Browsing by Subject "GARCH"
Now showing items 1-2 of 2
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Analisis Hubungan Return IHSG dengan Kurs Dolar Amerika (USD), menggunakan Volatility spillover, secara Contemporaneus dan Dynamic
(Universitas Pelita Harapan Surabaya - Department Of Business School - Master Of Management, 2010-08-01)Tahun 2007 (Agustus) merupakan triger periode krisis perekonomian dunia 2008, akibat krisis keuangan Subpreme Morgage, yang berpusat di Amerika Serikat, berdampak signifikan (negatif), seperti anjloknya nilai perdagangan ... -
ANALISIS PENGARUH SUKU BUNGA, INFLASI, GDP TERHADAP HUBUNGAN SAHAM DAN OBLIGASI DI INDONESIA
(Universitas Pelita Harapan Surabaya - Department Of Business School - Faculty Of Management, 2012-01-09)This research has the objective to investigate the dynamic relationship between stocks and bonds in Indonesia. Some literature says that the relationship between stocks and bonds in different countries is different ...