Path: Top Journal Jurnal_Keuangan_dan_Perbankan 2011

KOINTEGRASI BURSA-BURSA SAHAM DI ASIA

Jurnal Keuangan dan Perbankan, Volume 15, Nomor 2, Mei 2011
Journal from JIPTUNMERPP / 2012-01-11 06:20:16
Oleh : Riko Hendrawan, Diploma 3 of Finance and Banking Merdeka University Malang (jurkubank@yahoo.com)
Dibuat : 2011-05-01, dengan 0 file

Keyword : Composite index, co-integration, multivariate, Johansen Co-Integration Test.

One important indicator of capital market development could be seen from the value of the composite stock price index. Composite stock price index reflected the performance of all shares registered in particular country. The objective of this research was to know whether there was co integration or long-term equilibrium among Indonesia, Malaysia, Singapore, Thailand, Philippines, Hongkong, Japan, South Korea and China, either in groups or in pairs using the method of co-integration during January 2000 - January 2010. The results of this research using Johansen Co-Integration test indicated that there was long-term equilibrium among Indonesia, Malaysia, Singapore, Thailand, Philippines, Hongkong, Japan, South Korea and China in the period of January 2000 - January 2010, in groups and in pairs. The results showed that the South Korea stock market was the most influential to the Indonesian stock markets, and China's stock market was the most dominant stock market among these countries during January 2000 - January 2010.

Deskripsi Alternatif :

One important indicator of capital market development could be seen from the value of the composite stock price index. Composite stock price index reflected the performance of all shares registered in particular country. The objective of this research was to know whether there was co integration or long-term equilibrium among Indonesia, Malaysia, Singapore, Thailand, Philippines, Hongkong, Japan, South Korea and China, either in groups or in pairs using the method of co-integration during January 2000 - January 2010. The results of this research using Johansen Co-Integration test indicated that there was long-term equilibrium among Indonesia, Malaysia, Singapore, Thailand, Philippines, Hongkong, Japan, South Korea and China in the period of January 2000 - January 2010, in groups and in pairs. The results showed that the South Korea stock market was the most influential to the Indonesian stock markets, and China's stock market was the most dominant stock market among these countries during January 2000 - January 2010.

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PropertiNilai Properti
ID PublisherJIPTUNMERPP
OrganisasiDiploma 3 of Finance and Banking Merdeka University Malang
Nama KontakDra. Wiwik Supriyanti, SS
AlamatJl. Terusan Halimun 11 B
KotaMalang
DaerahJawa Timur
NegaraIndonesia
Telepon0341-563504
Fax0341-563504
E-mail Administratorperpus@unmer.ac.id
E-mail CKOwsupriyanti@yahoo.com

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  • Editor: Wiwik Supriyanti, Dra. SS.