Analisis makro kinerja pasar modal Indonesia dengan pendekatan Error Correction Model (ECM)

Rini Dwi Astuti


In Indonesia, monetary crisis had brought economy damage, particularly at the capital market. This study, concerns with analysis of capital market conducted in macro economy perspective and using Error Correction Model (ECM) Approach. How did foreign exchange fluctuation, deposit at banking sector, real deposit rate, LIBOR, and monetary crisis since August 1997, influence on the capital market performance?

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Economic Journal of Emerging Markets (EJEM)
ISSN 2086-3128 (print), ISSN 2502-180X (online)
Published by:
Center for Economic Studies, Department of Economics,
Universitas Islam Indonesia, Indonesia.

Creative Commons License
EJEM by is licensed under a Creative Commons Attribution 4.0 International License.