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Ditemukan 152 dokumen yang sesuai dengan query
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Yuan Yang, author
Jakarta: Bank Indonesia Insitute, 2019
332 BEMP 22:3 (2019)
Artikel Jurnal  Universitas Indonesia Library
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Chioma Peace Nwosu, author
ABSTRAK This paper evaluates monetary policy transmission in both tranquil and turbulent periods for Mexico, Indonesia, Nigeria, and Turkey. Using a structural vector autoregressive model, we find that the effect of structural shocks from supply, demand,and financial sources tend to fizzle out faster for Nigeria and Mexico compared toIndonesia and Turkey....
Jakarta: Bank Indonesia Insitute, 2019
332 BEMP 22:3 (2019)
Artikel Jurnal  Universitas Indonesia Library
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Harald Kinateder, author
ABSTRAK We use a generalized autoregressive conditional heteroskedasticity dummy approach to analyze the influence of calendar anomalies on conditional daily returns and risk for the stock markets of Brazil, Russia, India, China, and South Africa from 1996 ...
Jakarta: Bank Indonesia Insitute, 2019
332 BEMP 22:2 (2019)
Artikel Jurnal  Universitas Indonesia Library
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Jie Zhu, author
ABSTRAK The expected equity risk premium is a key input in various financial applications. Different methods exist for estimating the risk premium. This paper applies two approaches to estimate it in the markets of Greater China. More specifically, the historical average and relative estimation are carefully examined. The...
Jakarta: Bank Indonesia Insitute, 2019
332 BEMP 22:2 (2019)
Artikel Jurnal  Universitas Indonesia Library
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Aski Catranti, author
Abstract. This research examines the behavior of stock returns and trading volumes around the ex-dates of rights issue offerings by firms listed in Jakarta Stock Exchange (now is known as Indonesia Stock Exchange, after the merger with Surabaya Stock Exchange) in the period of 2002-2007. This research describes the effect of warrants issue...
Bank Indonesia Cabang Bandung, 2009
J-Pdf
Artikel Jurnal  Universitas Indonesia Library
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Jakarta: Departemen Internasional, Bank Indonesia, 2015
330 PEKKI
Majalah, Jurnal, Buletin  Universitas Indonesia Library
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Yuting Gong, author
ABSTRACT
We propose a dynamic skewed copula to model multivariate dependence in asset returns in a flexible yet parsimonious way. We then apply the model to 50 exchange traded funds. The new copula is shown to have better in sample and out of sample performance than existing copulas. In particular, the...
Jakarta: Bank Indonesia Insitute, 2019
332 BEMP 22:1 (2019)
Artikel Jurnal  Universitas Indonesia Library
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Ning Jiang, author
ABSTRACT
Using data for 341 enterprises listed on the Growth Enterprise Market (GEM) of the Shenzhen Stock Exchange and taking R and D expenditure as an indicator of innovation investment, this paper implements multiple linear regression to test whether venture capital promotes corporate innovation input. It also considers the relationship between...
Jakarta: Bank Indonesia Insitute, 2019
332 BEMP 22:1 (2019)
Artikel Jurnal  Universitas Indonesia Library
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Mansor H. Ibrahim, author
ABSTRACT
This paper empirically assesses the relation between bank performance and capital regulation for Islamic banks from 13 countries and evaluates whether the relation varies with bank size, capital, and liquidity. We find small Islamic banks to be less stable and less profitable, they also cut lending growth as capital regulation...
Jakarta: Bank Indonesia Insitute, 2019
332 BEMP 22:1 (2019)
Artikel Jurnal  Universitas Indonesia Library
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Eliyathamby A Selvanathan, author
ABSTRACT
This paper empirically assesses the relation between bank performance and capital regulation for Islamic banks from 13 countries and evaluates whether the relation varies with bank size, capital, and liquidity. We find small Islamic banks to be less stable and less profitable they also cut lending growth as capital regulation...
Jakarta: Bank Indonesia Insitute, 2019
332 BEMP 22:1 (2019)
Artikel Jurnal  Universitas Indonesia Library