relation: https://eprints.untirta.ac.id/48656/
title: PENGARUH FINANCIAL STRESS INDEX, COUNTRY RISK, DAN KEBIJAKAN MONETER TERHADAP STOCK MARKET DI NEGARA BERKEMBANG ASEAN
creator: Pranoto, Ario Khasbiyal Ghofur
subject: HB Economic Theory
description: The Stock Market is part of the financial system where long-term financial instruments such as stocks, bonds, and other securities are traded. The purpose of this study was to analyze the effect of 1) Financial Stress Index, 2) Country Risk, 3) Interest Rate, 4) Exchange Rate, and 5) Inflation on Stock Market in ASEAN developing countries. This study covers 4 ASEAN countries consisting of the Philippines, Indonesia, Malaysia, and Thailand. This study uses panel data with the Pooled Mean Group (PMG) method. The data used in the study came from the World Bank, IMF, ADB and BIS (Bank for International Settlements). Indicators that affect each variable vary from one country to another, so the factors considered are different in each country. The results of this study indicate that in the short-term period Country Risk, Interest Rate Exchange Rate, and Inflation have no effect on the Stock Market. In contrast, the Financial Stress Index has a significant effect on the Stock Market in the short term. Meanwhile, in the long term, the FSI, Country Risk, Interest Rate, and Inflation variables have a significant negative effect on the Stock Market, while the Exchange Rate variable has a significant positive effect.
date: 2024
type: Thesis
type: NonPeerReviewed
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language: en
identifier: https://eprints.untirta.ac.id/48656/1/ArioKhasbiyal_5553200075_Fulltext.pdf
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identifier: https://eprints.untirta.ac.id/48656/2/ArioKhasbiyal_5553200075_01.pdf
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identifier: https://eprints.untirta.ac.id/48656/3/ArioKhasbiyal_5553200075_02.pdf
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identifier: https://eprints.untirta.ac.id/48656/4/ArioKhasbiyal_5553200075_03.pdf
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identifier: https://eprints.untirta.ac.id/48656/5/ArioKhasbiyal_5553200075_04.pdf
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identifier: https://eprints.untirta.ac.id/48656/6/ArioKhasbiyal_5553200075_05.pdf
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identifier: https://eprints.untirta.ac.id/48656/7/ArioKhasbiyal_5553200075_Ref.pdf
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identifier: https://eprints.untirta.ac.id/48656/8/ArioKhasbiyal_5553200075_Lamp.pdf
identifier:   Pranoto, Ario Khasbiyal Ghofur  (2024) PENGARUH FINANCIAL STRESS INDEX, COUNTRY RISK, DAN KEBIJAKAN MONETER TERHADAP STOCK MARKET DI NEGARA BERKEMBANG ASEAN.  S1 thesis, UNIVERSITAS SULTAN AGENG TIRTAYASA.