ANALISIS PERGERAKAN SAHAM, OBLIGASI DAN EMAS SEBAGAI DASAR PENGKAJIAN EMAS SEBAGAI HEDGING DAN SAFE HAEVN

• Main Authors: , Pratika Adi Nugraheni, , Bowo Setiyono, S.E.,M.Com
• 格式: Theses and Dissertations NonPeerReviewed
• 出版: [Yogyakarta] : Universitas Gadjah Mada 2011
• 主題: ETD
• 在線閱讀: https://repository.ugm.ac.id/89843/; http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=51119

The objective of this research is to analysis market movement of gold, bond and stock to investigate the existence of a safe haven and a hedge. A safe haven is defined as asset that is uncorrelated with stocks and bonds in case of a market crash. A hedge is defined as a asset that is uncorrelated wi...