Open AccessDynamic Analysis of the Stock Price Index and the Exchange Rate Using Vector Autoregression (VAR): An Empirical Study of the Jakarta Stock Exchange, 2001-2004
Author(s) -
Mila Novita,
Nachrowi Djalal Nachrowi
Publication year - 2015
Publication title -
economics and finance in indonesia
Language(s) - English
Resource type - Journals
eISSN - 2442-9260
pISSN - 0126-155X
DOI - 10.7454/efi.v53i3.134
Subject(s) - vector autoregression , economics , stock exchange , exchange rate , econometrics , index (typography) , stock (firearms) , financial economics , stock market index , structural vector autoregression , monetary economics , stock market , monetary policy , finance , computer science , geography , world wide web , context (archaeology) , archaeology
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