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Analyzing the impacts of us sub-prime financial crisis on Indonesia's bond market

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This thesis documents a research study in which the impacts of the us sub-prime financial crisis on indonesia?s Bond market are investigated. In a globally inter-connected world, one wonders how a financial crisis in the us may affect the economic activities in developing countries such as indonesia. The thesis has documented various bond market theories and several academic studies regarding financial crisis as its literature review. In addition, economic data before and after the crisis were observed, mainly dow jones index, volatility index, s&p 500 index, us treasury price and indonesian government bond price.rn The importance of this thesis is to find the relationship between the crisis in the us and indonesian bond prices as well as the main event which triggered such movements. This thesis has documented on how the sets of data behaved before and after the crisis, using correlation analysis and regression analysis as the main research tools. Primarily, the study has indicated that the crisis in the us has had little effects on the indonesian economy as a whole despite the widespread worry that the 2007 crisis in the us will affect in detrimental ways all open economies, including indonesia. However, after the collapse of lehman brothers, a major financial institution, risk aversion grew rapidly and indonesia experienced a slight financial crisis. Its currency, rupiah, depreciated and prices of government bonds fell sharply.

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Availability

M00167

(wh)

Available

Detail Information

Series Title

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Call Number

167

Publisher

: Swiss German University., 2010

Collation

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Language

English

ISBN/ISSN

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Classification

NONE

Content Type

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Media Type

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Carrier Type

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Edition

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Subject(s)

MBA

Specific Detail Info

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Statement of Responsibility

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