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R. Setiawati

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Open access Aug 2026

Policy Uncertainty and Asymmetric Volatility in Indonesia's Financial Sector: EGARCH Evidence

Purpose – This study examines the effects of domestic and global economic policy uncertainty on Indonesia's financial sector volatility, given its dominant market position and sensitivity to regulatory and capital flow shocks. Design/methodology/approach – Monthly IDX Financial Index (JKFINA/IDXFINANCE) returns from Ja...

Mohammad Syifaul Qulub, R. Setiawati · 0 citations

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