PRASTIONO GUNARDI
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Journal : Jurnal Ilmiah Mahasiswa Manajemen

INTERDEPENDENCE DAN CONTAGION EFFECT TERHADAP PASAR MODAL DI KAWASAN REGIONAL ASEAN GUNARDI, PRASTIONO
JURNAL ILMIAH MAHASISWA MANAJEMEN Vol 1, No 3 (2012)
Publisher : Universitas Katolik Widya Mandala Surabaya

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (140.246 KB) | DOI: 10.33508/jumma.v1i3.189

Abstract

This study aims to determine the relationship of each countries around the ASEAN region (Malaysia, Thailand, Philippines, Singapore, and Indonesia). Also it wants to know the direction of the relationship interdependence and Contagion that could form the direction of the crisis in ASEAN from Singapore, Malaysia, Indonesia to Philippines. The analysis used in this study is the analysis of the correlation coefficient matrix of the index return in the ASEAN region and using the Granger Causality analysis based on the index return in the ASEAN region secondary data during period 2008 to 2011. The results of this study found that the capital markets in ASEAN countries except Thailand which is integrated with each other and there is interdependence relationship in ASEAN capital markets so as to make Turbulence.
INTERDEPENDENCE DAN CONTAGION EFFECT TERHADAP PASAR MODAL DI KAWASAN REGIONAL ASEAN GUNARDI, PRASTIONO
JURNAL ILMIAH MAHASISWA MANAJEMEN Vol 2, No 4 (2013)
Publisher : Universitas Katolik Widya Mandala Surabaya

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.33508/jumma.v2i4.204

Abstract

This study aims to determine the relationship of each countries around the ASEAN region (Malaysia, Thailand, Philippines, Singapore, and Indonesia). Also it wants to know the direction of the relationship interdependence and Contagion that could form the direction of the crisis in ASEAN from Singapore, Malaysia, Indonesia to Philippines. The analysis used in this study is the analysis of the correlation coefficient matrix of the index return in the ASEAN region and using the Granger Causality analysis based on the index return in the ASEAN region secondary data during period 2008 to 2011. The results of this study found that the capital markets in ASEAN countries except Thailand which is integrated with each other and there is interdependence relationship in ASEAN capital markets so as to make Turbulence.