The effect of COVID-19 pandemic on the risks of investments in Indonesia : evidence from the EGARCH model
Meinisa Fadillah Rahmi and Nasrudin
Year of publication: |
2022
|
---|---|
Authors: | Rahmi, Meinisa Fadillah ; Nasrudin |
Published in: |
Bulletin of monetary economics and banking. - Jakarta : Bank Indonesia, ISSN 2460-9196, ZDB-ID 2819944-3. - Vol. 25.2022, 4, p. 673-688
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Subject: | COVID-19 pandemic | EGARCH | Investment | Risk | Stringency | Coronavirus | Indonesien | Indonesia | Epidemie | Epidemic | Wirkungsanalyse | Impact assessment | Investitionsrisiko | Investment risk |
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