PSU Faculty Portal

Associate Professor

1/9/2006 - 7/26/2018

STIE Malangkucecwara

Malang,Indonesia

Visiting Professor

8/2/2009 - 12/30/2009

University of Brunei Darussalam

Brunei,Brunei

Visiting Professor

7/2/2012 - 7/31/2012

SolBridge International School of Business, Woosong University

Daejon,South Korea

Visiting Professor

7/26/2013 - 2/1/2014

SolBridge International School of Business, Woosong University

Daejon,South Korea

Eddy Suprihadi Suprihadi E. ,Nevi Danila Danila N. ,Zaiton Ali Ali Z. ,Gede Pramudya Ananta Ananta G.P.

International Journal of Financial Studies 2026-03-01

Interpretable Deep Learning for REIT Return Forecasting: A Comparative Study of LSTM, TVP–VAR Proxy, and SHAP-Based Explanations

Eddy Suprihadi Suprihadi E. ,Nevi Danila Danila N. ,Zaiton Ali Ali Z. ,Gede Pramudya Ananta Ananta G.P.

Information (Switzerland) 2026-02-01

Explainable Ensemble Learning for Predicting Stock Market Crises: Calibration, Threshold Optimization, and Robustness Analysis

Nevi Danila Danila N.

Asian Journal of Accounting Research 2026-01-01

Do ESG factors matter? An analysis of abnormal stock returns in ASEAN-5 countries

Usama Saleem and Umara Noreen and Attayah Shafique and Nevi Danila

2025-10-05

Downside risk applied to bankruptcy predicting models

Nevi Danila

2025-08-23

Connectedness of Dynamic Volatility Over Green Cryptos, the ESG Indices, and Gold: TVP-VAR Approach

Eddy Suprihadi Suprihadi E. ,Nevi Danila Danila N. ,Zaiton Ali Ali Z.

Technology, Market, and Complexity 2025-06-01

Enhancing financial product forecasting accuracy using EMD and feature selection with ensemble models

Nevi Danila Danila N. ,Priyanka Aggarwal Aggarwal P.

Asian Journal of Accounting Research 2025-01-02

Foreign exchange market herd behaviour: empirical study in ASEAN-5 countries

Nevi Danila Danila N.

Cogent Economics and Finance 2025-01-01

Interconnected dynamics of REITs and other financial Instruments in ASEAN: a comprehensive analysis

Nevi Danila Danila N.

SAGE Open 2025-01-01

Connectedness of Dynamic Volatility Over Green Cryptos, the ESG Indices, and Gold: TVP-VAR Approach

Usama Saleem Saleem U. ,Umara Noreen Noreen U. ,Attayah Shafique Shafique A. ,Nevi Danila Danila N.

Cogent Economics and Finance 2025-01-01

Downside risk applied to bankruptcy predicting models

Nevi Danila Danila N. ,Noor Azlinna Azizan Azizan N.A. ,Eddy Suprihadi Suprihadi E. ,Bunyamin Bunyamin Bunyamin B.

Global Business Review 2024-12-01

Dynamic Co-movement and Volatility Spillover Effect Between Sukuk and Conventional Bonds: A Comparison Study Between ASEAN and GCC

Nevi Danila Danila N.

International Journal of Financial Studies 2024-09-01

Financial Interdependencies: Analyzing the Volatility Linkages between Real Estate Investment Trusts, Sukuk, and Oil in GCC Countries

Eddy Suprihadi Suprihadi E. ,Nevi Danila Danila N.

Global Business Review 2024-01-01

Forecasting ESG Stock Indices Using 
a Machine Learning Approach

Chaker Aloui Aloui C. ,Lama Al-Kayed Al-Kayed L. ,Alam Asadov Asadov A. ,Nevi Danila Danila N.

Defence and Peace Economics 2024-01-01

Geopolitical Risk and Stock-Bond Interplay: A Comparative Study of Islamic and Conventional Assets in the GCC

Nevi Danila Danila N.

PLoS ONE 2023-10-01

Spillover of volatility among financial instruments: ASEAN-5 and GCC market study

Nevi Danila Danila N. , Bunyamin Bunyamin ,Ahmad Djalaluddin Djalaluddin A. ,Yudha Fathony Fathony Y.

SAGE Open 2023-10-01

Do Foreign Fund Flows Influence the Stock Market Index? Evidence From Indonesia

Nevi Danila Danila N.

Journal of Indonesian Economy and Business 2023-05-01

REVISITING FINANCIAL VOLATILITY IN THE INDONESIAN ISLAMIC STOCK MARKET: GARCH - MIDAS APPROACH

Nevi Danila Danila N.

Buletin Ekonomi Moneter dan Perbankan/Monetary and banking economics bulletin 2023-01-01

BONDS AND SUKUK MARKETS UNDER COVID 19: AN EMPIRICAL STUDY OF EMERGING MARKETS

Nevi Danila Danila N.

Global Business Review 2023-01-01

Herding Behaviour in ESG Stock Index: Evidence from Emerging Markets

Nevi Danila Danila N. ,Noor Azlina Azizan Azizan N.A. ,Umara Noreen Noreen U.

International Journal of Business and Globalisation 2023-01-01

A comparative study between retail sukuk and retail bonds in Indonesia

Moch Mahsun Mahsun M. ,Ahmad Djalaluddin Djalaluddin A. ,Nur Asnawi Asnawi N. ,Nanik Wahyuni Wahyuni N. ,Nevi Danila Danila N. ,Mohammad Mahbubi Ali Ali M.M.

KARSA 2022-12-31

Green Waqf: Sustainable Surplus Perspective Balanced Scorecard Analysis

Nevi Danila Danila N.

Sustainability (Switzerland) 2022-10-01

Random Walk of Socially Responsible Investment in Emerging Market

Nevi Danila Danila N. ,Yousef Shahwan Shahwan Y. ,Adeastri Aulia Aulia A.

Afro-Asian Journal of Finance and Accounting 2022-01-01

Performance of conventional banks vs. Islamic banks: evidence from Indonesia

Chaker Aloui Aloui C. ,Alam Asadov Asadov A. ,Lama Al-kayed Al-kayed L. ,Besma Hkiri Hkiri B. ,Nevi Danila Danila N.

North American Journal of Economics and Finance 2022-01-01

Impact of the COVID-19 outbreak and its related announcements on the Chinese conventional and Islamic stocks’ connectedness

Sheela Sundarasen Sundarasen S. ,Kamilah Kamaludin Kamaludin K. ,Izani Ibrahim Ibrahim I. ,Usha Rajagopalan Rajagopalan U. ,Nevi Danila Danila N.

Sustainability (Switzerland) 2021-06-01

Auditors, underwriters, and firm owners’ interaction in an ipo environment: The case of oecd nations

Nevi Danila Danila N. ,Kamilah Kamaludin Kamaludin K. ,Sheela Sundarasen Sundarasen S. ,Bunyamin Bunyamin Bunyamin B.

Journal of Islamic Accounting and Business Research 2021-01-01

Islamic index market sentiment: evidence from the ASEAN market

Rohana Ngah Ngah R. ,Noor Azlinna Azizan Azizan N.A. ,Mohd Ali Bahari Abdul Kadir Kadir M.A.B.A. ,Ramayah Thuraisamy Thuraisamy R. ,Zaleha Mohamad Mohamad Z. ,Nevi Danila Danila N.

Malaysian Journal of Consumer and Family Economics 2021-01-01

Exploring antecedents of online purchasing behavioral intention of generation z: An integrated model of four theories

Nevi DANILA DANILA N. ,Umara NOREEN NOREEN U. ,Noor Azlinna AZIZAN AZIZAN N.A. ,Muhammad FARID FARID M. ,Zaheer AHMED AHMED Z.

Journal of Asian Finance, Economics and Business 2020-01-01

Growth Opportunities, Capital Structure and Dividend Policy in Emerging Market: Indonesia Case Study

Nevi Danila Danila N. ,Yousef Shahwan Shahwan Y. ,Zaiton Ali Ali Z. ,Ahmad Djalaluddin Djalaluddin A.

Humanities and Social Sciences Reviews 2019-09-03

The linkages between financial literacy and its application in financial decision-making among academicians in Indonesia

Nevi Danila Danila N. ,Chia-Hsing Huang Huang C.-H.

Afro-Asian Journal of Finance and Accounting 2016-01-01

The determinants of exchange rate risk management in developing countries: Evidence from Indonesia

Nevi Danila Danila N.

Asian Journal of Business and Accounting 2012-01-01

Estimating the risk of mutual funds in Indonesia by employing Value at Risk (VaR)