Analisis Kointegrasi Bursa Efek Indonesia, Malaysia dan Singapura: Pendekatan Pair-Case dan Multivariate
This study aims to examine the stock market cointegration between Indonesia Stock Exchange (IDX), Malaysian Stock Exchange (Bursa Malaysia) and Singapore Stock Exchange (SGX). The weekly stock indexes covering January 2013 to December 2018 are analyzed using the Johansen testing approach with the...
| Main Authors: | , |
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| Format: | Article |
| Language: | Indonesian |
| Published: |
Universitas Merdeka Malang
2020-06-01
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| Series: | Jurnal Manajemen Dan Kewirausahaan |
| Subjects: | |
| Online Access: | http://jurnal.unmer.ac.id/index.php/jmdk/article/view/3538/pdf |