Contagion Effect Krisis Argentina dan Turki ke Negara-Negara Asia, Benarkah Terjadi?
نویسندگان
چکیده
Penelitian ini bertujuan untuk menguji adanya contagion effect dari krisis Argentina dan Turki ke negara-negara Asia dengan menggunakan model DCC-MGARCH. Data yang digunakan adalah data harian harga penutupan indeks saham diperoleh Thomson Reuters DataStream mencakup periode 2 Januari 2014 hingga 17 Mei 2019. Hasil penelitian menunjukkan bahwa terjadi di Malaysia, Korea, Thailand, Filipina, sedangkan Indonesia, Singapura, India, Cina hanya interdependence. uji pure juga Cina, Singapura Korea interdependence pasar Turki.
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ژورنال
عنوان ژورنال: Jurnal Ekonomi dan Pembangunan Indonesia
سال: 2021
ISSN: ['1411-5212', '2406-9280']
DOI: https://doi.org/10.21002/jepi.2021.05