Many studies have been related to monetary policy transmission toward economic growth targets. However, research on by including bond yields as a channel has never done in Indonesia. Therefore, this study will analyze the effectiveness of through compared asset price and exchange rate channels. This uses secondary data obtained from Central Bureau Statistics (BPS), Indonesia Stock Exchange (IDX...

Abstract: Purpose: This study aims to analyze the external and internal factors that affect movement of Composite Stock Price Index (IHSG) in Indonesia short long term. External influences global stock indices are DJIA, NIKKEI225 SSEC, as well exchange rate (USD/IDR). The most influential influence is inflation. Research methodology: uses ECM (Error Correction Model) method. determine long-term...

How the investors react to the received information plays a crucial role in determining the return of stock exchange market. Supply and demand based upon incorrect decisions lead to the price deviation of inherent values. This paper aims to study the impact of salience phenomenon on disproportionate pricing and investor overreaction in the corporates in Tehran stock exchange. Research methodolo...

We have introduced an early warning system for volatility regimes regarding Tehran Stock Exchange using Markov Switching GARCH approach. We have examined whether Tehran Stock Market has calmed down or more specifically, whether the surge in volatility during 2007-2010 global financial crises still affects stock return volatility in Iran.  Doing so, we have used a regime switching GARCH model.  ...