Long-term and short-term dynamic relationships on the country Stock Market Index due to the impact of explosion of Ammonium Nitrate (NH4NO3) in Beirut, Lebanon: An event study analysis on the Stock Market Index of countries in The Middle East and the country Stock Market Index in Indonesia

Long-term and short-term dynamic relationships on the country Stock Market Index due to the impact of explosion of Ammonium Nitrate (NH4NO3) in Beirut, Lebanon: An event study analysis on the Stock Market Index of countries in The Middle East and the country Stock Market Index in Indonesia

Objectives ─ This research aims to examine the long-term and short-term dynamic relationships of the major stock market indices in Lebanon (BLSI), Israel (TA35), Jordan (AMGNRLX), Saudi Arabia (TASI), and Indonesia (IHSG) due to the impact of the ammonium nitrate explosion. (NH4NO3) in Beirut, Leba...

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Bibliographic Details
Main Authors: Fikri Irfan Adristi, Abdul Moin
Format: Article
Language:English
Published: Universitas Islam Indonesia 2023-11-01
Series:Jurnal Siasat Bisnis
Subjects:
Cointegration
dynamic relationship
ammonium nitrate (NH4NO3) explosion
country stock market index
stock market return
Online Access:https://journal.uii.ac.id/JSB/article/view/30215

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