This study evaluates volatility forecasts and systemic-risk indicators for four Indonesian state-owned banks (BBRI, BBTN, BMRI, and BBNI) from January 2010 to December 2025. Random Forest (RF) and Gradient Boosting (GB) models use information available at each forecast origin and are tuned by expanding-window validatio...
Nono Heryana, N. Nugraha, Maya Sari et al.· Statistics, Optimization &am...· 0 citations
Global commodity shocks and changing financial conditions can influence economic and financial resilience in emerging economies through interconnected international and domestic markets. Understanding these transmission mechanisms is important for assessing the vulnerability of emerging-market economies to external dis...
Qiao Ying Low, A. D. Zainudin, Nurhuda Nizar et al.· Journal of International Bus...· 0 citations
This study aims to explore the intellectual context of research on digital transformation in local governments to integrate fragmented streams of research into a coherent body of knowledge. To this end, it analyzes the growth, conceptual development, research hotspots, knowledge base, research methods and future re...
Edem Lekettey, N. Nugraha, H. Monoarfa et al.· Journal of Science and Techn...· 0 citations
This study aims to analyze the Indonesian capital market's response to the launch of Indonesian Wealth Fund (Danantara) as a strategic initiative of the government's fiscal digitalization on February 24, 2025, focusing on the shares of major state-owned banks, namely BBRI, BMRI, BBNI, and BBTN. This study examines five...
C. Wijayangka, N. Nugraha, Maya Sari et al.· Dinasti International Journa...· 0 citations
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