Suripto, Suripto (2021) Volatility Spillovers of Sharia Index during the Covid-19 Pandemic in ASEAN. Academic, Scientific and professional journal.

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Abstract

This study aims to the rise in global economic integration is due to an expansion in volatility spillovers. Therefore, it is extraordinarily necessary to analyze the volatility spillovers for growing and developed international locations through the use of portfolio funding and danger management. This lookup investigates the Volatility Spillovers of Sharia Index on 6 ASEAN international locations all through the Covid-19 Pandemic the usage of the EGARCH model. Data have been received from 5 international locations with enormous volatility spillovers, particularly Indonesia, Malaysia, Singapore, Thailand, and Vietnam, to decide the reciprocal relationship of the inventory index in ASEAN as properly as the route of volatility movements. The result confirmed that this lookup is necessary for ASEAN traders besides for the Philippines. Furthermore, this lookup has sturdy sensible significance due to the fact the correct prediction of the volatility spillovers in worldwide fairness markets is quintessential for decreasing portfolio risk

Item Type:	Article
Subjects:	H Social Sciences > H Social Sciences (General) H Social Sciences > HB Economic Theory H Social Sciences > HJ Public Finance
Divisions:	Fakultas Ilmu Sosial dan Ilmu Politik (FISIP) > Prodi Administrasi Bisnis
Depositing User:	SURIPTO
Date Deposited:	22 Jun 2021 05:58
Last Modified:	22 Jun 2021 05:58
URI:	http://repository.lppm.unila.ac.id/id/eprint/32761

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