Systemic Risk Analysis of Some Sharia Share in Jakarta Islamic Index
نویسندگان
چکیده
When investing, investors tend to only pay attention the Risk of value owned by an individual stock (Value at Risk) when there is a risk another, namely systemic Risk. Systemic that has overall effect on another. Risks Islamic issues are discussed in this study. This study analyzed whether any significant relationship between stocks with calculated using Conditional Value (CoVaR) estimated Quantile Regression Model (QRM). Based data processing results, highest PT Astra Agro Lestari, Tbk (AALI), whereas PT. International, (ASII). indicates no and
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ژورنال
عنوان ژورنال: International Journal of Business, Economics, and Social Development
سال: 2022
ISSN: ['2722-1164', '2722-1156']
DOI: https://doi.org/10.46336/ijbesd.v3i4.351