Jurnal Kajian Ekonomi dan Pembangunan
Vol 6, No 1 (2024): Jurnal Kajian Ekonomi dan Pembangunan (Maret 2024)

Contagion Effect Pasar Finansial Antar Negara ASEAN

Dina Sri Wahyuni (Universitas Negeri Padang)
Doni Satria (Universitas Negeri Padang)
Yeniwati Yeniwati (Universitas Negeri Padang)

Article Info

Publish Date
01 Mar 2024

Abstract

This study aims to determine whether stock price indices influence each other in the ASEAN region and whether there is a contagion effect between financial markets in the ASEAN region. The data used in this research is time series data from January 3, 2017 to December 30, 2021 from the official websitesinvesting.com and wsj.com. This research is a quantitative research using the GARCH analysis model. The results of the study show that stock price indices influence each other in the ASEAN region and there is a contagion effect between financial markets in the ASEAN region

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Journal Info
Jurnal Kajian Ekonomi dan Pembangunan
Website

Abbrev

epb

Publisher

Universitas Negeri Padang

Subject

Economics, Econometrics & Finance Social Sciences

Description

Jurnal Kajian Ekonomi dan Pembangunan (JKEP) is a peer-reviewed journal that provides a forum for scientific works pertaining to Development Economics. This journal was first published since June 2019 by the Universitas Negeri Padang.This journal published four times a year and has e-ISSN 2656-0356. ...