Analisis stock market comovement pada pasar modal asean 5 terhadap negara maju pada periode 2000 2014 = Analysis of stock market comovement between asean 5 and developed market for period 2000 2014 / Rike Dian Ainul Firdaus
Rike Dian Ainul Firdaus;
Muhammad Budi Prasetyo, supervisor; Buddi Wibowo, co-promotor; Junino Jahja, supervisor
([Publisher not identified]
, 2014)
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ABSTRAK Skripsi ini meneliti tingkat comovement pasar modal antara negara ASEAN-5(Indonesia, Malaysia, Singapura, Thailand dan Philipina) dan negara maju(Australia, Inggris, Jepang, Korea Selatan, Cina) terhadap pasar modal Amerikaserta menguji tingkat comovement intra ASEAN-5 pada periode 2000-2014.Pengujian tingkat comovement menggunakan analisis wavelet dan DynamicConditional Correlation (DCC). Hasil dari penelitian ini adalah tingkatcomovement tergantung pada tingkat pembangunan ekonomi, aspek regional danaspek skala waktu. Hasil tersebut mempengaruhi pengambilan keputusan investasiterkait diversifikasi internasional. Kedua hasil analisis menunjukkan ASEAN-5belum terintegrasi sepenuhnya, namun dalam jangka panjang integrasi ASEANdapat dilakukan. ABSTRACT The purpose of this study is to measure capital market comovement betweenASEAN-5 (Indonesia, Malaysia, Singapore, Thailand and Philippines) and theother developed countries (Australia, UK, Japan, South Korea, and China) withrespect to US capital market as well as to test market comovement betweenASEAN-5 capital markets for period 2000-2014. Market comovement ismeasured using wavelet analysis and Dynamic Conditional Correlation (DCC).The results of this study propose that market comovement depends on level ofeconomic development, regional aspect, and timescale of return. These resultswould influence investment decision on international diversification. Both of theanalysis gives conclusion that ASEAN capital markets have not been fullyintegrated, but in the long term financial integration can be implemented. |
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No. Panggil : | S60529 |
Entri utama-Nama orang : | |
Entri tambahan-Nama orang : | |
Entri tambahan-Nama badan : | |
Subjek : | |
Penerbitan : | [Place of publication not identified]: [Publisher not identified], 2014 |
Program Studi : |
Bahasa : | ind |
Sumber Pengatalogan : | LibUI ind rda |
Tipe Konten : | text |
Tipe Media : | unmediated ; computer |
Tipe Carrier : | volume ; online resource |
Deskripsi Fisik : | xiv, 83 pages : illustration ; 28 cm + appendix |
Naskah Ringkas : | |
Lembaga Pemilik : | Universitas Indonesia |
Lokasi : | Perpustakaan UI, Lantai 3 |
No. Panggil | No. Barkod | Ketersediaan |
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S60529 | TERSEDIA |
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Tidak ada ulasan pada koleksi ini: 20412936 |