Article Per Year (5 Year)
p-Index From 2019 - 2024
0.778
P-Index
This Author published in this journals
All Journal Ejurnal Pendidikan Fisika Tadulako Jurnal Pendidikan dan Pembelajaran REKA INTEGRA Binus Business Review Edukasi: Jurnal Pendidikan Sosial Horizon: Jurnal Pendidikan Sosial Surya Octagon Interdisciplinary Journal of Science and Technology Hibualamo : Seri Ilmu-Ilmu Sosial dan Kependidikan ComTech: Computer, Mathematics and Engineering Applications
Martin Martin
Universitas Bina Nusantara
Agriculture, Biological Sciences & Forestry Arts Humanities Computer Science & IT Economics, Econometrics & Finance Education Engineering Law, Crime, Criminology & Criminal Justice Mathematics Physics Social Sciences Other

Published : 13 Documents Claim Missing Document
Claim Missing Document
Check
Articles

Found 1 Documents
Search
Journal : Binus Business Review

 1 
Volatility Spillover pada Pasar Saham Indonesia, Cina, dan India Martin, Martin; Yunita, Yunita
Binus Business Review Vol 1, No 1 (2010): Binus Business Review
Publisher : Bina Nusantara University

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.21512/bbr.v1i1.1020

Abstract

Globalization and advanced information technology easing us for obtaining information from global stock markets. With that condition, volatility in domestic capital market could be affected by volatility from global stock markets. The effect would have greater impact if the capital markets are located in same region. That concern will be answered in this research, about volatility spillover in Indonesia, China, and India capital market. This research using daily return data from each country indices from January 1, 2006 until April 20, 2010 applying econometric model GARCH (1,1). The result showing us that there is bidirectional volatility spillover between Indonesia and India. Meanwhile, there is only single way volatility spillover between Indonesia and China. 
Co-Authors ahmad yani Arifin, Yulyani Dratama, Ryan Edy Tandililing Elmansyah, Toni Hakeem, Muhammad Hilmy Hamdhana, Defry Hari Adianto Hendang Setyo Rukmi Jessica Jessica Jordan, Evan Listyorini, Niken Taufiqurrahmi Maulana, Riki Mukti Qamal Novi Wahyu Hidayati, Novi Wahyu Rohani, Fety Novianty, Hemafitria, Rohani, Ryan, Ryan Suryajaya, Tommy Tawila, Nendi Tutun Nugraha Yunita Yunita