The Covid-19 pandemic has an impact on the world economy especially stock mar-ket, thus aim of this study is to determine whether there dynamic integration be-tween markets in Indonesia with capital market Asia and during pandemic. This uses return data from closing price 12 indices, namely ASX, DOWJONES, FTSE, HANGSENG, IHSG, KLSE, KOSPI, NIK-KEI, PSEI, SET, STI, TAIWAN January December 2020 t...

This study aims to determine differences in environmental disclosure practices Indonesia, Malaysia, and Thailand identify factors that are suspected influence disclosure, including the size of board commissioners, profitability, company size. The population this is large companies listed on Bursa Efek Indonesia (BEI), Malaysia (KLSE), (SET) which included largest stock market indexes each excha...

in this paper we compared multivariate garch models toestimate value-at-risk. we used a portfolio of weekly indexesincluding tedpix, klse, xu100 during ten years. to estimatevalue-at-risk, first we estimated ccc, dcc of engle, dcc of tseand tsui, dynamic equi correlation models by oxmetrics. then,optimum lags were estimated by minimizing the information criteria.to estimate var, the models accu...

The COVID-19 pandemic has affected many sectors, one of which is the capital market. Coronavirus claimed lives and can shake order life a country. From an economic point view, almost all countries experience recession, reduction in activity, increased unemployment, decline people's purchasing power. This research examines effect BI interest rate, exchange inflation, SSEC index, KLSE SET DJIA in...

This research reports on the findings of a study that examined the performance of Islamic unit trust funds in comparison with the conventional trust funds in Malaysia. The objectives of the study were to compare the nature and characteristics of both funds, assess their risks and returns profiles, measure the degree of diversification and compare the consistency of performance ranking. The perf...

Quantifying dependence among variables is the core of all modelling efforts in financial models. In recent years, copula was introduced to model structure assets return, and its application developed fast. A large number studies on have been performed, but study multivariate extremes related with copulas quite behind comparison research copulas. The COVID-19 pandemic an extreme event that has c...

Banking system plays an important role in the economic development of any country. Domestic banks, which are the main components of the banking system, have to be efficient; otherwise, they may create obstacle in the process of development in any economy. This study examines the technical efficiency of the Malaysian domestic banks listed in the Kuala Lumpur Stock Exchange (KLSE) market over the...