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All Journal IJEBD (International Journal Of Entrepreneurship And Business Development)
Edwin Suwantono
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Economics, Econometrics & Finance

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Indonesia Stock Exchange Resilience toward Crisis; Study Case of US and China Trade War Helma Malini; Edwin Suwantono
IJEBD (International Journal of Entrepreneurship and Business Development) Vol 4 No 2 (2021): March 2021
Publisher : LPPM of NAROTAMA UNIVERSITY

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (244.401 KB) | DOI: 10.29138/ijebd.v4i2.1209

Abstract

This paper investigates the resilience’s of Indonesia stock Exchange toward the US and China trade war. Emphasis is put on the influence of US and China trade war since 2016. We analyze data using five major sectoral indexes in IDX (Consumer Goods Industry Sector, Agriculture Sector, Infrastructure, Utility and Transportation Sector, Miscellaneous Industry Sector, and Mining Sector) using volatility modelling of Autoregressive Distributed Lag (ARDL) & Generalized Method of Moments (GMM) methods to find the correlation and co- integration between selected sector US and China trade war. We find inconclusiveness and no co-integration on correlated markets although the trade wars have impact for each sectoral index by using ARDL. GMM method showed a significance short-run relationship and long-run relationship. The market disequilibrium takes nearly about one and half week to clear any disequilibrium toward certain shocks or impacts.
Co-Authors Helma Malini