DETERMINAN PENGUMUMAN MAKROEKONOMI AMERIKA SERIKAT TERHADAP PASAR KEUANGAN NEGARA-NEGARA DI ASIA TENGGARA

  • Diko Zaki Depano Universitas Riau
  • Amir Hasan Universitas Riau
  • Yulia Efni Universitas Riau
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Abstract

This study aims to determine the effect of the US macroeconomic announcements on financial markets of countries in Southeast Asia. The population of this research is all the countries in Southeast Asia. Sampling method using purposive sampling method. Data analysis techniques using GJR-GARCH. The results showed US inflation announcement had no effect on the Thailand stock market composite index. Announcement of the US unemployment rate, composite index influence on the countries of Southeast Asia. United States GDP announcement had no effect on the composite index for Indonesia and Thailand.


Penelitian ini bertujuan untuk menentukan dampak dari pengumuman makro ekonomi Amerika Serikat terhadap pasar keuangan di negara-negara Asia Tenggara. Sampel didapatkan dengan menggunakan metode purposive sampling. Teknik analisis data yang digunakan adalah GJR-GARCH. Hasilnya menunjukkan bahwa tingkat pengangguran dan composite index di Amerika Serikat mempengaruhi negara-negara di Asia Tenggara. Pengumuman mengenai GDP Amerika Serikat tidak berdampak pada composite index untuk Indonesia maupun Thailand.

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Published
2017-06-30
How to Cite
DEPANO, Diko Zaki; HASAN, Amir; EFNI, Yulia. DETERMINAN PENGUMUMAN MAKROEKONOMI AMERIKA SERIKAT TERHADAP PASAR KEUANGAN NEGARA-NEGARA DI ASIA TENGGARA. Kurs : Jurnal Akuntansi, Kewirausahaan dan Bisnis, [S.l.], v. 2, n. 1, p. 119-127, june 2017. ISSN 2527-8215. Available at: <http://www.ejournal.pelitaindonesia.ac.id/ojs32/index.php/KURS/article/view/233>. Date accessed: 18 jan. 2022.

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