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Nur Hidayah

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Sep 2026

Resilience or contagion? Ex-ante vs ex-post time-varying correlation between conventional, Islamic and sustainable stocks in Indonesia

This study aims to examine whether the interconnections among Indonesia’s conventional (financial times stock exchange [FTSE] Indonesia), Islamic (Indonesia stock exchange [IDX] Shariah) and sustainable (SRI-KEHATI) stock indices reflect structural integration or externally driven contagion, and how these linkages...

Faisal Arief Kamil, Ahmad Rodoni, Nur Hidayah · 0 citations

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