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HARGA SAHAM, NILAI TUKAR MATA UANG DAN TINGKAT SUKU BUNGA ACUAN DALAM MODEL AUTOREGRESSIVE DISTRIBUTED LAG (ARDL)
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HARGA SAHAM, NILAI TUKAR MATA UANG DAN TINGKAT SUKU BUNGA ACUAN DALAM MODEL AUTOREGRESSIVE DISTRIBUTED LAG (ARDL) (2019)HARGA SAHAM, NILAI TUKAR MATA UANG DAN TI…Stock prices, exchange rate and interest rate: evidence beyond symmetry (2017)Stock prices, exchange rate a…On the relation between stock prices and exchange rates: a review article (2015)On the relation between stock…Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Modelling Asymmetric Cointegr…The effect of monetary policy shocks on stock prices accounting for endogeneity and omitted variable biases (2008)The effect of monetary policy…What Explains the Stock Market's Reaction to Federal Reserve Policy? (2005)What Explains the Stock Marke…Stock prices and exchange rate dynamics (2005)Stock prices and exchange rat…Monetary policy and the stock market in the euro area (2004)Monetary policy and the stock…PERANAN PROFITABILITAS, SUKU BUNGA, INFLASI DAN NILAI TUKAR DALAM MEMPENGARUHI PASAR MODAL INDONESIA SELAMA KRISIS EKONOMI (2003)PERANAN PROFITABILITAS, SUKU …Bounds testing approaches to the analysis of level relationships (2001)Bounds testing approaches to …Pengantar pengetahuan pasar modal (1997)Pengantar pengetahuan pasar m…The arbitrage theory of capital asset pricing (1976)The arbitrage theory of capit…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …Prospect Theory: An Analysis of Decision under Risk (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Prospect theory: An analysis of decision under risk (1988)Public debt and growth: Heterogeneity and non-linearity (2015)Environmental degradation in France: The effects of FDI, financial development, and energy innovations (2018)Linking economic globalization, economic growth, financial development, and ecological footprint: Evidence from symmetric and asymmetric ARDL (2020)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)The saving and investment nexus for China: evidence from cointegration tests (2005)An econometric study of CO2 emissions, energy consumption, income and foreign trade in Turkey (2009)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors Bishop, Christenson, Kahr, Raiffa, and (especially) Schlaifer, for extensive discussion and commentary on an earlier draft of this paper; but responsibility for any errors or imperfections remains strictly his own.[Professor Sharpe's paper, “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk” (Journal of Finance, September 1964) appeared after this paper was in final form and on its way to the printers. My first section, which parallels the first half of his paper (with corresponding conclusions), sets the algebraic framework for sections II, III and VI, (which have no counterpart in his paper) and for section IV on the equilibrium prices of risk assets, concerning which our results differ significantly for reasons which will be explored elsewhere. Sharpe does not take up the capital budgeting problem developed in section V below.] (1975)Financial Intermediation and Delegated Monitoring (1984)The Cross-Section of Expected Stock Returns (1992)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Monetary policy surprises and interest rates: Evidence from the Fed funds futures market (2001)What Explains the Stock Market's Reaction to Federal Reserve Policy? (2005)The Fed's policy decisions and implied volatility (2010)When no news is good news – The decrease in investor fear after the FOMC announcement (2016)Asymmetric effects of industrial production, money supply and exchange rate changes on stock returns in Turkey (2018)The Behavior of Stock-Market Prices (1965)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Users of the world, unite! 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(2015)The Deposits Channel of Monetary Policy (2016)
this work references cited by second hop

References

  • 2001Bounds testing approaches to the analysis of level relationships20,339 cited
  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
  • 1976The arbitrage theory of capital asset pricing7,081 cited
  • 2014Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework3,694 cited
  • 2005Stock prices and exchange rate dynamics459 cited
  • 1997Pengantar pengetahuan pasar modal343 cited
  • 2015On the relation between stock prices and exchange rates: a review article131 cited
  • 2005What Explains the Stock Market's Reaction to Federal Reserve Policy?125 cited
  • 2004Monetary policy and the stock market in the euro area88 cited
  • 2008The effect of monetary policy shocks on stock prices accounting for endogeneity and omitted variable biases67 cited
  • 2017Stock prices, exchange rate and interest rate: evidence beyond symmetry45 cited
  • 2003PERANAN PROFITABILITAS, SUKU BUNGA, INFLASI DAN NILAI TUKAR DALAM MEMPENGARUHI PASAR MODAL INDONESIA SELAMA KRISIS EKONOMI40 cited

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