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

• Main Authors: , Riyanti Ridzki Dewi, , Prof. Dr. Sukmawati Sukamulja, M.M.
• 格式: Theses and Dissertations NonPeerReviewed
• 出版: [Yogyakarta] : Universitas Gadjah Mada 2013
• 主題: ETD
• 在線閱讀: 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...