Resilience of Islamic and conventional stocks to geopolitical conflict: A GARCH model analysis
Purpose – This study examines the volatility behavior and resilience of conventional and Islamic stock indices in Indonesia during periods of geopolitical uncertainty, focusing on the Israeli–Palestine conflict. Methodology – This study employs the GARCH(1,1) model to examine the volatility dynamic...
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| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
P3EI-Center for Islamic Economics Studies and Development
2024-12-01
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| Series: | Asian Journal of Islamic Management |
| Subjects: | |
| Online Access: | https://journal.uii.ac.id/AJIM/article/view/36309 |
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