Analysis of United States Quantitative Easing Policy on Real  Output in Indonesia

Viphindrartin, Sebastiana; Yunitasari, Duwi; Wilantari, Regina Niken

doi:10.21776/ub.jiae.2021.009.02.7

Cited by 3 publications

(2 citation statements)

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“…This assertion implies that fluctuations in the price of commodities on the international market could exert a significant influence on the stability of the banking industry. Other notable works that have delved into the macroeconomic determinants of bank stability include Iriani and Yuliadi (2015), Karahano glu and Ercan (2015), Fakhrunnas (2019) and Viphindrartin et al (2021).…”

Section: Literature Reviewmentioning

confidence: 99%

Stability in the banking industry and commodity price volatility: perspective from developing economies

Abaidoo

Agyapong

Boateng

2021

JEAS

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PurposeThis paper aims to examine the effect of volatility in prices of internationally traded commodities (the backbone of most economies) on the stability of the banking industry from three main perspectives; bank liquidity reserves, overall bank risk and bank capital adequacy.Design/methodology/approachData were compiled from various sources for 30 emerging economies from 2002 to 2018 and were analyzed using the two-step system generalized method of moments estimation technique.FindingsThe study finds that all things being equal, the magnitude and direction of impact of commodity price volatility on bank stability among economies in Sub-Saharan African (SSA) depend on the type and nature of the commodity in question; and the bank stability proxy used. For instance, an increase in crude oil prices is found to foster stability in the banking industry (proxied by bank liquid reserves) but insignificant when stability in the banking industry is proxied using other banking sector parameters. Additionally, government effectiveness and corruption control have varying moderating influences on how volatility associated with prices of internationally traded commodities influence various proxies for banking industry stability.Originality/valueThis study highlights the effect of fluctuations in prices of key internationally traded commodities (adjusted for foreign exchange impact) that are important sources of revenue among economies in SSA on banking sector stability from liquidity, overall risk and capital adequacy perspectives. The influential role of governance in the relationship between volatility in the price of commodities and bank stability is also revealed by the study.

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Section: Literature Reviewmentioning

confidence: 99%

Stability in the banking industry and commodity price volatility: perspective from developing economies

Abaidoo

Agyapong

Boateng

2021

JEAS

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“…Recently, Viphindrartin et al. (2021) considered the effects of bank-specific indicators on the stability of the Indonesian financial system.…”

Section: Literature Review and Hypothesis Developmentmentioning

confidence: 99%

The Tunisian Islamic and conventional banks: a performance comparative study

Neifar,

Gharbi

2023

IES

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PurposeThis paper aims to determine whether Islamic banks (IBs) and conventional banks (CBs) in Tunisia are distinguishable from one another based on financial characteristics during the 2005–2014 period covering the 2008 global financial crisis (GFC) and the 2011 Tunisian revolution.Design/methodology/approachFor the comparison between IBs and CBs, 11 hypotheses are formulated to distinguish between the two types of banks. The authors use a univariate analysis based on the multi-dimension figures investigation and a multivariate one based on the robust OLS technique for panel linear regression with mixed effects.FindingsBank-specific factors, dummy and dummy interacting variables indicate that there are differences between Islamic and conventional bank behavior. Both methods show that IBs are more liquid, more profitable and riskier than CBs. Post-2011 Tunisian revolution, small IBs (small CBs) are more (less) solvent, large IBs are more stable and both types of banks are more liquid, which explain why Tunisian governments have relay on bank system to cover budget deficits post-2011 revolution.Originality/valueIn investigating the feature of IBs and CBs from the Tunisian context, the authors take into account the effect of two abnormal events (2008 GFC and 2011 Tunisian revolution) on IBs through interaction variables.

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Characterising the Islamic Financial Cycle in Indonesia Post-Pandemic Era: Markov Switching Approach

Nurfalah,

Rusydiana,

Laila

et al. 2024

Lecture Notes in Networks and Systems

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Analysis of United States Quantitative Easing Policy on Real Output in Indonesia

Cited by 3 publications

References 0 publications

Stability in the banking industry and commodity price volatility: perspective from developing economies

Stability in the banking industry and commodity price volatility: perspective from developing economies

The Tunisian Islamic and conventional banks: a performance comparative study

Characterising the Islamic Financial Cycle in Indonesia Post-Pandemic Era: Markov Switching Approach

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