Exploring the Interaction Between Stock Price and Exchange Rate: Modelling Johansen Cointegration Approach using PC Give

 
9783659105302: Exploring the Interaction Between Stock Price and Exchange Rate: Modelling Johansen Cointegration Approach using PC Give

The study of the relationship between the exchange rate and the stock index has been a popular topic among the scholar around the world. Situations and variety in the data affected the findings of the studies. Daily data, monthly data and exchange rate type data yield different result. This thesis examined the sample period using the Johansen Cointegrative Method to determine whether there is a cointegrative relationship among the variables. A short run analysis was conducted by employing the VECM and VAR model. The cointegration analysis, exhibits evidence for the existence of a long run relationship among the JCI, the exchange rate of the Rupiah per Yen and also the N225. The findings are very important for policy makers. Anything that affects the stock market, especially for Indonesia, Japan and US, could have an effect on the Indonesia future due to the complexity and interest of the country. However, by understanding important facts that have been revealed from the study, policy makers could anticipate and maintain a good economic atmosphere.

"synopsis" may belong to another edition of this title.

About the Author:

Joko Purnomo Raharjo,SST.Ak M.Ec graduated from STAN in 2002,then pursued his master from Yokohama National University in 2011. He works for Directorate General of Tax of Republic Indonesia. He conduct on tax audit, analyzing macroeconomic and tax compliance. He joined internship program for a year in National Tax College, from 2009-2010 in Japan.

"About this title" may belong to another edition of this title.

Buy New View Book
List Price: US$ 55.00
US$ 56.27

Convert Currency

Shipping: US$ 2.22
From Germany to U.S.A.

Destination, Rates & Speeds

Add to Basket

Top Search Results from the AbeBooks Marketplace

1.

Raharjo, Joko Purnomo
Published by Lap Lambert Academic Publishing (2012)
ISBN 10: 3659105309 ISBN 13: 9783659105302
New Softcover Quantity Available: 5
Print on Demand
Seller
Rating
[?]

Book Description Lap Lambert Academic Publishing, 2012. Book Condition: New. This item is printed on demand for shipment within 3 working days. Bookseller Inventory # KP9783659105302

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 56.27
Convert Currency

Add to Basket

Shipping: US$ 2.22
From Germany to U.S.A.
Destination, Rates & Speeds

2.

Raharjo, Joko Purnomo
Published by Lap Lambert Academic Publishing (2012)
ISBN 10: 3659105309 ISBN 13: 9783659105302
New Softcover Quantity Available: 15
Print on Demand
Seller
Rating
[?]

Book Description Lap Lambert Academic Publishing, 2012. Book Condition: New. This item is printed on demand for shipment within 3 working days. Bookseller Inventory # LP9783659105302

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 56.27
Convert Currency

Add to Basket

Shipping: US$ 2.22
From Germany to U.S.A.
Destination, Rates & Speeds