Jurnal Pasar Modal dan Bisnis
Vol 1 No 2 (2019)

Integrasi Pasar Saham Indonesia Dengan Pasar Saham Asia

Didik Gunawan (Unknown)
Willy Cahyadi (Unknown)



Article Info

Publish Date
30 Dec 2019

Abstract

This study aims to prove the integration of the Indonesian stock market with the stock markets of countries in Asia, especially the largest trading partners. The population in this study is the monthly data of Nikkei225, KLSE, STI, SSE and LQ45 for the period 2014 to 2018, using VAR modeling. The results of this study prove that in the interaction of the Indonesian stock market with Asian trading partners, especially China, Japan, Singapore and Malaysia, this study proves that only Japan is not significantly related to the Indonesian economy, the decline in trade volume and trade wars are the main causes of these results.

Copyrights © 2019






Journal Info

Abbrev

jpmb

Publisher

Subject

Computer Science & IT Economics, Econometrics & Finance Law, Crime, Criminology & Criminal Justice

Description

The journal is designed to provide a platform for researchers, academicians, and practitioners who are interested in new knowledge and discussing ideas, issues, and challenges in the field of capital markets. JPMB is published by The Indonesia Capital Market Institute (TICMI).  It covers the ...