Macroeconomic Variables on Indonesia Stock Market Return: Quantile Regression Approach
The main objective of this paper is to find the relationship between the changes in selected macroeconomic variables with Indonesia Stock Market (Jakarta Composite Index) return. In order to determine the relationship, several tests are conducted such as unit root test, Ordinary Least Square (OLS) r...
| Main Author: | |
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2017
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| Subjects: | |
| Online Access: | https://eprints.nottingham.ac.uk/45269/ |
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