Nuswantoro, Muhammad Mikhail and Putu Mahardika Adi Saputra, (2022) Analisis Kasus Covid-19 dan Lockdown Terhadap Pasar Saham di Negara Amerika Serikat, Inggris, Perancis, Italia, dan Spanyo. Sarjana thesis, Universitas Brawijaya.
Abstract
Pada tahun 2020, dunia dikejutkan oleh pandemi COVID-19. Pandemi mempengaruhi sektor ekonomi, terutama di pasar saham. Penyebaran pandemi membuat negara-negara menerapkan kebijakan lockdown. Dalam makalah ini, penelitian ini mengkaji respon pasar saham terhadap pandemi COVID-19 dan kebijakan lockdown. Dengan menggunakan kasus konfirmasi dan kematian harian, variabel dummy untuk lockdown, dan pengembalian saham dari lima negara maju dengan kasus tertinggi dari Januari hingga Desember 2020, analisis kami menggunakan panel data regresi dengan Random effect Model Penelitian ini menemukan pengembalian pasar saham kekhawatiran terhadap pertumbuhan kasus COVID -19 dan kebijakan penangkapan mempengaruhi kinerja saham pasar. Studi ini mengimplikasikan negara harus mengambil tindakan preventif untuk melindungi saham pasar dari pandemi dan lockdown dapat menstabilkan saham pasar dari pandemi..
English Abstract
In 2020, the world was shocked by the COVID-19 pandemic. The pandemic affected economic sectors, especially in stock markets. The spread of the pandemic made countries implement lockdown policy. In this paper, we examine the stock markets' response to the COVID-19 pandemic and lockdown policy. Using daily confirmed and death cases, a dummy variable for lockdown, and stock return from five developed countries with the highest cases from January to December 2020, our analysis used panel data regression with random effects. We find the stock market's return reacts to the growth of COVID-19 cases and the lockdown policy influence the stock market performance. We implicate countries should take preventive action to protect the stock market from the pandemic and lockdown can stabilize the stock market from pandemic
Other obstract
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| Item Type: | Thesis (Sarjana) |
|---|---|
| Identification Number: | :0522020457 |
| Uncontrolled Keywords: | COVID-19, lockdown, pandemic, return saham, COVID-19, lockdown, pandemic, stock return |
| Subjects: | 300 Social sciences > 330 Economics |
| Divisions: | Fakultas Ekonomi dan Bisnis > Ilmu Ekonomi |
| Depositing User: | Nur Cholis |
| Date Deposited: | 18 Jul 2023 03:21 |
| Last Modified: | 18 Jul 2023 03:21 |
| URI: | http://repository.ub.ac.id/id/eprint/201927 |
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