IMPACT OF COVID-19 ON ISLAMIC AND CONVENTIONAL STOCKS IN INDONESIA: A WAVELET-BASED STUDY

The recent literature shows that COVID-19 has impacted stock markets around the world in many ways. In this paper, we examine the reaction of the Indonesian stock market to COVID-19. We apply the continuous wavelet coherence methodology to daily COVID-19 related deaths and daily conventional and Isl...

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Bibliographic Details
Main Authors: Mohsin Ali, Urooj Anwar, Muhammad Haseeb
Format: Article
Language:Indonesian
Published: Bank Indonesia 2021-03-01
Series:Bulletin Ekonomi Moneter dan Perbankan
Subjects:
Online Access:https://www.bmeb-bi.org/index.php/BEMP/article/view/1480