PENGARUH VARIABEL MAKROEKONOMI TERHADAP PASAR SAHAM INDONESIA
This study explores the determinants of macroeconomic variables and stock prices for the case of Indonesia in a VECM framework. Upon testing a vector error correction model, we show that changes in Jakarta composite index do perform a cointegrating relationship with changes in industrial production...
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| Main Authors: | , |
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| Format: | Theses and Dissertations NonPeerReviewed |
| Published: |
[Yogyakarta] : Universitas Gadjah Mada
2011
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| Subjects: | |
| Online Access: | https://repository.ugm.ac.id/90787/ http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=53298 |
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