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Asymmetric volatility spillover and risk contagion during COVID-19 outbreak : em...

Noer Azam Achsani - , Linda Karlina Sari - , Ade H...

Otoritas Jasa Keuangan (OJK) (2022)

Ketersediaan

PSB lt.2 - Tugas Akhir

1/1

Kode	No. Panggil	Lokasi	Status
Pages 123-134		PSB lt.2 - Tugas Akhir

Artikel Jurnal

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

Pengarang: Noer Azam Achsani - ; Linda Karlina Sari - ; Ade Holis - ; Bayu Bandono - ; Gandhi Cahyo Wicaksono -

Deskripsi

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

Informasi Detail

Penerbit	Jakarta: Otoritas Jasa Keuangan (OJK) 2022
Edisi	Volume 05 - 2022, Pages 123-134
Subjek	Connectedness ; Covid-19 ; Asymmetric Spillover ; JKSE ;
Info Detail Spesifik	OJK working Paper Series