Volatility Transmission In Indonesia’s Conventional and Sharia Stocks Market Index

Permana, Fikri and Irfan, M and Ilham, M Fajar and Rodoni, Ahmad (2023) Volatility Transmission In Indonesia’s Conventional and Sharia Stocks Market Index. In: Proceedings of the 3rd International Conference of Islamic Finance and Business, ICIFEB 2022, 19-20 July 2022, Jakarta, Indonesia.

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Abstract

This study aims to determine the source of volatility transmission and performance of the Indonesia stock market index, both conventional (Jakarta Composite Index-JCI) and sharia (Jakarta Islamic Index – JII). Since there is a differences in investment principles and should be translated to the diff

Item Type: Conference or Workshop Item (UNSPECIFIED)
Date Deposited: 04 Mar 2026 16:10
Last Modified: 17 Apr 2026 03:26
URI: http://eprints.eai.eu/id/eprint/42562

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