Kajian Ekonomi dan Keuangan
Vol 16, No 2 (2012)

INTERNATIONAL LINKAGES TO THE INDONESIAN CAPITAL MARKET : COINTEGRATION TEST

Abimanyu, Yoopi (Unknown)
Warsidi, Nur Sigit (Unknown)
Kartiko, Sunu (Unknown)
Kurnia, Ridiani (Unknown)
Mahrani, Tety (Unknown)

Article Info

Publish Date
09 Nov 2015

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.

Copyrights © 2012




Citation Download
RIS
EndNote, Reference Manager, ProCite
BibTex
Latex, Jabref
Original Source
Download Original
Google Scholar
Check in Google Scholar
Journal Info
Kajian Ekonomi dan Keuangan
Website

Abbrev

kek

Publisher

Kementerian Keuangan

Subject

Economics, Econometrics & Finance

Description

Kajian Ekonomi dan Keuangan (KEK henceforth)was first published in 1996 as an initiative of researchers of Ministry of Finance. In the earlier years of its publication, KEK was also known as Kajian Ilmiah Ekonomi dan Keuangan (KIEK). Since then KEK has been published regularly as one of the ...