Irene Rini Demi Pangestuti
Biographic Data
| ID | 1100318 |
|---|---|
| NAME | Irene Rini Demi Pangestuti |
| GIVEN NAMES | Irene Rini Demi |
| FAMILY NAME | Pangestuti |
| SIGNATURE | PANGESTUTI I R D |
| AFFILIATIONS | Diponegoro University |
| ORCID | 0000-0003-3008-0972 |
| VERIFIED | Yes |
| TOTAL WORKS | 4 |
| TOTAL CITATIONS | 0 |
| AUTHOR COUNT | 4 |
| EDITOR COUNT | 0 |
| FIRST PUBLICATION YEAR | 2020 |
| LATEST PUBLICATION YEAR | 2024 |
| H-INDEX | 0 |
Macroeconomic Factors and Jakarta Stock Exchange
The COVID-19 pandemic outbreak has caused disruptions in various aspects of life and the economy, including the movement of stock indexes. The objective of this study is to examine the influence of macroeconomic factors on the volatility of the Jakarta Composite Index both before and after the COVID-19 pandemic. Monthly secondary data from June 2007 to December 2019 were analyzed to identify pre-COVID trends, while data from June 2007 to December…
Dividend policy in Indonesian banking sector during Covid-19 pandemic period
This research examines the effect of the crisis caused by the COVID-19 pandemic on the dividend policy in banking companies in Indonesia with the focus on the 2014 to 2020 period. The samples were selected using the purposive sampling method, and the data were analyzed statistically using dynamic panel data regression with two estimation techniques which include the first difference generalized method of moments (FD-GMM) and the system generalize…
Asean-5 and Crypto Hedge Fund
This study aims to compose a portfolio consisting crypto hedge fund and ASEAN-5 stock market and to examine the hedging effect of crypto hedge fund against those stock markets. This study employs dynamic portfolio approach using data from the period of July 2013 to August 2021. This analysis finds that crypto hedge fund can provide hedging effect against ASEAN-5 stock portfolio resulting in hedging effectiveness with positive value. Crypto hedge …
Cryptocurrencies
Previous studies have shown that cryptocurrencies could hedge equities. However, most of those studies did not take into account the recent cryptocurrencies bubbles in 2018 and domestic currencies. Therefore, this research aimed to study whether the hedge effectiveness of cryptocurrencies still exists. This research used five cryptocurrencies (bitcoin, ethereum, monero, ripple, and litecoin), equity indices (Indonesia, Malaysia, Vietnam, Thailand…
No prominent works on this page.
Cryptocurrencies
Previous studies have shown that cryptocurrencies could hedge equities. However, most of those studies did not take into account the recent cryptocurrencies bubbles in 2018 and domestic currencies. Therefore, this research aimed to study whether the hedge effectiveness of cryptocurrencies still exists. This research used five cryptocurrencies (bitcoin, ethereum, monero, ripple, and litecoin), equity indices (Indonesia, Malaysia, Vietnam, Thailand…
Asean-5 and Crypto Hedge Fund
This study aims to compose a portfolio consisting crypto hedge fund and ASEAN-5 stock market and to examine the hedging effect of crypto hedge fund against those stock markets. This study employs dynamic portfolio approach using data from the period of July 2013 to August 2021. This analysis finds that crypto hedge fund can provide hedging effect against ASEAN-5 stock portfolio resulting in hedging effectiveness with positive value. Crypto hedge …
Dividend policy in Indonesian banking sector during Covid-19 pandemic period
This research examines the effect of the crisis caused by the COVID-19 pandemic on the dividend policy in banking companies in Indonesia with the focus on the 2014 to 2020 period. The samples were selected using the purposive sampling method, and the data were analyzed statistically using dynamic panel data regression with two estimation techniques which include the first difference generalized method of moments (FD-GMM) and the system generalize…
Macroeconomic Factors and Jakarta Stock Exchange
The COVID-19 pandemic outbreak has caused disruptions in various aspects of life and the economy, including the movement of stock indexes. The objective of this study is to examine the influence of macroeconomic factors on the volatility of the Jakarta Composite Index both before and after the COVID-19 pandemic. Monthly secondary data from June 2007 to December 2019 were analyzed to identify pre-COVID trends, while data from June 2007 to December…
Economics (4 works) · Business (3 works) · Econometrics (3 works) · Finance (3 works) · Corporate Governance and Financial Management (2 works) · Financial Analysis and Corporate Governance (2 works) · Financial economics (2 works) · Financial Risk and Volatility Modeling (2 works) · Hedge (2 works) · Hedge fund (2 works)