JURNAL BISNIS STRATEGI
Vol 30, No 1 (2021): Juli

Oil, Exchange Rate, and Dollar Index as Safe Haven in The Period Before and During Covid-19 Pandemic: Examination in Indonesian Capital Market

Adiputri, Bio Labora (Unknown)
Robiyanto, Robiyanto (Unknown)

Article Info

Publish Date
20 Jul 2021

Abstract

Safe haven is an asset sought by investors, especially when market turmoil occurs. This study aimed to test the role of oil, exchange rate, and Dollar Index as safe havens for the Indonesian capital market in the period before and during the COVID-19 pandemic. Using QREQ and GARCH analysis technique, this study found that oil and exchange rates can be safe haven in the period before and during the COVID-19 pandemic. While the Dollar Index is only able to be a safe haven during COVID-19 pandemic. The results in this study can be considered by investors to choose safe haven instruments.

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Journal Info
JURNAL BISNIS STRATEGI
Website

Abbrev

jbs

Publisher

Universitas Diponegoro

Subject

Decision Sciences, Operations Research & Management Economics, Econometrics & Finance

Description

Jurnal Bisnis Strategi ( P-ISSN : 1410-1246, E-ISSN : 2580-1171 ) is an open access and peer-reviewed published by Department of Magister Management, Faculty of Economics and Business, Universitas Diponegoro, Indonesia. This journal published twice a year (juli and desember). The scope of journal is ...