MENGKAJI PERUBAHAN NILAI TUKAR RUPIAH DAN PASAR SAHAM
This paper analyzes the relationship between the Exchange rate and the stock market in Jakarta, Singapore, Malaysia, Thailand, Philippine and Hongkong using a high frequency data. We applied the Vector Autoregressive method on the daily data covering 1 July 1997 to 30 June 2006. The analysis provid...
| Main Authors: | , |
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| Format: | Article |
| Language: | Indonesian |
| Published: |
Bank Indonesia
2008-09-01
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| Series: | Bulletin Ekonomi Moneter dan Perbankan |
| Online Access: | https://www.bmeb-bi.org/index.php/BEMP/article/view/230 |