Article Per Year (5 Year)
p-Index From 2019 - 2024
0
P-Index
This Author published in this journals
All Journal FIRM: Journal of Management Studies
Iman Heru Wijayanto
Unknown Affiliation
Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Social Sciences

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

Found 1 Documents
Search

 1 
THE RELEVANCY INTER-MARKET THEORY TO EXPLAIN GLOBAL FINANCIAL CRISIS Iman Heru Wijayanto; Albert Hasudungan
FIRM Journal of Management Studies Vol 1, No 1 (2016): FIRM JOURNAL OF MANAGEMENT STUDIES
Publisher : President University

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (800.015 KB) | DOI: 10.33021/firm.v1i1.49

Abstract

This research will examine the relevancy of the inter-market theory to describe the relationship among financial market variables in the inflationary stage, where the global crisis happens.  From the empirical finding, the relationship between stock and commodities prices is relevant with the inter-market theory. Furthermore, inter-market theory is similar with the empirical relationship between exchange rates and commodities. However, empirical relationship between commodities and bonds prices is not relevant with the relationship in the inter-market theory. This irrelevant relationship respectively occurs in the relationship between bonds and stocks prices. A quantitative method by using secondary data is used to explain correlation among these markets. Therefore, inter-market theory needs to be complement with other theories to explain such irrelevant relationship between financial market variables.
Co-Authors Albert Hasudungan