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Abstrak :
Penelitian ini bertujuan untuk mengetahui pengaruh integrasi sistem perbankan terhadap kemungkinan terjadinya penularan risiko likuiditas antar sistem perbankan pada periode 2000-2012. Dengan menggunakan metode regresi spasial untuk melihat pengaruh sistem perbankan di suatu wilayah terhadap sistem perbankan di wilayah lainnya, hasil penelitiian ini membuktikan bahwa probabilitas kebangkrutan suatu sistem perbankan secara signifikan berpengaruh positif terhadap probabilitas kebangkrutan sistem perbankan lain. Apabila terjadi kekurangan likuiditas pada salah satu sistem perbankan pada sistem yang terintegrasi maka hal tersebut dapat menyebabkan masalah likuiditas sistem lainnya. Selain itu penelitian ini juga membuktikan bahwa suatu sistem perbankandapat meningkatkan stabilitasnya apa bila ia dengan sistem perbankan yang lebih stabil.

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This research aims to determine the effect of banking system integration against probability of liquidity risk transmission across banking systems during 2000-2012. By using Spatial Regression to see how a region's banking system might affect other regions' banking systems, this research has proven that a banking system's probability of bankruptcy significantly affects other banking systems' probability of bankruptcy. Liquidity shortage of a certain banking system that is integrated to other banking systems, can cause liquidity shortage to the other banking systems as well. In addition, this study has also proven that a banking system can increase its stability by being connected to a more stable banking system.

Abstrak :
This article contributes to country specific result on the responses of sector stock indices to crude oil price changes. Using linear and asymmetric models and by studying the association of crude oil and stock price, this article aims to explain about the short-term responses of Indonesian sector stock indices to crude oil price changes. Besides, we also try to figure out whether there are asymmetric responses within. Our findings suggest that the strength and the sensitivity of this association vary across sectors, and the effects are positive for all sectors. We also find strong significance of asymmetry reactions for Agriculture and Consumer Goods sector stock returns due to changes in crude oil price.