eprintid: 57977
rev_number: 17
eprint_status: archive
userid: 12243
dir: disk0/00/05/79/77
datestamp: 2023-04-13 07:20:02
lastmod: 2023-04-13 07:20:02
status_changed: 2023-04-13 07:20:02
type: thesis
metadata_visibility: show
contact_email: muchti.nurhidaya@uin-suka.ac.id
creators_name: Ahmad Kholid Ubaidillah, NIM.: 19208012028
title: INTERAKSI DINAMIS ANTARA PASAR MODAL DAN PASAR UANG:
BUKTI DARI NEGARA ASEAN-5
ispublished: pub
subjects: eko_sya
divisions: ek_syarS-2
full_text_status: restricted
keywords: capital market; money market; macroeconomic factors; PVECM
note: Pembimbing: Dr. Abdul Qoyum, S.E.I., M.Sc.Fin.
abstract: This study aims to see the dynamic interaction between the capital market and the money market within the framework of monetary policy transmission in ASEAN-5 countries (Indonesia, Malaysia, Philippines, Singapore, and Thailand). The variables used are SPI as a proxy from the capital market, MMR as a proxy from the money market, REER as a proxy for the exchange rate, Consumer Price Index (CPI), and Industrial Production Index (IPI) during the period January 2010 to July 2020 using the Panel Vector Error Correction Model (PVECM) method. The test results showed that MMR had a significant positive effect on SPI in the long and short term. REER has a significant positive effect on SPI in the long run. Meanwhile, CPI and IPI have a significant negative effect on SPI in the short term.
date: 2023-01-20
date_type: published
pages: 191
institution: UIN SUNAN KALIJAGA YOGYAKARTA
department: FAKULTAS EKONOMI DAN BISNIS ISLAM
thesis_type: masters
thesis_name: other
citation:   Ahmad Kholid Ubaidillah, NIM.: 19208012028  (2023) INTERAKSI DINAMIS ANTARA PASAR MODAL DAN PASAR UANG: BUKTI DARI NEGARA ASEAN-5.  Masters thesis, UIN SUNAN KALIJAGA YOGYAKARTA.   
document_url: https://digilib.uin-suka.ac.id/id/eprint/57977/1/19208012028_BAB-I_IV-atau-V_DAFTAR-PUSTAKA.pdf
document_url: https://digilib.uin-suka.ac.id/id/eprint/57977/2/19208012028_BAB-II_sampai_SEBELUM-BAB-TERAKHIR.pdf