Putri, Tika Silvia Wahyuning (2019) Pengaruh Krisis Ekonomi Global Tahun 2008 Terhadap Volatilitas Indeks Harga Saham Gabungan (IHSG) Di Indonesia. Sarjana thesis, Universitas Brawijaya.
Abstract
Penelitian ini bertujuan untuk mengetahui pengaruh krisis ekonomi global tahun 2008 terhadap volatilitas harga saham pada indeks harga saham gabungan di Indonesia. Penelitian ini menggunakan model analisis ARCH-GARCH. Hasil penelitian menunjukkan bahwa volatilitas harga saham mingguan pada indeks harga saham gabungan (ihsg) mengalami peningkatan pada saat periode terjadinya krisis ekonomi global tahun 2008.
English Abstract
This study aims to determine the effect of the 2008 global economic crisis on stock price volatility on the composite stock price index in Indonesia. This study uses the ARCH-GARCH analysis model. The results showed that the volatility of the weekly stock price on the composite stock price index (ihsg) had increased during the period of the global economic crisis in 2008.
| Item Type: | Thesis (Sarjana) |
|---|---|
| Identification Number: | SKR/FEB/2019/570/051910455 |
| Uncontrolled Keywords: | volatilitas harga saham-stock price volatility |
| Subjects: | 300 Social sciences > 332 Financial economics > 332.6 Investment > 332.63 Specific forms of investment > 332.632 Securities, real estate, commodities > 332.632 2 Stocks (Shares) > 332.632 22 Prices |
| Divisions: | Fakultas Ekonomi dan Bisnis > Ilmu Ekonomi |
| Depositing User: | soegeng sugeng |
| Date Deposited: | 18 Aug 2020 03:10 |
| Last Modified: | 19 Oct 2021 05:09 |
| URI: | http://repository.ub.ac.id/id/eprint/177320 |
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