Jurnal Ekonomi dan Manajemen
Vol 15 No 2 (2021): Jurnal Ekonomi dan Manajemen

VOLATILITY ANALYSIS OF INDONESIA COMPOSITE INDEX DURING COVID-19

Catur Kumala Dewi (Universitas 17 Agustus 1945 Samarinda, Indonesia)
Rina Masithoh Haryadi (Universitas 17 Agustus 1945 Samarinda, Indonesia)



Article Info

Publish Date
30 Dec 2021

Abstract

Concerns over Covid-19 hit global financial markets, indicating that during the period of Covid-19 spread, financial markets experienced high uncertainty, from fluctuating tendencies several times to declining and difficult to control. At the beginning of the pandemic, Indonesia's capital market conditions were worse than during the 2008 crisis. At the end of March 2020, JCI was far behind 3,938. IDX and OJK conduct various stock policies so that the Indonesian capital market and JCI recover. The study aims to calculate and analyze differences in the volatility of JCI before and during Covid-19 in Indonesia. The data analysis method used is paired with a simple t-test using R Studio as a calculation tool. The results showed that there was a significant difference in the volatility of JCI before and during Covid-19 in Indonesia.

Copyrights © 2021






Journal Info

Abbrev

JEM

Publisher

Subject

Description

Focus and Scope This journal consists of three sections. Paper must be submitted according to the section Management and Bussines Scopes: Financial Management Working capital management, accounts receivable, inventory, cash budgeting, time value of money, capital market, financial performance, ...