A STUDY OF INDONESIA’S STOCK MARKET
Using monthly data from January 1995 to December 2017, this paper tests whether Indonesian stock index returns are predictable. In particular, we use eight macro variables to predict the Indonesian composite and six sectoral index returns using the feasible generalized least squares estimator. Our r...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | Indonesian |
| Published: |
Bank Indonesia
2019-02-01
|
| Series: | Bulletin Ekonomi Moneter dan Perbankan |
| Subjects: | |
| Online Access: | https://www.bmeb-bi.org/index.php/BEMP/article/view/969 |