Macroeconomic’s effect on Islamic and conventional banking profitability: Evidence from Indonesian dual-banking system

Achmad Fadlil Abidillah, Roisatun Kasanah, Sulistya Rusgianto
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引用次数: 1

Abstract

Purpose – This paper aims to analyze the effect of macroeconomic and global crisis variables on Islamic and conventional banking profitability, evidence from Indonesian dual-banking system.Methodology – Time-series data from 2008q1–2021q2 were analyzed using an Autoregressive Distributed Lag (ARDL) model. This method can describe both long run and short run equilibrium between banking profitability and macroeconomic variables.Findings – The results point out that in a long run model, sharia banking's profitability is more resistant to macroeconomics shock than conventional's. Then, in a short run model, sharia's ROA and conventional's ROA face different effects of economic growth, exchange rate, and global crisis. Sharia's NPM is more affected by macroeconomic variables than conventional's.Originality – This study used an ARDL model to develop a dynamic relation between macroeconomic variables and dual bankings profitability.
宏观经济对伊斯兰和传统银行盈利能力的影响:来自印尼双银行制度的证据
目的-本文旨在分析宏观经济和全球危机变量对伊斯兰和传统银行盈利能力的影响,证据来自印度尼西亚双银行制度。方法:使用自回归分布滞后(ARDL)模型分析2008年第一季度至2021第二季度的时间序列数据。该方法可以描述银行盈利能力与宏观经济变量之间的长期和短期均衡。研究结果-研究结果指出,在长期模型中,伊斯兰银行的盈利能力比传统银行更能抵御宏观经济冲击。然后,在短期模型中,伊斯兰教的总资产回报率和传统的总资产回报率面临着经济增长、汇率和全球危机的不同影响。Sharia的NPM比传统的NPM更受宏观经济变量的影响。本研究使用ARDL模型建立了宏观经济变量与双银行盈利能力之间的动态关系。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
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