Valuasi Pasar Modal Menggunakan Pendekatan The Fed Model di Asia Tahun 2003-2011

Vindaniar Yuristamanda Putri

doi:10.32722%2Feb.Vol16.No.1.2017.pp.32-43

Valuasi Pasar Modal Menggunakan Pendekatan The Fed Model di Asia Tahun 2003-2011

Vindaniar Yuristamanda Putri

Vocational Programme of Administrative and Business

Research output: Contribution to journal › Article › peer-review

Abstract

This study analyzes the stock market condition before, during, and after financial crisis in United States using The Fed Model Approach. The purpose of this study is valuing the capital markets in Asia years of 2003-2011. The research model used by the approach of The Fed Model has three stages of testing namely, stock-bond correlation test, valuation gaps test, and cointegration test. The result of this study showed that among seven countries that are taken as a sample, only one country that passed the three tests of the Fed Model.

Original language	Indonesian
Pages (from-to)	32-43
Journal	Jurnal EK dan BI
Volume	16
Issue number	1
DOIs	https://doi.org/10.32722%2Feb.Vol16.No.1.2017.pp.32-43
Publication status	Published - 1 Dec 2017

Keywords

The Fed Model, korelasi saham-obligasi, penilaian kesenjangan, kointegrasi.

Access to Document

10.32722%2Feb.Vol16.No.1.2017.pp.32-43Licence: CC BY-NC-SA

http://jurnal.pnj.ac.id/index.php/ekbis/article/view/878Licence: CC BY-NC-SA

Cite this

@article{cbbe7d64a201459f9b917dca654a30cf,

title = "Valuasi Pasar Modal Menggunakan Pendekatan The Fed Model di Asia Tahun 2003-2011",

abstract = "This study analyzes the stock market condition before, during, and after financial crisis in United States using The Fed Model Approach. The purpose of this study is valuing the capital markets in Asia years of 2003-2011. The research model used by the approach of The Fed Model has three stages of testing namely, stock-bond correlation test, valuation gaps test, and cointegration test. The result of this study showed that among seven countries that are taken as a sample, only one country that passed the three tests of the Fed Model.",

keywords = "The Fed Model, korelasi saham-obligasi, penilaian kesenjangan, kointegrasi.",

author = "Putri, {Vindaniar Yuristamanda}",

year = "2017",

month = dec,

day = "1",

doi = "10.32722%2Feb.Vol16.No.1.2017.pp.32-43",

language = "Indonesian",

volume = "16",

pages = "32--43",

journal = "Jurnal EK dan BI",

number = "1",

}

TY - JOUR

T1 - Valuasi Pasar Modal Menggunakan Pendekatan The Fed Model di Asia Tahun 2003-2011

AU - Putri, Vindaniar Yuristamanda

PY - 2017/12/1

Y1 - 2017/12/1

N2 - This study analyzes the stock market condition before, during, and after financial crisis in United States using The Fed Model Approach. The purpose of this study is valuing the capital markets in Asia years of 2003-2011. The research model used by the approach of The Fed Model has three stages of testing namely, stock-bond correlation test, valuation gaps test, and cointegration test. The result of this study showed that among seven countries that are taken as a sample, only one country that passed the three tests of the Fed Model.

AB - This study analyzes the stock market condition before, during, and after financial crisis in United States using The Fed Model Approach. The purpose of this study is valuing the capital markets in Asia years of 2003-2011. The research model used by the approach of The Fed Model has three stages of testing namely, stock-bond correlation test, valuation gaps test, and cointegration test. The result of this study showed that among seven countries that are taken as a sample, only one country that passed the three tests of the Fed Model.

KW - The Fed Model, korelasi saham-obligasi, penilaian kesenjangan, kointegrasi.

U2 - 10.32722%2Feb.Vol16.No.1.2017.pp.32-43

DO - 10.32722%2Feb.Vol16.No.1.2017.pp.32-43

M3 - Article

VL - 16

SP - 32

EP - 43

JO - Jurnal EK dan BI

JF - Jurnal EK dan BI

IS - 1

ER -