Effect of Rupiah Exchange Rate, GDP Growth, and Dow Jones Index on Composite Stock Price Index in Indonesia Stock Exchange
نویسندگان
چکیده
منابع مشابه
The Effect of Asymmetric Fluctuations of Exchange Rate and Oil Price on Stock Index of Tehran Stock Exchange
The aim of this study was to investigate the asymmetric effects of exchange rate fluctuations on Stock index of Tehran Stock Exchange. For this purpose, we first calculated the exchange rate fluctuations using model General Autoregressive Conditional Heteroskedastic (GARCH), and then the effect of these fluctuations on the Stock index of Tehran Stock Exchange was estimated using the Generalized...
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Modeling and analysis of future prices has been hot topic for economic analysts in recent years. Traditionally, the complex movements in the prices are usually taken as random or stochastic process. However, they may be produced by a deterministic nonlinear process. Accuracy and efficiency of economic models in the short period forecasting is strategic and crucial for business world. Nonlinear ...
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ژورنال
عنوان ژورنال: Journal of Accounting and Strategic Finance
سال: 2018
ISSN: 2614-6649
DOI: 10.33005/jasf.v1i01.24