The effect of COVID-19 monetary crisis on investment performance of V financial instruments : Bitcoin, IHSG, USD, Gold, and Oil

About Us

Ipmi Repository is an online archive service which is managed by IPMI Library - Learning Resource Center. Established for collecting, managing, saving, preserving and disseminating digital copies of intellectual output of IPMI International Business School such as academic journal, books, theses, Group Field Project, Community Involvement Project, Case Study, conference paper, and other types of research publication. The main objective of this repository is to provide long-term, public, open access and easily retrieve to the digital collection to support teaching-learning process.

"Knowledge without observation is nil"

Kelvin, Markov Cornelius (2023) The effect of COVID-19 monetary crisis on investment performance of V financial instruments : Bitcoin, IHSG, USD, Gold, and Oil. Graduate thesis, Sekolah Tinggi Manajemen Ipmi.

[img] Text
Markov Cornelius Kelvin.pdf
Restricted to Registered users only
Download (5MB)

Abstract

This thesis, which is in the finance field of study, explores the impact of the COVID-19 monetary crisis on five key financial intruments : bitcoin, IHSG, USD, Gold, and Oil. In the midst of the pandemic's market turbulence, the research examines variations in returns, risks, variances, and the probability of loss across these assets. Using purposive sampling and historical data from 2017 to 2022, quantitative methods including t-tests, wilcoxon signed rank tests, f-tests, and Z-tests are employed to distill insights. The analysis reveals consistent returns across all investment pairs, implying comparable investment potential. The pandemic minimally affects returns, variances, and loss probabilities, highlighting instrument resilience during financial upheaval, While variances vary significantly among the instruments, the probability of loss remains relatively uniform. Nuanced disparities emerge in some variances and loss probabilities, notably between gold and IHSG during the pandemic era. These findings empower investors and portfolio managers to make informed decisions, endorse long-tern investment strategies, and advocate for risk diversification. Financial institutions can leverage these insights for innovative product development, while regulators can base policies on empirical research, bolstering financial landscape resilience. The research offers a blueprint for future investigations into financial instrument performance during crises, promising a deeper understanding of market dynamics and effective decision-making strategies amid uncertainty. This study illuminates the performance, stability, and risk-return profiles of Bitcoin, IHSG, USD, Gold, and Oil. Independently and amid the COVID-19 pandemic. It underscores instrument resilience during turbulent financial periods, providing guidance for investors, portfolio managers, financial institutions, and regulators navigating financial markets during crises and uncertainty.

Item Type: Thesis (Graduate)
Subjects: H Social Sciences > H Social Sciences (General)
Divisions: Thesis > Master of Business Administration
Depositing User: Dede Faujiah
Date Deposited: 15 Dec 2023 08:14
Last Modified: 15 Dec 2023 08:14
URI: http://repository.ipmi.ac.id/id/eprint/2322

Actions (login required)

View Item View Item