Kustina, Lisa; Sudarsono, Rachmat; Effendi, Nury - In: Cogent economics & finance 12 (2024) 1, pp. 1-16
This study evaluates the relationship investor sentiment, exchange rate volatility, net foreign portfolio investment and the country index crash risk. The moderating variable, net foreign portfolio investment, is introduced. While previous crash risk studies typically focus on individual firms,...
