Saskia, Yuliandra Putri (2022) Analisis Integrasi Saham Bursa Asean Pada Masa Covid 19. Other thesis, Universitas Islam Riau.
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Abstract
This study aims to further analyze whether the increase in world oil has an impact on the integration of stock exchange prices in the world, especially in ASEAN during the COVID-19 period. The analysis technique is calculated using Vector autoregression Estimates. Dynamics of world oil prices cannot be entered because it does not meet the min lag requirement in the Vector Autoaggression Estimate model. This is due to the limited research data that only focuses on the covid 19 period. The results of this study are showing a value of 0.718557 on the Indonesia Stock Exchange Index which shows that countries in Southeast Asia (Indonesia (JCI), Malaysia (KLCI), Philippines (PSI) ), Singapore (MSCISG), Thailand (SETI)) are not integrated with the stock indexes of other countries. The period was carried out during the covid 19 period starting from March 2020 - October 2021 using secondary data in the form of financial reports obtained from the https://www.investing.com/ site
| Item Type: | Thesis (Other) | ||||||
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| Contributors: |
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| Uncontrolled Keywords: | Return, World Oil Prices, Integration, Asean | ||||||
| Subjects: | H Social Sciences > HD Industries. Land use. Labor > HD28 Management. Industrial Management | ||||||
| Divisions: | > Manajemen | ||||||
| Depositing User: | Budi Santoso S.E | ||||||
| Date Deposited: | 28 Dec 2022 06:47 | ||||||
| Last Modified: | 28 Dec 2022 06:47 | ||||||
| URI: | http://repository.uir.ac.id/id/eprint/18688 |
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