Dampak Multivariat Volatility, Contagion dan Spillover Efiect Pasar Keuangan Global terhadap Indeks Saham dan Nilai Tukar Rupiah di Indonesia

Dampak Multivariat Volatility, Contagion dan Spillover Efiect Pasar Keuangan Global terhadap Indeks Saham dan Nilai Tukar Rupiah di Indonesia

There are several factors influencing the financial system stability, namely the internal and the external factors. The occurrence of stock price volatility internationally, the contagion effects and the spillover effects are some external factors that have effect on the financial system stabil...

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Bibliographic Details
Main Authors: Nuning Trihadmini, Pudjiastuti B. S. W
Format: Article
Language:Indonesian
Published: Department of Economics 2011-01-01
Series:JEPI (Jurnal Ekonomi dan Pembangunan Indonesia)
Subjects:
volatility
contagion eject
spillover efiect
financial system stability
Online Access:https://jepi.fe.ui.ac.id/index.php/JEPI/article/view/185

Internet

https://jepi.fe.ui.ac.id/index.php/JEPI/article/view/185

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