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All Journal Jurnal Riset Akuntansi dan Keuangan
Fatikasari, Imania
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Economics, Econometrics & Finance

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Stock Market Volatility in ASEAN Plus Three Countries during Geopolitical Crisis Fatikasari, Imania; Robiyanto, Robiyanto; Wijayanto, Petrus
Jurnal Riset Akuntansi dan Keuangan Vol 12, No 3 (2024): Jurnal Riset Akuntansi dan Keuangan. Desember 2024 [DOAJ dan SINTA Indexed]
Publisher : Program Studi Akuntansi FPEB UPI

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.17509/jrak.v12i3.74333

Abstract

The purpose of this study is to examine the effect of stock market volatility in ASEAN Plus Three Economic Relation toward gold prices and the value of the US Dollar Index during geopolitical crisis. The technique used in this study is Generalized Autoregressive Conditional Heteroskedasticity (GARCH) or GARCH. This study found that the volatility of PSEi, STI, and KOSPI effect the gold price positively. The same finding also applies on the US Dollar Index, where the volatility of the VN30 and KOSPI proved to have a positive effect. Therefore, that increased stock market volatility encourages investors to seek alternative investments such as Gold and the US Dollar Index.
Co-Authors Petrus Wijayanto Robiyanto