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Asymmetric volatility spillover and risk contagion during COVID-19 outbreak : empirical investigation from the Indonesia and global stock markets

this paper shows evidence of a dramatic change in the structure and time varying patterns of volatility, connectedness between indonesia and global stock market volatility during the covid-19

Ketersediaan

Call NumberLocationAvailable
PSB lt.2 - Karya Akhir (Koleksi Majalah)1
Penerbit Jakarta Otoritas Jasa Keuangan (OJK).,
Edisi Volume 05 - 2022, Pages 123-134
Subjek Connectedness
Covid-19
Asymmetric Spillover
JKSE
ISBN/ISSN -
Klasifikasi NONE
Deskripsi Fisik -
Info Detail Spesifik OJK working Paper Series
Other Version/Related Tidak tersedia versi lain
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