Ditemukan 1 dokumen yang sesuai dengan query
Aulia Keiko Hubbansyah
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This study examines the dynamic interactions between financial and business sector which are proxied with industrial growth, credit growth, property price growth and stock index growth using the spillover index approach of Diebold, et al, 2012 . Based on quarterly data on each variable over the period 1984q1 2015q4 for the ASEAN 4 countries, this study find that 1 spillovers between variables evolve rather heterogeneously over time for each country, 2 in the period shortly ...
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Depok: Universitas Indonesia, 2016
T46913
UI - Tesis Membership Universitas Indonesia Library