Cointegration of Stock Market and Exchange Rate in Indonesia
This study aims to determine the long-term relationship between stock market and exchange rate in Indonesia. The research method used is Johansen cointegration test. The results of this study found no cointegration between the variables tested. Thus the exchange rate, JII, and IHSG have no relations...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Universitas Ahmad Dahlan
2019-08-01
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| Series: | Ihtifaz |
| Subjects: | |
| Online Access: | http://journal2.uad.ac.id/index.php/ijiefb/article/view/886 |