{"title":"石油、汇率和美元指数在2019冠状病毒病大流行之前和期间作为避风港:对印尼资本市场的考察","authors":"Bio Labora Adiputri, R. Robiyanto","doi":"10.14710/jbs.30.1.12-25","DOIUrl":null,"url":null,"abstract":"Safe haven is an asset sought by investors, especially when market turmoil occurs. This study aimed to test the role of oil, exchange rate, and Dollar Index as safe havens for the Indonesian capital market in the period before and during the COVID-19 pandemic. Using QREQ and GARCH analysis technique, this study found that oil and exchange rates can be safe haven in the period before and during the COVID-19 pandemic. While the Dollar Index is only able to be a safe haven during COVID-19 pandemic. The results in this study can be considered by investors to choose safe haven instruments.","PeriodicalId":33150,"journal":{"name":"Jurnal Perilaku dan Strategi Bisnis","volume":"191 1","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2021-07-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":"{\"title\":\"Oil, Exchange Rate, and Dollar Index as Safe Haven in The Period Before and During Covid-19 Pandemic: Examination in Indonesian Capital Market\",\"authors\":\"Bio Labora Adiputri, R. Robiyanto\",\"doi\":\"10.14710/jbs.30.1.12-25\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Safe haven is an asset sought by investors, especially when market turmoil occurs. This study aimed to test the role of oil, exchange rate, and Dollar Index as safe havens for the Indonesian capital market in the period before and during the COVID-19 pandemic. Using QREQ and GARCH analysis technique, this study found that oil and exchange rates can be safe haven in the period before and during the COVID-19 pandemic. While the Dollar Index is only able to be a safe haven during COVID-19 pandemic. The results in this study can be considered by investors to choose safe haven instruments.\",\"PeriodicalId\":33150,\"journal\":{\"name\":\"Jurnal Perilaku dan Strategi Bisnis\",\"volume\":\"191 1\",\"pages\":\"\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2021-07-20\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"1\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Jurnal Perilaku dan Strategi Bisnis\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.14710/jbs.30.1.12-25\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Jurnal Perilaku dan Strategi Bisnis","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.14710/jbs.30.1.12-25","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Oil, Exchange Rate, and Dollar Index as Safe Haven in The Period Before and During Covid-19 Pandemic: Examination in Indonesian Capital Market
Safe haven is an asset sought by investors, especially when market turmoil occurs. This study aimed to test the role of oil, exchange rate, and Dollar Index as safe havens for the Indonesian capital market in the period before and during the COVID-19 pandemic. Using QREQ and GARCH analysis technique, this study found that oil and exchange rates can be safe haven in the period before and during the COVID-19 pandemic. While the Dollar Index is only able to be a safe haven during COVID-19 pandemic. The results in this study can be considered by investors to choose safe haven instruments.
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