| INDIKATOR-INDIKATOR PASAR SAHAM DAN PASAR UANG YANG SALING BERKAITAN DITINJAU DARI PASAR SAHAM SEDANG BULLISH DAN BEARISH |
| Penulis: Elizabeth Lucky Maretha Sitinjak Widuri Kurniasari -Universitas Katolik Soegijapranata Semarang (2003) [ 31/7/2007 ] |
In this study the indicator of stock market has link with money market. Research has been done to show the relationship between of stock market and money market with non ? linier combination. The non ? linier combination uses Chauvet and Potter model from volatility stock and money market. Volatility stock and money market uses separate data of stock market during bullish and bearish conditions, show the indicator of money market more sharply influences the stock market condition, especially exchange rate with indicator has negative influences the stock market conditions, especially exchange conditions, especially exchange rate which indicator has negative influence on bearish market.