Influence of Relationship Marketing, And Green Marketing Toward Business Sustainability On Msmes Kab. Bandung.

Abstract

Country index Crash risk is part of risk management that is interesting and important to research. Study of country index crash risk helping investors to make better decisions and manage risk. This study aims to determine the effect of Investor Sentiment, Exchange Rate, and Net Foreign Portfolio Investment on the Country Index Crash risk. Novelty This study uses Net Foreign Portfolio Investment as a moderating variable and a sample of all countries. Crash risk research is usually firm, but this study uses the country level. Research Methods this study uses secondary data from the World Bank and the investing.com website. The dependent variable s the Country Index Crash risk, which is proxied by CRASH, NCSKEW, and DUVOL. Sample The data analysis method is the logistic regression panel data, and OLS regression with a clustered standard error two dimensions approach will process with Eviews software. Binary logit regression used for the dependent variable is a dummy variable, one if there is a crash risk and 0 if there is no crash risk. Meanwhile, OLS regression with a clustered standard error two dimensions approach tests dependent variables (crash risk as proxied by NCSKEW and DUVOL). Finding/Results this study indicate that investor sentiment has a positive and significant effect on the Country Index Crash risk (Proxy: CRASH). Net Foreign Portfolio Investment and investor sentiment have a positive and significant effect on Country Index Crash risk (Proxy: NCSKEW), and Net Foreign Portfolio Investment further strengthens the exchange rate and investor sentiment on Country Index Crash risk (Proxy: NCSKEW). This study also shows a positive and significant effect of Net Foreign Portfolio Investment and investor sentiment on Country Index Crash risk (Proxy: DUVOL). In addition, Net Foreign Portfolio Investment further strengthens the influence of the exchange rate and investor sentiment on Country Index Crash risk (Proxy: DUVOL)