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Pengaruh Pandemi Covid-19 pada Pasar Saham di Negara ASEAN-5: Pendekatan Bayesian Structural Time Series

Muhammad Budi Prasetyo, S.E., M.S.M. (Pembimbing/Promotor) - ; Mandala, Eka - ;

This study aims to analyze the impact of the COVID-19 pandemic on stock market performance in ASEAN-5 countries using the Bayesian Structural Time Series approach. The sample in this study uses daily stock market index data in ASEAN-5 countries and the sectors contained in the stock market. This research has a research time span between October 1, 2019 to June 30, 2020. The results show that there is a significant negative impact that the COVID-19 pandemic has had on stock market performance in ASEAN-5 countries and sectors in the stock market. In addition, the study also saw that stock market recovery was only found in three ASEAN-5 countries, namely Indonesia, Malaysia, and Thailand.Ada Tabel


Ketersediaan

Call NumberLocationAvailable
12830PSB lt.2 - Karya Akhir1
PenerbitDepok: Program Studi Manajemen Fakultas Ekonomi dan Bisnis Universitas Indonesia 2021
Edisi-
SubjekASEAN
Stock market
Time series
5
Covid
19 Pandemic
Bayesian Approach
Black Swan
ISBN/ISSN-
Klasifikasi-
Deskripsi Fisikxiii, 101 p. ; diagr. ; 30 cm
Info Detail Spesifik-
Other Version/RelatedTidak tersedia versi lain
Lampiran BerkasTidak Ada Data

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