Integration of Capital Market Indices in Asian Countries with Potential Contagion Effects

This study aims to (1) determine the relationship between the Nikkei 225 index, SSEC, STI, KLSE and JCI and (2) determine which capital market index movement has the dominant influence. This study uses the Nikkei 225 index, SSEC, STI, KLSE, and IHSG which are taken at the end of each month from Janu...

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Bibliographic Details
Main Authors: Diyohansyah Chrespo Ananda, Mohammad Khusaini
Format: Article
Language:English
Published: Universitas Brawijaya 2023-01-01
Series:Wacana: Jurnal Sosial dan Humaniora
Subjects:
Online Access:https://wacana.ub.ac.id/index.php/wacana/article/view/1104
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