DAMPAK KRISIS KEUANGAN GLOBAL TERHADAP KINERJA PERBANKAN INDONESIA PERIODE 2008-2011
This research aims to analyze the impact of global financial crisis on Indonesia�s banking performance between 2008-2011. Variance decomposition analysis shows that the transmission variable of the global financial crisis impact are through net export and exchange rate. These variables have the hi...
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| Main Authors: | , |
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| Format: | Theses and Dissertations NonPeerReviewed |
| Published: |
[Yogyakarta] : Universitas Gadjah Mada
2012
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| Subjects: | |
| Online Access: | https://repository.ugm.ac.id/99791/ http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=56049 |
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| Institution: | Universitas Gadjah Mada |
| Summary: | This research aims to analyze the impact of global financial crisis on
Indonesia�s banking performance between 2008-2011. Variance decomposition
analysis shows that the transmission variable of the global financial crisis impact
are through net export and exchange rate. These variables have the highest
proportion to predict shock on banking performance. Moreover, impulse response
function indicates that the global financial crisis led to short term shock on
banking performance. Finally, the result of dummy variable regression
representing that global financial crisis has no significant impact on Indonesian
banking performance. |
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