{"title":"印尼、马来西亚、中国股市长期分析","authors":"Amsal Irmalis, Fajri Hadi, M. Si","doi":"10.35308/JBKAN.V4I2.2578","DOIUrl":null,"url":null,"abstract":"The present paper examines the long-run relationship between the Indonesia Stock Exchange (IDX), Malaysia Stock Exchange (Bursa Malaysia) and China Stock Market (SSE). The data used is the daily price index (daily price) of the composite shares (Composite Index) of each country from 2012-2018. The method used is the bivariate and multivariate cointegration approach with testing using the Johansen Test. To strengthen the proof of independence or interdependence of the capital markets of these countries, an Impulse Responses Function and Var Decomposition test will be conducted.","PeriodicalId":272317,"journal":{"name":"Jurnal Bisnis Dan Kajian Strategi Manajemen","volume":"2 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2020-10-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Indonesia, Malaysia, China Stock Market Long-Term Analysis\",\"authors\":\"Amsal Irmalis, Fajri Hadi, M. Si\",\"doi\":\"10.35308/JBKAN.V4I2.2578\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"The present paper examines the long-run relationship between the Indonesia Stock Exchange (IDX), Malaysia Stock Exchange (Bursa Malaysia) and China Stock Market (SSE). The data used is the daily price index (daily price) of the composite shares (Composite Index) of each country from 2012-2018. The method used is the bivariate and multivariate cointegration approach with testing using the Johansen Test. To strengthen the proof of independence or interdependence of the capital markets of these countries, an Impulse Responses Function and Var Decomposition test will be conducted.\",\"PeriodicalId\":272317,\"journal\":{\"name\":\"Jurnal Bisnis Dan Kajian Strategi Manajemen\",\"volume\":\"2 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2020-10-31\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Jurnal Bisnis Dan Kajian Strategi Manajemen\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.35308/JBKAN.V4I2.2578\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Jurnal Bisnis Dan Kajian Strategi Manajemen","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.35308/JBKAN.V4I2.2578","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Indonesia, Malaysia, China Stock Market Long-Term Analysis
The present paper examines the long-run relationship between the Indonesia Stock Exchange (IDX), Malaysia Stock Exchange (Bursa Malaysia) and China Stock Market (SSE). The data used is the daily price index (daily price) of the composite shares (Composite Index) of each country from 2012-2018. The method used is the bivariate and multivariate cointegration approach with testing using the Johansen Test. To strengthen the proof of independence or interdependence of the capital markets of these countries, an Impulse Responses Function and Var Decomposition test will be conducted.
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