Ditemukan 2 dokumen yang sesuai dengan query
Frankel, Jeffrey A., author
San Francisco : Center for Pacific Basin Monetary and Economic Studies Economic Research Department Federal Reserve Bank of San Francisco , 1995
343.074 6 FRA n
Buku Teks Universitas Indonesia Library
ABSTRAK
Structural change in the volatility of five Asian and U.S. stock markets is examined during the post-liberalization period (1990-2005) of Asian financial markets using the Sup-LM test. Four Asian financial markets (Korea, Japan, Hong Kong, and Singapore) experienced structural changes. However, test results do not support the structural changes...
Seoul: Hanyang Economic Research Institute , {s.a}
330 JER
Majalah, Jurnal, Buletin Universitas Indonesia Library