| Ulasan: |
| Tidak ada ulasan pada koleksi ini: 20339898 |
