Volatility spillover
ANALISIS VOLATILITAS HARGA, TRANSMISI HARGA, DAN VOLATILITY SPILLOVER PADA PASAR DUNIA CRUDE PALM OIL (CPO) DENGAN PASAR MINYAK GORENG DI INDONESIA (ANALYSIS PRICE VOLATILITY, PRICE TRANSMISSION AND VOLATILITY SPILLOVER ON WORLD CRUDE PALM OIL (CPO) MARKE
... bahkan volatility spillover terutama anatara harga CPO dunia dan harga minyak goreng di Indonesia seperti yang telah dibuktikan secara statistik dalam penelitian ...
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VOLATILITY SPILLOVER PADA PASAR SAHAM INDONESIA, CINA, DAN INDIA
... oleh volatility spillover dari pasar saham ...terjadi volatility spillover antara pasar saham Indonesia dengan ...Adapun volatility spillover tersebut sifatnya hanyalah searah ...
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ANALISIS VOLATILITAS HARGA, VOLATILITAS SPILLOVER, DAN TREND HARGA PADA KOMODITAS BAWANG PUTIH (Allium sativum L.) DI JAWA TIMUR (ANALYSIS OF PRICE VOLATILITY, VOLATILITY SPILLOVER, AND PRICE TREND OF GARLIC COMMODITY (Allium sativum L.) IN EAST JAVA)
... price volatility, volatility spillover, and to know price trend of garlic commodity before and after free ...price volatility is used ARCH/GARCH method, volatility spillover is ...
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LEAD-LAG DAN VOLATILITY SPILLOVER ALIRANINVESTASI ASING PADA PERDAGANGAN SAHAMDI BURSA EFEKINDONESIA TAHUN 2009 â 2012 - Diponegoro University | Institutional Repository (UNDIP-IR) Dwi Hari Prasetiyo
... dari hasil yang diperoleh dapat disimpulkan bahwa masuknya aliran investasi asing memberikan dampak kenaikan harga, namun keluarnya aliran investasi asing dalam jumlah besar dapat member[r] ...
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ANALISIS SPILLOVER VOLATILITAS HARGA KEDELAI (Glycine max (L.) Merill) DI JAWA TIMUR (ANALYSIS OF PRICE VOLATILITY SPILLOVER OF SOYABEAN (Glycine max (L.) Merill) IN EAST JAVA)
... the volatility of import prices ...price volatility at various price levels in dynamic conditions are diverging or more likely the greater at the level of farmers which is characterized by α + β> 1, with ...
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VOLATILITY, PRICE TRANSMISSION AND VOLATILITY SPILLOVER ANALYSIS OF TOMATO IN MALANG AND KEDIRI REGENCIES
... price volatility for the tomato commodity in this research was performed through the analysis on the standard of ...for spillover volatility of the tomato price within the producer and the consumer ...
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Response Asymmetry in Spillover Volatility: An Empirical Study in the Indonesia and Singapore Stock Market
... and volatility spillover from the Singapore stock exchange into other markets in this region, including ...asymmetry spillover volatili- ties between the Singapore and Indonesia stock ...the ...
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ANALISIS VOLATILITAS, TRANSMISI HARGA DAN VOLATILITAS SPILLOVER BAWANG MERAH (Allium ascolanium L) DI JAWA TIMUR VOLATILITY, PRICE TRANSMISSION, SPILLOVER VOLATILITY ANALYSIS OF ONION (Allium ascolanium L) IN EAST JAVA
... with volatility and price transmission in the onion producer and consumer level then performed an analysis of volatility ...price volatility that occurs at the level of producers and consumers is low ...
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Silvia Sari Busnitaa , Rina Oktaviani
... price volatility is also the rice price volatility itself, (approximately 72 percent in the early 12 months period), then followed by the paddy production variables (reaching ...
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Index of /enm/images/dokumen
... Literatur yang ada membuktikan bahwa efek spillover dari universitas-universitas atau lembaga-lembaga R&D terhadap perusahaan-perusahaan lokal berkorelasi positif dengan jarak lokasi a[r] ...
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Statistics authors titles recent submissions
... idiosyncratic volatility and stock returns (see, for instance, Fu, 2009, Hou and Loh, 2016, and references ...“idiosyncratic volatility puzzle”, since asset pricing theory suggests an opposite ...
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DAMPAK ASIMETRIS DARI SPILLOVER VOLATILI
... mengandung volatility clustering, data return juga tidak terdistribusi normal tetapi mengandung fat-tails distribution, maka data tersebut memiliki kecenderungan lebih sulit untuk ...
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Global shocks and their impact on the Tanzanian economy
... Another cause for concern has been increased volatility in global financial and foreign exchange markets. Tanzania remained largely unscathed by previous financial market turbulences due to its limited financial ...
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07350015%2E2014%2E902238
... These aspects are addressed in our recent work (Andreou and Ghysels 2013; Ghysels 2013). We provide the asymptotic analy- sis of common volatility risk factor estimation using large panels of filtered volatilities ...
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Materi Pengantar Ilmu Ekonomi
... Positive Externalities • Ketika externality menguntungkan pihak lain: • Nilai sosial suatu produk melebihi nilai secara pribadi • A technology spillover adalah salah satu contoh pos[r] ...
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PENGARUH STRUKTUR MODAL TERHADAPNILAI PERUSAHAAN, VOLATILITY HARGA PENGARUH STRUKTUR MODAL TERHADAP NILAI PERUSAHAAN, VOLATILITY HARGA SAHAM, VOLUME, DAN FREKUENSI PERDAGANGAN.
... This study was conducted to determine the effect of capital structure on firm’s value and performance of shares. The firm’s value is measured using the ratio of Tobin's Q. The perfomance of portion measured using ...
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Directory UMM :Data Elmu:jurnal:E:Economics Letters:Vol71.Issue1.Apr2001:
... the volatility of that security is lower on subsequent days ...mitigating volatility, Lehmann (1989) and Miller (1989) correctly point out that we would naturally observe lower volatility on days ...
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Sumber Peningkatan Produktivitas Perusahaan Garmen di Indonesia dengan Adanya Penanaman Modal Asing Periode 2007-2013 - Ubaya Repository
... Penelitian ini menganalisis sumber peningkatan produktivitas perusahaan lokal indonesia dengan adanya penanaman modal asing di Industri Tekstil Indonesia periode 2007-2013. Industri Tekstil memiliki kode KBLI 170 dan ...
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Quantitative Easing Program and Financial Market Volatility in Indonesia
... Phavaskar et al (2013) argue that Extra liquidity through QEs, in a method similar to that of osmosis, often goes beyond domestic boundaries and flows to capital-parched emerging market (EM) economies, offering a higher ...
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