J-MAS (Jurnal Manajemen dan Sains)
Vol 3, No 2 (2018): Oktober

CONTAGION EFFECT ANTAR NEGARA ASEAN-5

R Adisetiawan (Unknown)
Ahmadi Ahmadi (Unknown)

Article Info

Publish Date
17 Oct 2018

Abstract

This study was conducted to determine whether there is a contagion effect on the stock exchanges among ASEAN-5 countries (Indonesia, Singapore, Malaysia, Thailand and Philippines) during 2001.1 - 2018.5 period using the monthly return data of the five ASEAN-5 stock exchanges. This study uses granger causality test to see the direction of mutual influence that indicates the existence of contagion effect. The results revealed that the Indonesian stock exchange has a mutually influential relationship with the Thai stock exchange.

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Journal Info
J-MAS (Jurnal Manajemen dan Sains)
Website

Abbrev

jmas

Publisher

Universitas Batanghari Jambi

Subject

Economics, Econometrics & Finance Social Sciences

Description

J-MAS (Jurnal Manajamen dan Sains) diterbitkan oleh Program Magister Manajemen Universitas Batanghari, Jurnal ini mencakup bidang ilmu Ekonomi Manajemen. J-MAS (Jurnal Manajamen dan Sains) terbit sebanyak dua kali dalam setahun yaitu pada bulan April dan Oktober. Jurnal ini mempublikasikan artikel ...