Indonesian abstract: Studi ini mengkaji integrasi integrasi pasar saham diantara ASEAN-5 yaitu Indonesia, Malaysia, Filipina, Singapura dan Thailand plus China. Menggunakan data harian untuk tanggal 2 Januari 2003 sampai Periode 31 Desember 2009, penelitian mempekerjakan Johansen dan Juselius...

The purpose of this study was to determine the effect of the Rupiah / US $ and the SBI interest rate of composite stock price index at the Jakarta Stock Exchange in 2007 - 2009. The method of analysis used to investigate the effect of the rupiah / US $ and the SBI interest rate of composite...

The performance of banks is important because it is a reflection of the ability of banks to manage aspects of its capital and assets in the profits and the extent to which the ability of capital a bank is able to absorb the credit risk of failure that may occur, as well as the implications of...

Capital market represent the market transactions between the company and investor. For investors who invest their funds in shares of a company aims to earn revenue namely dividends. Many factors affect the stock price on the stock exchange, such as price earnings ratio (PER) and cash dividends....

Classical multivariate principal component analysis has been extended to functional data and termed functional principal componentanalysis (FPCA). Most existing FPCA approaches do not accommodate covariate information, and it is the goal of this paper to develop two methods that do. In the ?rst...