Measuring asian stock market integration by using orthogonal generalized autoregressive conditional heteroscedasticity

H Muharam, R Robiyanto… - Montenegrin Journal …, 2020 - search.proquest.com
This study investigates Asian stock market integration during the period of 1999 to 2018. The
analysis technique used was Orthogonal Generalized Autoregressive Conditional …

Determinants of United States-Indonesia Equity Market's Dynamic Correlation: The Role of Commodities and Exchange Rate's Volatilities

R Robiyanto, EI Pangesti, H Harijono… - Media Ekonomi dan …, 2023 - jurnal.untagsmg.ac.id
This study aims to analyze the effect of oil price volatility, gold price volatility and exchange
rate volatility on the dynamic relationship between Indonesian and United States capital …

Pengaruh indeks volatilitas, nilai tukar dan pertumbuhan ekonomi terhadap integrasi pasar modal ASEAN dengan pasar modal Amerika Serikat

N Listiana - Jurnal Akuntansi Keuangan Dan Bisnis, 2021 - jurnal.pcr.ac.id
Banyak variabel yang dapat mempengaruhi integrasi pasar modal. Beberapa variabel
tersebut berasal dari faktor eksternal, seperti Indeks Volatilitas (VIX), nilai tukar, dan …

Integrasi Pasar Modal di Kawasan Asia dan Amerika Serikat Pasca Pelantikan Donald Trump

H Catherine, R Robiyanto - Jurnal Ilmiah Manajemen, Ekonomi …, 2020 - journal.stiemb.ac.id
ABSTRAK Kemenangan Donald Trump sebagai Presiden Amerika Serikat yang ke-45
memberikan dampak negatif terhadap beberapa negara di Asia, khususnya pada kinerja …

Pengujian Integrasi Pasar Modal di Kawasan Asia Sebelum dan Selama Pandemi Covid-19

A Cahyaningrum, R Robiyanto - Jurnal Akuntansi Keuangan Dan …, 2021 - jurnal.pcr.ac.id
Penelitian terdahulu banyak membahas mengenai integrasi pasar modal, tetapi belum ada
penelitian integrasi pasar modal terkait kondisi pandemi Covid-19. Penelitian ini bertujuan …

INTEGRASI PASAR MODAL INDONESIA TERHADAP BEBERAPA PASAR MODAL YANG TERGABUNG DALAM PRESIDENSI G20 (SESUDAH UANG BARU TAHUN …

M Sanger, W Pontoh, S Murni - JMBI UNSRAT (Jurnal Ilmiah …, 2023 - ejournal.unsrat.ac.id
The G20 is a multilateral cooperation forum consisting of 19 major countries and the
European Union (EU). The G20 represents more than 60% of the world's population, 75% of …

Analisis Integrasi Bursa Saham Asean 6

R NUGRAHA - 2021 - dspace.uii.ac.id
Penelitian ini bertujuan untuk menganalisis integrasi bursa saham ASEAN 6 (Indonesia,
Malaysia, Singapura, Thailand, Filipina dan Vietnam) yang dikaitkan dengan dinamika …

[PDF][PDF] Transmission of Information of the Indonesian Dual Listed Shares

R Anto, IRD Pangestuti - International Journal of Financial …, 2020 - pdfs.semanticscholar.org
Various studies have been carried out in relation to the behavior of dual listing stock prices,
unfortunately, study on the effects of changes in dual listing stock prices on the Indonesia …

[PDF][PDF] KORESPONDENSI Dr. Harjum Muharam, SE., ME.: MEASURING ASIAN STOCK MARKET INTEGRATION BY USING ORTHOGONAL GENERALIZED …

H Muharam - 2020 - doc-pak.undip.ac.id
This study investigates Asian stock market integration during the period of 1999 to 2018. The
analysis technique used was Orthogonal Generalized Autoregressive Conditional …

A study on ASEAN–China capital market integration: An orthogonal GARCH model analysis

C Kevin - Facing Global Digital Revolution, 2020 - taylorfrancis.com
Capital market integration is the process of eliminating boundaries between countries in
allocating financial assets such as stocks, bonds, and cash. This article assesses the degree …