Contagion and spillover effects of global financial markets on the Indonesian Sharia Stock Index post-COVID-19

Contagion and spillover effects of global financial markets on the Indonesian Sharia Stock Index post-COVID-19

This study aims to examine the spillover and contagion effects of global financial markets on the Indonesian Sharia Stock Index (ISSI) post-COVID-19. The study uses the Vector Error Correction Model method to explore the short-term and long-term relationships between ISSI and global financial market...

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Bibliographic Details
Main Authors: Nur Rizqi Febriandika, Fifi Hakimi, Maratul Awalliyah, Yayuli
Format: Article
Language:English
Published: LLC "CPC "Business Perspectives" 2023-07-01
Series:Investment Management & Financial Innovations
Subjects:
contagion
financial market
Islamic stock market
spillover
Online Access:https://www.businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/18451/IMFI_2023_03_Febriandika.pdf

Internet

https://www.businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/18451/IMFI_2023_03_Febriandika.pdf

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