Open AccessAnalysis of Cointegration and Causality Relationship among Selected Stock Market Indexes in the World and Indonesia Stock Exchange Composite Index (IHSG) for the Period 2005-2017
Author(s) -
Muthia Octavia,
Chandra Wijaya
Publication year - 2020
Publication title -
open journal of business and management
Language(s) - English
Resource type - Journals
eISSN - 2329-3292
pISSN - 2329-3284
DOI - 10.4236/ojbm.2020.83079
Subject(s) - composite index , stock exchange , variance decomposition of forecast errors , cointegration , johansen test , granger causality , stock market , stock market index , capitalization weighted index , econometrics , economics , stock (firearms) , error correction model , index (typography) , financial economics , finance , geography , computer science , world wide web , context (archaeology) , archaeology