Article Per Year (5 Year)
p-Index From 2020 - 2025
0.23
P-Index
This Author published in this journals
All Journal Sains: Jurnal Manajemen dan Bisnis Jurnal Tirtayasa Ekonomika (Tirtayasa Economica Journal) Industri Inovatif : Jurnal Teknik Industri
Purbasari, Intan
Fakultas Ekonomi Dan Bisnis Universitas Sultan Ageng Tirtayasa
Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Industrial & Manufacturing Engineering Social Sciences

Published : 4 Documents Claim Missing Document
Claim Missing Document
Check
Articles

Found 4 Documents
Search

 1 
Volatility Spillover Effects from The US and Japan to the ASEAN-5 Markets and Among the ASEAN-5 Markets Intan Purbasari
Sains: Jurnal Manajemen dan Bisnis Vol 11, No 2 (2019): Juni
Publisher : FEB Universitas Sultan Ageng Tirtayasa

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (1091.432 KB) | DOI: 10.35448/jmb.v11i2.6064

Abstract

This study examines volatility spillover effects from USA and Japanese to the ASEAN-5 equity markets and volatility spillover among the ASEAN-5 equity markets in the period January 1, 2004 through December 31, 2013. The whole time-period is divided into 3 periods as related to the world financial and economic crisis of 2008-2009, namely : pre-crisis, crisis and post-crisis. Bivariate GARCH (1,1) – FULL BEKK model is employed to simultaneously estimate the conditional variance between 7 different indexes. The following are the results of empirical research : The first, volatility spillover has a different nature and magnitude depending on the period of the pre crisis, crisis and post-crisis. Second, there is evidence that in the pre-crisis period, there are no volatility spillover among the ASEAN-5 stock markets, but the different results shown in the crisis and post-crisis period, during this period of volatility spillover occurs between the ASEAN-5 markets, but in times of crisis the magnitude is larger than the post-crisis. Internal volatility spillover occurs among ASEAN-5 is one-way (unidirectional). Philippine capital market is resistant to the crisis and easily affected by Indonesia, Thailand and Singapore stock market. While in the post-crisis, Indonesian stock market  is easily affected by the stock market turmoil that occurred in Singapore and Thailand stock market. Third, there is evidence of volatility spillover from the U.S. and Japan to the ASEAN-5 markets. At the time of pre-crisis period, the Japanese market volatility spillover effect is greater than the American market. While in times of crisis and post-crisis, the U.S. market gives greater influence than the Japanese market. Four, the external relationship between U.S, Japan and the ASEAN-5 markets become more complex during the post-crisis. Five, the countries that have large spillover volatility is influenced by trade and FDI in the form of shares. The tendency is, the higher the trade relations and investor funds were invested in these countries the higher the dependence of the country with partner countries.
Analysis Of The Implication Of Stock Price And Exchange Rate And Stock Price In 5 Asia Pacific Countries, Before And After Crisis. Intan Purbasari
Sains: Jurnal Manajemen dan Bisnis Vol 9, No 2 (2017): Juni
Publisher : FEB Universitas Sultan Ageng Tirtayasa

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (844.109 KB) | DOI: 10.35448/jmb.v9i2.4174

Abstract

The relationship between stock price and exchange rate has an important implication for the a nation-economic-development. As the effect of the integration of money markets will force the interactive relation between macroeconomic factors.This thesis analyzes the relation between stock price and exchange rate before and after crisis in Singapore and Indonesia. This research analyzes two main problems which are the Granger Causality relation and long run relationship between stock price and exchange rate before and after global financial crisis. This research uses Granger Causality test, Cointegration test, Vector Error Correction Model (VECM), Impulse Response and Variance Decomposition.The results of this reasearch are showing a granger causality relation between stock price and exchange rate before and after global krisis. Our result support longrun relationship between stock price and exchange rate with different direction for each country. Singapore and Indonesia support international trading effect hypothesis.
INTERDEPENDENSI VARIAN DINAMIS DAN TRANSMISI VOLATILITAS PADA PASAR SAHAM ASEAN Intan Purbasari
Tirtayasa Ekonomika Vol 12, No 1 (2017)
Publisher : FEB Universitas Sultan Ageng Tirtayasa

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (762.425 KB) | DOI: 10.35448/jte.v12i1.4436

Abstract

This paper investigates the interdependence of volatility in five South East Asian Markets. First, modeled the returns in a VAR-BEKK framework to obtain the conditional variances, and then apply the vector-autoregressive model (VAR) to the five market variances. The result of VAR estimation show that the interdependence of equity market conditional variances is high. The Singapore market, while being the most exogenous and least susceptible to volatility stimuli from other markets, is the most influential in transmitting volatility to the other ASEAN markets
PENERAPAN METODE HAZARD IDENTIFICATION AND RISK ASESSMENT (HIRA) DAN PENERAPAN STANDAR OPERASIONAL PROSEDUR (SOP) SEBAGAI UPAYA PENINGKATAN PRODUKSI DI UKM HALO OMA Akbar Gunawan; Ade Irman Saeful Mutaqin; Wahyu Susihono; Asih Machfuzhoh; Atia Sonda; Damasa G Desmiani; Erien Amelia; Intan Purbasari
Industri Inovatif : Jurnal Teknik Industri Vol 13 No 2 (2023): Inovatif Vol. 13 No. 2
Publisher : Prodi Teknik Industri S1 Institut Teknologi Nasional Malang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.36040/industri.v13i2.5907

Abstract

Penelitian ini bertujuan untuk mengetahui seberapa pentingnya penerapan Standar Operasional Prosedur (SOP) dalam kegiatan pra produksi hingga pasca pangan. Metode penelitian yang dipergunakan pada penelitian ini adalah penelitian lapangan (field research), dimana peneliti secara langsung mengambil data dari proyek penelitian, sedangkan cara lain yang dipakai dalam Field Research ini yaitu interview, observasi dan dokumentasi. Hasil yang didapatkan yaitu pembuatan Standar Operasional Prosedur (SOP) proses produksi pembuatan produk Tempe Teri Main Bola, Standar Operasional Prosedur (SOP) pengangkutan berbasis ergonomi dan Standar Operasional Prosedur (SOP) mekanisme dokumentasi dan pencatatan ergonomi untuk UKM Halo Oma. Hasil yang didapat proses produksi pembuatan produk Tempe Teri Main Bola lebih mudah, pekerja tidak merasakan beban kerja berlebih, pekerja lebih terarah, lebih optimal dalam pengerjaan proses produksi, dan meminimalisir kesalahan dalam bekerja yang bisa merugikan UKM Halo Oma. UKM Halo Oma sangat terbantu dengan pembuatan Standar Operasional Prosedur (SOP) karena pelaksanaan kerja saat dalam hal kegiatan produksi menjadi lebih mudah. Kinerja pegawai bisa lebih terarah dan optimal. Serta bisa meminimalisir kesalahan dalam bekerja yang dapat merugikan UKM Halo Oma
Co-Authors Ade Irman Saeful Mutaqin Asih Machfuzhoh Atia Sonda Damasa G Desmiani Erien Amelia Gunawan, Akbar Wahyu Susihono