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Information about:
Aldrin Herwany

Personal Details | Affiliation | Works
This is information that was supplied by Aldrin Herwany in registering through RePEc. If you are Aldrin Herwany , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Aldrin
Middle Name:
Last Name: Herwany
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RePEc Short-ID: phe245

Email:
Homepage:
Postal Address: University of Padjadjaran 35, Jl. Dipatiukur, Bandung, West Java, Indonesia
Phone:

Affiliation

(in no particular order)

Works

| Working papers | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Herwany, Aldrin & Febrian, Erie, 2008. "Co-integration and Causality Analysis on Developed Asian Markets For Risk Management & Portfolio Selection," MPRA Paper 10259, University Library of Munich, Germany. [Downloadable!]

  2. Febrian, Erie & Herwany, Aldrin, 2007. "Co-integration and Causality Among Jakarta Stock Exchange, Singapore Stock Exchange, and Kuala Lumpur Stock Exchange," MPRA Paper 9632, University Library of Munich, Germany. [Downloadable!]

NEP Fields

2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-FMK: Financial Markets (1) 2008-07-30 Author is listed
  2. NEP-IFN: International Finance (1) 2008-07-30 Author is listed
  3. NEP-RMG: Risk Management (2) 2008-07-30 2008-09-13 Author is listed
  4. NEP-SEA: South East Asia (2) 2008-07-30 2008-09-13 Author is listed
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This page was last updated on 2009-11-26.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.