JEPI
Vol. 21, No. 1

Contagion Effect Krisis Argentina dan Turki ke Negara-Negara Asia, Benarkah Terjadi?

Setiawan, Adi (Unknown)
Kartiasih, Fitri (Unknown)

Article Info

Publish Date
01 Jan 2021

Abstract

This study aims to examine the contagion effect of the Argentinian and Turkish crises to Asian countries using the DCC-MGARCH model. The data used is the daily closing price index of the stock index obtained from Thomson Reuters DataStream covering form the period of January 2, 2014 to May 17, 2019. The results showed that the contagion effect of the Argentinian crisis occurred in Malaysia, Korea, Thailand and the Philippines, while Indonesia, Singapore, India and China are only interdependence. The pure contagion test results also show that the contagion effect of the Turkish crisis occurred in Indonesia, Malaysia, the Philippines, Thailand, India, and China, while Singapore and Korea only interdependence with the Turkish market.

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Journal Info
JEPI
Website

Abbrev

publication:jepi

Publisher

Universitas Indonesia

Subject

Economics, Econometrics & Finance

Description

Jurnal Ekonomi dan Pembangunan Indonesia (JEPI) has been published since 2000 by the Department of Economics, Faculty of Economics and Business Universitas Indonesia. The journal has been accredited B as a national academic journal based on the Decree of the Director General for Higher Education ...