This study aims to determine the effect of interest rates, inflation, exchange rates and money supply on composite stock price index Indonesia Stock Exchange from 2018 2021. type research is a quantitative with descriptive approach using multiple regression analysis methods. The results showed that rate had significant positive index. has negative Meanwhile, inflation no suggestion in this inve...

This paper proposes a new methodology to build composite coincident and leading indexes. Based on a formal definition that requires that the first differences of the leading index is the best linear predictor of the first differences of the coincident index, it is shown that the notion of polynomial serial correlation common features can be used to build these composite variables. Concepts and ...

The present study is being contemplated with the objective of studying the degree of stock market integration. In this study, month-wise average prices of BSE-Sensex, NYSE, NASDAQ, S&P500, HangSeng, Nikkei225, SSE Composite index and FTSE100 have been selected. Multiple Correlations has been computed for the select stock market indices. Statistical Significance of the correlation has been teste...