Rosanti, Nabila and Hanggraeni, Dewi (2019) The Effect of Changes in Oil Prices and Gold Prices on the Return of the Sectoral Stock Index in Indonesia from 1999-2019. In: Proceedings of the 1st International Conference on Contemporary Risk Studies, ICONIC-RS 2022, 31 March-1 April 2022, South Jakarta, DKI Jakarta, Indonesia.
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Abstract
This study aims to determine the effect of changes in oil and gold prices on sectoral stock index returns. Furthermore, this study evaluates the possibility of a structural break during the research period that could affect the stability of the asset-pricing model. This study uses samples from 10 se
| Item Type: | Conference or Workshop Item (UNSPECIFIED) |
|---|---|
| Date Deposited: | 04 Mar 2026 15:37 |
| Last Modified: | 17 Apr 2026 05:20 |
| URI: | http://eprints.eai.eu/id/eprint/40162 |
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