Analysis of the Relationship Between Stock Price Index and Exchange Rate in Indonesia (Emerging Market) and in Singapore (Developed Market) using Vector Error Correction Model (VECM) Analysis

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dc.creatorJuanna, Andi
dc.creatorKango, Umin
dc.creatorWolok, Tineke
dc.date2022-01-05
dc.date.accessioned2023-08-21T07:57:07Z
dc.date.available2023-08-21T07:57:07Z
dc.descriptionThe COVID-19 pandemic is a problem that occurs in all countries, both developed and developing countries. The impact of this pandemic is not only in the health and social fields, but also the most visible is the economic impact. Restructuring the economy requires investment, both domestic and international. The increase that occurs will make the domestic currency appreciate. Conversely, if there is a downward trend in stock prices, it will cause investors' real wealth to decrease, thereby causing a decrease in the demand for money. A decrease in the demand for money will result in a decrease in interest rates which will have an impact on foreign investment (capital inflow) and ultimately lead to a depreciation of the domestic currency.  This study aims to examine the long-term relationship between stock prices (closing price) and the exchange rate in Indonesia as an emerging market and Singapore as a developed market.en-US
dc.formatapplication/pdf
dc.identifierhttps://journals.researchparks.org/index.php/IJEFSD/article/view/2584
dc.identifier10.31149/ijefsd.v4i1.2584
dc.identifier.urihttp://dspace.umsida.ac.id/handle/123456789/15441
dc.languageeng
dc.publisherResearch Parks Publishing LLCen-US
dc.relationhttps://journals.researchparks.org/index.php/IJEFSD/article/view/2584/2482
dc.rightsCopyright (c) 2022 International Journal on Economics, Finance and Sustainable Developmenten-US
dc.sourceInternational Journal on Economics, Finance and Sustainable Development; Vol. 4 No. 1 (2022): IJEFSD; 19-27en-US
dc.source2620-6269
dc.source2615-4021
dc.source10.31149/ijefsd.v4i1
dc.subjectStock Priceen-US
dc.subjectExchange Rateen-US
dc.subjectVECMen-US
dc.subjectStock Indexen-US
dc.titleAnalysis of the Relationship Between Stock Price Index and Exchange Rate in Indonesia (Emerging Market) and in Singapore (Developed Market) using Vector Error Correction Model (VECM) Analysisen-US
dc.typeinfo:eu-repo/semantics/article
dc.typeinfo:eu-repo/semantics/publishedVersion
dc.typePeer-reviewed Articleen-US
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International Journal on Economics, Finance and Sustainable Development