Resilience of Islamic and conventional stocks to geopolitical conflict: A GARCH model analysis

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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Bibliographic Details
Main Authors: Fuad Hasyim, Ririn Tri Ratnasari, Moh. Nurul Qomar, Husny Gibreel Musa Saleh
Format: Article
Language:English
Published: P3EI-Center for Islamic Economics Studies and Development 2024-12-01
Series:Asian Journal of Islamic Management
Subjects:
Geopolitical
Volatility
Stocks
GARCH Model
Emerging Markets
Online Access:https://journal.uii.ac.id/AJIM/article/view/36309
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