Evaluating the Impact of Worldwide Market Crises on Indonesia’s Financial Sector: A Comparative Examination of the Global Financial Crisis (GFC) and COVID-19 Pandemic
The study examines how the 2007 to 2008 Global Financial Crisis (GFC) and the recent COVID-19 pandemic have affected the risk-return profile of the Indonesian financial sector index (IDXFinance). Using weekly return data from 2005 to 2022 and the GARCH-M model, the analysis evaluates volatility pers...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
SAGE Publishing
2025-06-01
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| Series: | SAGE Open |
| Online Access: | https://doi.org/10.1177/21582440251344766 |
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