Detail Analisis Pengaruh Lagged Return Indeks Saham Amerika dan Tingkat Suku Bunga Bebas Risiko Domestik terhadap Return Indeks Saham Negara ASEAN Tahun 2003-2013 (di dalam Seminar Nasional & Call For Paper, Forum Manajemen Indonesia (FMI) Ke-7, Jakarta, 10-12 November 2015) Bibliografi Author: YOSEPHINE, ERVINA ; Sumani Topik: lagged return; domestic risk-free interest rate; stock index return Bahasa: (ID )     Penerbit: Forum Manajemen Indonesia     Tempat Terbit: Jakarta    Tahun Terbit: 2015     Jenis: Papers/Makalah - pada seminar nasional Fulltext: Analisis Pengaruh Lagged Return Indeks Saham.pdf (639.8KB; 1 download) [Informasi yang berkaitan dengan koleksi ini di internet] Abstract The purpose of investing is to get return. There are many variables that can affect the return. Stock return of a country can be affected by events in the country as well as by stock returns of other countries. This study aims to determine the effect of lagged American stock index return and the domestic risk-free interest rate to stock return of ASEAN countries. The data used for this study is United States stock index, stock index and the risk-free interest rate of six ASEAN countries (Indonesia, Philippines, Malaysia, Singapore, Thailand, Vietnam) from 2003- 2013. This study used estimation of GARCH (1, 1). From the estimation, it is known that simultaneously lagged US stock index return and the risk-free interest rate of domestic country have significant influence on stock index return from Indonesia and Malaysia. Partially, lagged US stock index return significantly affect the stock index return of two ASEAN countries, namely Malaysia and Thailand. While the influence of the risk-free interest rate to stock index return only significantly in the stock index return of Indonesia and the Philippines. This study concluded that stock investors can use the information about stock index return of United States and the domestic risk-free interest rate into consideration of future investment decisions. Opini Anda Klik untuk menuliskan opini Anda tentang koleksi ini! Lihat Sejarah Pengadaan  Konversi Metadata   Kembali

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