Yudha Fathony
Biographic Data
| ID | 8585004 |
|---|---|
| NAME | Yudha Fathony |
| GIVEN NAMES | Yudha |
| FAMILY NAME | Fathony |
| SIGNATURE | FATHONY Y |
| VERIFIED | No |
| TOTAL WORKS | 1 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 1 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2023 |
| LATEST PUBLICATION YEAR | 2023 |
| H-INDEX | 0 |
Do Foreign Fund Flows Influence the Stock Market Index? Evidence From Indonesia
This paper investigates the impact of foreign fund’ flow on the Indonesian stock index incorporating other variables, namely the international stock market, gold price, foreign exchange rate, and the oil price. GJR-GARCH (1,1) model is used to analyze daily time-series data on IDX, foreign fund flows, the S&P 500, and gold, currency, and oil prices from 2014 to 2019. There is an evidence of leverage effect. It means that there is an asymmetric ne…
No prominent works on this page.
Do Foreign Fund Flows Influence the Stock Market Index? Evidence From Indonesia
This paper investigates the impact of foreign fund’ flow on the Indonesian stock index incorporating other variables, namely the international stock market, gold price, foreign exchange rate, and the oil price. GJR-GARCH (1,1) model is used to analyze daily time-series data on IDX, foreign fund flows, the S&P 500, and gold, currency, and oil prices from 2014 to 2019. There is an evidence of leverage effect. It means that there is an asymmetric ne…
Autoregressive conditional heteroskedasticity (1 work) · Business (1 work) · Currency (1 work) · Economics (1 work) · Exchange rate (1 work) · Finance (1 work) · Financial economics (1 work) · Market Dynamics and Volatility (1 work) · Monetary economics (1 work) · Monetary Policy and Economic Impact (1 work)