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Hasil Pencarian

Ditemukan 1 dokumen yang sesuai dengan query
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Edwin Suparman
The Impact 2008 global financial crisis on the performance of selected Indonesian stocks: a preliminary study
" This research is a preliminary study that analyzes the impact of the US financial markets on Indonesian financial markets during the 2008 global financial crisis. It specifically investigates the occurrence of contagion effect in the Indonesian IHSG index and selected LQ45 stocks with the US S&P500 index by the measurement of correlation using simple correlation, EWMA, OGARCH, and DCC GARCH. It also attempts to discuss on the decoupling of Indonesian market and provide recommendations on ... "
Depok: Fakultas Ekonomi dan Bisnis Universitas Indonesia, 2012
T32192
UI - Tesis Open  Universitas Indonesia Library