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The impact of us dollar exchange rate and interest rate to stock return in composite index: case study of three asean countries

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The purpose of this research is to analyze and identify the relationship between local currency exchange rate to US dollar, interest rate, and stock return from three ASEAN countries. The data of this research are consists of stock return from each country, local currency exchange rate to US dollar, and interest rates. The data are treated daily from 2007-2012. Based on Ordinary Least Square test, it can be concluded that exchange rate have inverse relationship towards stock return in Indonesia. The interest rate has positive relationship with Indonesia stock return. Singapore has positive relationship between exchange rate and stock return whereas the interest rate does not significant towards stock return. Malaysia has inverse relationship between exchange rate and stock return but interest rate does not affect the fluctuation of Malaysia stock return.

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Availability

B01424

(wh)

Available

Detail Information

Series Title

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Call Number

1424

Publisher

: Swiss German University., 2013

Collation

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Language

English

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Classification

NONE

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Edition

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Subject(s)

IBA

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