Macroeconomic Fundamental and Stock Price Index in Southeast Asia Countries A Comparative Study

Cilt: 7 Sayı: 2 1 Haziran 2017
  • Sugeng Wahyudi
  • H. Hersugondo
  • Rio Dhani Laksana
  • R. Rudy
International Journal of Economics and Financial Issues Kapak
International Journal of Economics and Financial Issues
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Macroeconomic Fundamental and Stock Price Index in Southeast Asia Countries A Comparative Study

Abstract

This study analyzed the effect of macroeconomic variables on the composite index in the Southeast Asia Countries. The variable in this study is Inflation, Interest Rate, Exchange Rate, Gross Domestic Products, Crude Oil Price, Primary Commodity Price and Wages in Indonesia, Malaysia, Singapore, Philippine, and Thailand. The study used time series data from the 2001-2015 at each country. By using an analysis technique Threshold Autoregressive Conditional Heteroscedasticity (TARCH), the results from showed that the Inflation Interest Rate, GDP have a negative effect on the composite index in all countries except Thailand; COP has the positive effect in Indonesia, Malaysia, and Singapore, while in the Philippine and Thailand has a positive effect. PCP has a positive effect on the composite index only in Singapore, meanwhile in the Philippine and Thailand has a negative effect on the composite index.Wages have a positive and significant effect on the composite index in all countries.

Keywords

Ayrıntılar

Birincil Dil

İngilizce

Konular

-

Bölüm

-

Yazarlar

Sugeng Wahyudi Bu kişi benim

H. Hersugondo Bu kişi benim

Rio Dhani Laksana Bu kişi benim

Yayımlanma Tarihi

1 Haziran 2017

Gönderilme Tarihi

1 Haziran 2017

Kabul Tarihi

-

Yayımlandığı Sayı

Yıl 2017 Cilt: 7 Sayı: 2

IZ

https://izlik.org/JA83AG54FX

Kaynak Göster

RIS / Bibtex
APA
Wahyudi, S., Hersugondo, H., Laksana, R. D., & Rudy, R. (2017). Macroeconomic Fundamental and Stock Price Index in Southeast Asia Countries A Comparative Study. International Journal of Economics and Financial Issues, 7(2), 182-187. https://izlik.org/JA83AG54FX
AMA
1.Wahyudi S, Hersugondo H, Laksana RD, Rudy R. Macroeconomic Fundamental and Stock Price Index in Southeast Asia Countries A Comparative Study. IJEFI. 2017;7(2):182-187. https://izlik.org/JA83AG54FX
Chicago
Wahyudi, Sugeng, H. Hersugondo, Rio Dhani Laksana, ve R. Rudy. 2017. “Macroeconomic Fundamental and Stock Price Index in Southeast Asia Countries A Comparative Study”. International Journal of Economics and Financial Issues 7 (2): 182-87. https://izlik.org/JA83AG54FX.
EndNote
Wahyudi S, Hersugondo H, Laksana RD, Rudy R (01 Haziran 2017) Macroeconomic Fundamental and Stock Price Index in Southeast Asia Countries A Comparative Study. International Journal of Economics and Financial Issues 7 2 182–187.
IEEE
[1]S. Wahyudi, H. Hersugondo, R. D. Laksana, ve R. Rudy, “Macroeconomic Fundamental and Stock Price Index in Southeast Asia Countries A Comparative Study”, IJEFI, c. 7, sy 2, ss. 182–187, Haz. 2017, [çevrimiçi]. Erişim adresi: https://izlik.org/JA83AG54FX
ISNAD
Wahyudi, Sugeng - Hersugondo, H. - Laksana, Rio Dhani - Rudy, R. “Macroeconomic Fundamental and Stock Price Index in Southeast Asia Countries A Comparative Study”. International Journal of Economics and Financial Issues 7/2 (01 Haziran 2017): 182-187. https://izlik.org/JA83AG54FX.
JAMA
1.Wahyudi S, Hersugondo H, Laksana RD, Rudy R. Macroeconomic Fundamental and Stock Price Index in Southeast Asia Countries A Comparative Study. IJEFI. 2017;7:182–187.
MLA
Wahyudi, Sugeng, vd. “Macroeconomic Fundamental and Stock Price Index in Southeast Asia Countries A Comparative Study”. International Journal of Economics and Financial Issues, c. 7, sy 2, Haziran 2017, ss. 182-7, https://izlik.org/JA83AG54FX.
Vancouver
1.Sugeng Wahyudi, H. Hersugondo, Rio Dhani Laksana, R. Rudy. Macroeconomic Fundamental and Stock Price Index in Southeast Asia Countries A Comparative Study. IJEFI [Internet]. 01 Haziran 2017;7(2):182-7. Erişim adresi: https://izlik.org/JA83AG54FX