Article Per Year (5 Year)
p-Index From 2019 - 2024
0
P-Index
This Author published in this journals
All Journal Kajian Ekonomi dan Keuangan
Mahrani, Tety
Badan kebijakan Fiskal
Economics, Econometrics & Finance

Published : 1 Documents Claim Missing Document
Claim Missing Document
Check
Articles

Found 1 Documents
Search

 1 
INTERNATIONAL LINKAGES TO THE INDONESIAN CAPITAL MARKET : COINTEGRATION TEST Abimanyu, Yoopi; Warsidi, Nur Sigit; Kartiko, Sunu; Kurnia, Ridiani; Mahrani, Tety
Jurnal Kajian Ekonomi dan Keuangan Vol 16, No 2 (2012)
Publisher : Badan kebijakan Fiskal

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.31685/kek.v16i2.43

Abstract

This paper explores the international linkages of the Indonesian capital market using cointegration tests to examine the long-run equilibrium relationship between the stock markets of Indonesia with China, France, Germany, Hong Kong, Japan, Korea, Malaysia, Netherlands, Philippine, Singapore, Thailand, Taiwan, the United Kingdom, and the United States. The method used in this paper is visual inspection, followed by Johansen cointegration. Our results show that there exist cointegration between these stock market indices except between Indonesia and Philippine.
Co-Authors Abimanyu, Yoopi Kartiko, Sunu Kurnia, Ridiani Warsidi, Nur Sigit