Jurnal Keuangan dan Perbankan Universitas Merdeka Malang
Volatility Spillover Among Asian Developed Stock Markets to Indonesia Stock Market During Pandemic Covid-19

Dublin Core

Title

Jurnal Keuangan dan Perbankan Universitas Merdeka Malang
Volatility Spillover Among Asian Developed Stock Markets to Indonesia Stock Market During Pandemic Covid-19

Subject

Asymmetric; EGARCH; Volatility Spillover.

Description

This study aims to analyze the transmissions of volatility spillovers from China, Singapore, South Korea, and Japan stock markets to the Indonesian stock market and prove an asymmetric effect on spillover volatility. The data retrieved from the stock index of each country in the period 2020. The analytical method used is the Exponential GARCH
(EGARCH) specification developed by Nelson (1991). The results of data analysis show that there was no spillover of volatility from the stock markets of China, Singapore, South Korea, and Japan to the Indonesian stock market. The data analysis results also showed an asymmetric effect on the spillover of volatility from the stock markets of China, Singapore, South Korea, and Japan to the Indonesian stock market.

Creator

Yunia Panjaitan, Rizky Novel

Source

DOI: 10.26905/jkdp.v25i2.5532

Publisher

Universitas Merdeka Malang

Date

April 2021

Contributor

Sri Wahyuni

Rights

ISSN: 2443-2687 (Online) ISSN: 1410-8089 (Print)

Format

PDF

Language

English

Type

Text

Coverage

Jurnal Keuangan dan Perbankan Universitas Merdeka Malang

Files

Tags

,Repository, Repository Horizon University Indonesia, Repository Universitas Horizon Indonesia, Horizon.ac.id, Horizon University Indonesia, Universitas Horizon Indonesia, HorizonU, Repo Horizon ,

Citation

Yunia Panjaitan, Rizky Novel, “Jurnal Keuangan dan Perbankan Universitas Merdeka Malang
Volatility Spillover Among Asian Developed Stock Markets to Indonesia Stock Market During Pandemic Covid-19,” Repository Horizon University Indonesia, accessed November 21, 2024, https://repository.horizon.ac.id/items/show/4780.