Munculnya Volatilitas Asimetris Pada Indeks Morgan Stanley Capital Internatio…

The purpose of this study is to examine whether the daily rate of return of the index belonging to the company Morgan Stanley Capital International Emerging Markets has resistance to the asymmetric volatility that arises when faced with the Covid-19 pandemic. The main reason for the emergence of this asymmetrical volatility is because the financial market was hit by a crisis, which is the Covid…