ANALISIS KOINTEGRASI DAN ERROR CORRECTION MODEL ANTARA INDEKS HARGA SAHAM GABUNGAN DENGAN INDEKS BURSA GLOBAL DAN NILAI TUKAR

• المؤلفون الرئيسيون: , Riyanti Ridzki Dewi, , Prof. Dr. Sukmawati Sukamulja, M.M.
• التنسيق: Theses and Dissertations NonPeerReviewed
• منشور في: [Yogyakarta] : Universitas Gadjah Mada 2013
• الموضوعات: ETD
• الوصول للمادة أونلاين: https://repository.ugm.ac.id/125489/; http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=65658

The research was intended to know and analyze cointegration between Jakarta Composite Index (JCI) with global stock indices (Dow Jones, Hang Seng, FTSE) and exchange rates (US Dollar, Hong Kong Dollar, Euro) through cointegration and error correction model. The results showed that in the short term...