Co-Integration dan Contagion Effect antara Pasar Saham Syariah di Indonesia, Malaysia, Eropa, dan Amerika Saat Terjadinya Krisis Yunani
The objective of the study was to analyze the Greeces crisis impacts toward the movement of Islamic stock prices in Indonesia, Malaysia, USA, and Europe. Moreover, this study also analyzed co-integration and contagion effect which occurred during the period. VAR (Vector Auto Regressive) and VECM (Ve...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Universitas Negeri Semarang
2014-09-01
|
| Series: | Jurnal Dinamika Manajemen |
| Online Access: | https://journal.unnes.ac.id/nju/index.php/jdm/article/view/3656 |