- ADB and IsDB, The evolution of Indonesia’s participation in global value chains. 2019 En : Asian Development Bank and Islamic Development Bank. :
Paper not yet in RePEc: Add citation now
- Aggarwal, R. Exchange rates and stock prices: a study of the US capital markets under floating exchange rates. 1981 Akron Bus. Econ. Rev.. 12 7-12
Paper not yet in RePEc: Add citation now
Al-Thaqeb, S.A. Do international markets overreact? Event study: international market reaction to US local news events. 2018 Res. Int. Bus. Financ.. 44 369-385
- Alqahtani, A. ; Taillard, M. The impact of US economic policy uncertainty shock on GCC stock market performance. 2019 Asian J. Law Econ.. 10 1-13
Paper not yet in RePEc: Add citation now
Bahmani-Oskooee, M. ; Saha, S. Asymmetry cointegration between the value of the dollar and sectoral stock indices in the US. 2016 Int. Rev. Econ. Financ.. 46 78-86
Balcilar, M. ; Gupta, R. ; Kim, W.Y. ; Kyei, C. The role of economic policy uncertainties in predicting stock returns and their volatility for Hong Kong, Malaysia and South Korea. 2019 Int. Rev. Econ. Financ.. 59 150-163
Balcilar, M. ; Gupta, R. ; Kyei, C. South African stock returns predictability using domestic and global economic policy uncertainty: evidence from a nonparametric causality-in-quantiles approach. 2015 En : Working Papers 201570. University of Pretoria: Department of Economics
- Balcilar, M. ; Gupta, R. ; Modise, M.P. ; Muteba Mwamba, J.W. Predicting south African equity premium using domestic and global economic policy uncertainty indices: evidence from a Bayesian graphical model. 2016 Front. Finan. Econ.. 13 74-105
Paper not yet in RePEc: Add citation now
Bartov, E. ; Bodnar, G.M. Firm valuation, earnings expectations, and the exchange-rate exposure effect. 1994 J. Financ.. 49 1755-1785
Basher, S.A. ; Sadorsky, P. Day-of-the-week effects in emerging stock markets. 2006 Appl. Econ. Lett.. 13 621-628
Berument, H. ; Kiyamaz, H. The day of the week effect on stock market volatility. 2001 J. Econ. Finan.. 25 181-193
Bouri, E. ; Gupta, R. ; Hosseini, S. ; Lau, C.K.M. Does global fear predict fear in BRICS stock markets? Evidence from a Bayesian graphical structural VAR model. 2018 Emerg. Mark. Rev.. 34 124-142
Caporale, G.M. ; Hunter, J. ; Ali, F.M. On the linkages between stock prices and exchange rates: evidence from the banking crisis of 2007–2010. 2014 Int. Rev. Financ. Anal.. 33 87-103
Chang, E.C. ; Pinegar, J.M. ; Ravichandran, R. International evidence on the robustness of the day-of-the-week effect. 1993 J. Financ. Quant. Anal.. 28 497-513
Chen, A.H. ; Siems, T.F. The effects of terrorism on global capital markets. 2004 Eur. J. Polit. Econ.. 20 349-366
Chesney, M. ; Reshetar, G. ; Karaman, M. The impact of terrorism on financial markets: an empirical study. 2011 J. Bank. Financ.. 35 253-267
Christou, C. ; Cunado, J. ; Gupta, R. ; Hassapis, C. Economic policy uncertainty and stock market returns in PacificRim countries: evidence based on a Bayesian panel VAR model. 2017 J. Multinatl. Financ. Manag.. 40 92-102
Chulia, H. ; Gupta, R. ; Uribe, J.M. ; Wohar, M.E. Impact of US uncertainties on emerging and mature markets: evidence from a Quantile-vector autoregressive approach. 2017 J. Int. Financ. Mark. Inst. Money. 48 178-191
- Cohen, A. The odd story of the law that dictates how government shutdowns work. 2013, September 28 The Atlantic. -
Paper not yet in RePEc: Add citation now
Cornell, B. The weekly patterns in the stock returns cash versus futures: a note. 1985 J. Financ.. 40 583-588
Dakhlaoui, I. ; Aloui, C. The interactive relationship between the US economic policy uncertainty and BRIC stock markets. 2016 Int. Econ.. 145 141-157
Dang, T.L. ; Nguyen, T.M.H. Liquidity risk and stock performance during the financial crisis. 2020 Res. Int. Bus. Financ.. 52 101165-
- Devpura, N. ; Narayan, P.K. Hourly oil price volatility: the role of COVID-19. 2020 Energy Resear. Lett.. 1 -
Paper not yet in RePEc: Add citation now
Dicle, M.F. ; Levendis, J.D. The day-of-the-week effect revisited: international evidence. 2014 J. Econ. Financ.. 38 407-437
Dornbusch, R. ; Fischer, S. Exchange rates and the current account. 1980 Am. Econ. Rev.. 70 960-971
Driesprong, G. ; Jacobsen, B. ; Maat, B. Striking oil: another puzzle?. 2008 J. Financ. Econ.. 89 307-327
Dubois, M. ; Louvet, P. The day-of-the-week effect: the international evidence. 1996 J. Bank. Financ.. 20 1463-1484
El Ghini, A. ; Saidi, Y. Return and volatility spillovers in the Moroccan stock market during the financial crisis. 2017 Empir. Econ.. 52 1481-1504
- Fang, W. Stock return process and expected depreciation over the Asian financial crisis. 2010 Appl. Econ.. 33 905-912
Paper not yet in RePEc: Add citation now
- Fu, M. ; Shen, H. COVID-19 and corporate performance in the energy industry. 2020 Energy Resear. Lett.. 1 1-4
Paper not yet in RePEc: Add citation now
- Gil-Alana, L. ; Claudio-Quiroga, G. The COVID-19 impact on the Asian stock markets. 2020 Asian Econ. Lett.. 1 -
Paper not yet in RePEc: Add citation now
Gu, X. ; Ying, S. ; Zhang, W. ; Tao, Y. How do firms respond to COVID-19? First evidence from Suzhou, China. 2020 Emerg. Mark. Financ. Trade. 56 2181-2197
Hammoudeh, S. ; Kim, W.J. ; Sarafrazi, S. Sources of fluctuations in Islamic, US, EU, and Asia equity markets: the roles of economic uncertainty, interest rate, and stock indexes. 2016 Emerg. Mark. Financ. Trade. 52 1-15
- Harahap, B.A. ; Bary, P. Spillover Effects of Global Liquidity on Indonesia. Global Liquidity and the Impact on SEACEN Economies. 2017 SEACEN Research Centre:
Paper not yet in RePEc: Add citation now
Harahap, B.A. ; Bary, P. ; Panjaitan, L.N. ; Satyanugroho, R. Spillovers of United States and People’s Republic of China shocks on Small Open Economies: The Case of Indonesia. 2016 Asian Development Bank:
Haroon, O. ; Rizvi, S.A.R. Flatten the curve and stock market liquidity—an inquiry into emerging economies. 2020 Emerg. Mark. Financ. Trade. 56 2151-2161
He, P. ; Sun, Y. ; Zhang, Y. ; Li, T. COVID-19’s impact on stock prices across different sectors—an event study based on the Chinese stock market. 2020 Emerg. Mark. Financ. Trade. 56 2198-2212
Hui, T.K. Day-of-the-week effects in US and Asia–Pacific stock markets during the Asian financial crisis: a non-parametric approach. 2005 Omega. 33 277-282
Istiak, K. ; Alam, M.R. US economic policy uncertainty spillover on the stock markets of the GCC countries. 2020 J. Econ. Stud.. 47 36-50
- Iyke, B. COVID-19: the reaction of US oil and gas producers to the pandemic. 2020 Energy Resear. Lett.. 1 -
Paper not yet in RePEc: Add citation now
- Iyke, B. Economic policy uncertainty in times of COVID-19 pandemic?. 2020 Asian Econ. Lett.. 1 -
Paper not yet in RePEc: Add citation now
- Joseph, N.L. Modelling the impacts of interest rate and exchange rate changes on UK stock returns. 2002 Derivat. Use Trad. Regul.. 7 306-323
Paper not yet in RePEc: Add citation now
Kanas, A. ; Yannopoulos, A. Comparing linear and nonlinear forecasts for stock returns. 2001 Int. Rev. Econ. Financ.. 10 383-398
Kim, J.S. The spillover effects of target interest rate news from the US fed and the European Central Bank on the Asia-Pacific stock markets. 2009 J. Int. Financ. Mark. Inst. Money. 19 415-431
Li, X.M. ; Peng, L. US economic policy uncertainty and co-movements between Chinese and US stock markets. 2017 Econ. Model.. 61 27-39
Liang, C.C. ; Troy, C. ; Rouyer, E. The stock price impact of domestic and foreign economic policy uncertainty: evidence from China. 2020 Econ. Bull.. 40 1747-1755
Liang, C.C. ; Troy, C. ; Rouyer, E. US uncertainty and Asian stock prices: evidence from the asymmetric NARDL model. 2020 North Am. J. Econ. Finan.. 51 101046-
Lins, K.V. ; Servaes, H. ; Tamayo, A. Social capital, trust, and firm performance: the value of corporate social responsibility during the financial crisis. 2017 J. Financ.. 72 1785-1824
MacDonald, R. ; Taylor, M.P. Exchange rate economics: a survey. 1992 IMF Staff. Pap.. 39 1-57
Mensi, W. ; Hammoudeh, S. ; Reboredo, J.C. ; Nguyen, D.K. Do global factors impact BRICS stock markets? A quantile regression approach. 2014 Emerg. Mark. Rev.. 19 1-17
Mensi, W. ; Hammoudeh, S. ; Yoon, S.M. ; Nguyen, D.K. Asymmetric linkages between BRICS stock returns and country risk ratings: evidence from dynamic panel thresholds models. 2016 Rev. Int. Econ.. 24 1-19
Mishra, A.K. ; Rath, B.N. ; Dash, A.K. Does the Indian financial market nosedive because of the COVID-19 outbreak, in comparison to after demonetisation and the GST?. 2020 Emerg. Mark. Financ. Trade. 56 2162-2180
- Narayan, P.K. Did bubble activity intensify during COVID-19?. 2020 Asian Econ. Lett.. 1 -
Paper not yet in RePEc: Add citation now
- Narayan, P.K. Oil price news and COVID-19-is there any connection?. 2020 Energy Resear. Lett.. 1 1-4
Paper not yet in RePEc: Add citation now
Narayan, P.K. ; Phan, D.H.B. ; Narayan, S. Technology-investing countries and stock return predictability. 2018 Emerg. Mark. Rev.. 36 159-179
Narayan, P.K. ; Popp, S. A new unit root test with two structural breaks in level and slope at unknown time. 2010 J. Appl. Stat.. 37 1425-1438
Newey, W.K. ; West, K.D. Hypothesis testing with efficient method of moments estimation. 1987 Int. Econ. Rev.. 28 777-787
Nyberg, H. ; Ponka, H. International sign predictability of stock returns: the role of the United States. 2016 Econ. Model.. 58 323-338
Phan, D.H.B. ; Narayan, P.K. Country responses and the reaction of the stock market to COVID-19—a preliminary exposition. 2020 Emerg. Mark. Financ. Trade. 56 2138-2150
Phan, D.H.B. ; Nguyen, T.T. ; Nguyen, D.T. A study of Indonesia’s stock market: how predictable is it?. 2019 Bull. Monet. Econ. Bank.. 21 465-476
Phan, D.H.B. ; Sharma, S.S. ; Narayan, P.K. Stock return forecasting: some new evidence. 2015 Int. Rev. Financ. Anal.. 40 38-51
Phylaktis, K. ; Ravazzolo, F. Stock prices and exchange rate dynamics. 2005 J. Int. Money Financ.. 24 1031-1053
- Prabheesh, K.P. ; Padhan, R. ; Garg, B. COVID-19 and the oil price—stock market nexus: evidence from net oil-importing countries. 2020 Energy Res. Lett.. 1 -
Paper not yet in RePEc: Add citation now
- Prabheesh, P.K. Dynamics of foreign portfolio investment and stock market returns during the COVID-19 Pandemic: Evidence from India. 2020 Asian Econ. Lett.. 1 -
Paper not yet in RePEc: Add citation now
- Qin, M. ; Su, C. ; Zhang, S.P. Tourism and unemployment in Hong Kong: Is there any interaction?. 2020 Asian Econ. Lett.. 1 -
Paper not yet in RePEc: Add citation now
Rahman, R.E. Understanding Indonesia’s exchange rate behavior. 2019 Stud. Econ. Financ.. -
Rahman, R.E. ; Ermawati, E. An analysis of herding behavior in the stock market: a case study of the Asean-5 and the United States. 2020 Bull. Monetary Econ. Bank.. 23 297-318
Rapach, D.E. ; Strauss, J.K. ; Zhou, G. International stock return predictability: what is the role of the United States?. 2013 J. Financ.. 68 1633-1662
Rumondor, B. ; Bary, P. Capital flows and bank risk-taking behavior: evidence from Indonesia. 2020 J. Central Bank. Theory Pract.. 9 33-53
- Ryu, D. ; Ryu, D. ; Yang, H. Investor sentiment, market competition, and financial crisis: evidence from the Korean stock market. 2019 Emerg. Mark. Financ. Trade. 56 1804-1816
Paper not yet in RePEc: Add citation now
- Salisu, A. ; Sikiru, A. Pandemics and the Asia-Pacific Islamic Stocks. 2020 Asian Econ. Lett.. 1 -
Paper not yet in RePEc: Add citation now
Sarwar, G. ; Khan, W. The effect of US stock market uncertainty on emerging market returns. 2017 Emerg. Mark. Financ. Trade. 53 1796-1811
- Sharma, S.S. A note on the Asian market volatility during the COVID-19 pandemic. 2020 Asian Econ. Lett.. 1 -
Paper not yet in RePEc: Add citation now
Sharma, S.S. ; Phan, D.H.B. ; Narayan, P.K. Exchange rate effects of US government shutdowns: Evidence from both developed and emerging markets. 2019 Emerg. Mark. Rev.. 40 -
Shen, H. ; Zhang, M. ; Liu, R. ; Hou, F.G. Economic policy uncertainty and corporate innovation: evidence from China. 2020 Asian Econ. Lett.. 1 1-6
Sum, V. The ASEAN stock market performance and economic policy uncertainty in the United States. 2013 Econ. Papers: J. Appl. Econ. Policy. 32 512-521
- UNCTAD, General Profile: Indonesia. 2019 En : United Nations Conference on Trade and Development. :
Paper not yet in RePEc: Add citation now
Vidya, C.T. ; Prabheesh, K.P. Implications of COVID-19 pandemic on the global trade networks. 2020 Emerg. Mark. Financ. Trade. 56 2408-2421
- Walshe, S. The Costs of the Government Shutdowns. 2013, 17 October ABC News:
Paper not yet in RePEc: Add citation now
- Wang, Y. ; Zhang, D. ; Wang, X. ; Fu, Q. How does COVID-19 affect China’s insurance market?. 2020 Emerg. Mark. Financ. Trade. 56 2350-2362
Paper not yet in RePEc: Add citation now
Warjiyo, P. Central bank policy mix: key concepts and Indonesia’s experience. 2016 Bull. Monet. Econ. Bank.. 18 379-408
- Warjiyo, P. ; Juhro, S.M. Central Bank Policy. 2019 Emerald Publishing Ltd.:
Paper not yet in RePEc: Add citation now
- Wearden, G. US Shutdown: A Guide for Non-Americans. 2013, 1 October The Guardian:
Paper not yet in RePEc: Add citation now
Wei, Y. ; Qin, S. ; Li, X. ; Zhu, S. ; Wei, G. Oil price fluctuation, stock market and macroeconomic fundamentals: evidence from China before and after the financial crisis. 2019 Financ. Res. Lett.. 30 23-29
Xiong, H. ; Wu, Z. ; Hou, F. ; Zhang, J. Which firm-specific characteristics affect the market reaction of Chinese listed companies to the COVID-19 pandemic?. 2020 Emerg. Mark. Financ. Trade. 56 2231-2242
Zhang, J. ; Lai, Y. ; Lin, J. The day-of-week effects of stock markets in different countries. 2017 Financ. Res. Lett.. 20 47-62