Bulletin of Monetary Economics and Banking最新文献

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THE ASYMMETRIC RELATIONSHIP BETWEEN MACROECONOMIC DETERMINANTS AND NON-PERFORMING LOANS: EVIDENCE FROM THE BANKING INDUSTRY OF INDONESIA 宏观经济决定因素与不良贷款之间的不对称关系:来自印尼银行业的证据
Bulletin of Monetary Economics and Banking Pub Date : 2023-03-31 DOI: 10.59091/1410-8046.2049
Faaza Fakhrunnas, Rindang Nuri Isnaini Nugrohowati, Razali Haron, M. Anto
{"title":"THE ASYMMETRIC RELATIONSHIP BETWEEN MACROECONOMIC DETERMINANTS AND NON-PERFORMING LOANS: EVIDENCE FROM THE BANKING INDUSTRY OF INDONESIA","authors":"Faaza Fakhrunnas, Rindang Nuri Isnaini Nugrohowati, Razali Haron, M. Anto","doi":"10.59091/1410-8046.2049","DOIUrl":"https://doi.org/10.59091/1410-8046.2049","url":null,"abstract":"Non-Performing Loans (NPLs) represent a risk that can significantly affect the financial performance of banks. This study aims to examine the macroeconomic determinants of NPLs in the Indonesian banking industry from 2005Q1 to 2019Q4. It adopts a novel approach, namely the nonlinear autoregressive distributed model and provides evidence that changes in macroeconomic conditions have an asymmetrical effect on NPLs in conventional banks, conventional rural banks, Islamic banks","PeriodicalId":371782,"journal":{"name":"Bulletin of Monetary Economics and Banking","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-03-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"129267044","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
THE CRUDE OIL PRICE–STOCK RETURN CONNECTEDNESSAND THE IMPACT OF THE RUSSIAN-UKRAINE WAR ONSTOCK RETURNS IN EAST ASIAN COUNTRIES 原油价格-股票收益的连通性及俄乌战争对东亚国家股票收益的影响
Bulletin of Monetary Economics and Banking Pub Date : 2023-02-28 DOI: 10.59091/1410-8046.2058
C. Behera
{"title":"THE CRUDE OIL PRICE–STOCK RETURN CONNECTEDNESS\u0000AND THE IMPACT OF THE RUSSIAN-UKRAINE WAR ON\u0000STOCK RETURNS IN EAST ASIAN COUNTRIES","authors":"C. Behera","doi":"10.59091/1410-8046.2058","DOIUrl":"https://doi.org/10.59091/1410-8046.2058","url":null,"abstract":"We contribute to the literature by investigating the connectedness between crude oil prices and stock returns and the impact of the Russia-Ukraine war on stock returns in selected East Asia countries. Using the TVP-VAR model, we find that, on average, 42.52% of shocks to an asset spill over to all other assets, whereas, on average, 57.48% of the shocks affect the asset itself. We also find that the major transmitters of shocks are the Singapore Exchange (SGX) and the Korea Exchange (KRX); they transmit at least 54% of shocks. Using the GARCH model augmented with a war dummy, we find that the recent Russia-Ukraine war has significantly impacted the Indonesian stock market.","PeriodicalId":371782,"journal":{"name":"Bulletin of Monetary Economics and Banking","volume":"10 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-02-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"130463538","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
WHAT DRIVES INDIA’S FINANCIAL INTEGRATION? 是什么推动了印度的金融一体化?
Bulletin of Monetary Economics and Banking Pub Date : 2023-02-28 DOI: 10.59091/1410-8046.2057
Rakesh Padhan, K. Prabheesh
{"title":"WHAT DRIVES INDIA’S FINANCIAL INTEGRATION?","authors":"Rakesh Padhan, K. Prabheesh","doi":"10.59091/1410-8046.2057","DOIUrl":"https://doi.org/10.59091/1410-8046.2057","url":null,"abstract":"","PeriodicalId":371782,"journal":{"name":"Bulletin of Monetary Economics and Banking","volume":"20 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-02-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"121387883","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
IS THE AUTOMATIC STABILIZER POLICY EFFECTIVE INCOMBATING AN ECONOMIC RECESSION?A CASE STUDY OF THE INDONESIAN STATE BUDGET 自动稳定器政策在对抗经济衰退方面有效吗?以印尼国家预算为例
Bulletin of Monetary Economics and Banking Pub Date : 2023-02-28 DOI: 10.59091/1410-8046.2056
Cucun Ahmad Syamsurijal, Yogi Suprayogi Sugandi, A. Sumaryana, Slamet Usman Ismanto
{"title":"IS THE AUTOMATIC STABILIZER POLICY EFFECTIVE IN\u0000COMBATING AN ECONOMIC RECESSION?\u0000A CASE STUDY OF THE INDONESIAN STATE BUDGET","authors":"Cucun Ahmad Syamsurijal, Yogi Suprayogi Sugandi, A. Sumaryana, Slamet Usman Ismanto","doi":"10.59091/1410-8046.2056","DOIUrl":"https://doi.org/10.59091/1410-8046.2056","url":null,"abstract":"This paper examines the effectiveness of an automatic fiscal policy in dealing with an economic recession in Indonesia. By using a mixture of quantity and quality approaches, we find that the automatic stabilizer policy can be used in Indonesian state finances, whereby several components of state revenue, namely income tax, consumption tax, excise, and non-tax revenue, have elasticity of more than one. In comparison, only one component of government spending, namely interest payment, has an elasticity of more than one. We also find that activating the automatic stabilizer policy requires a particular article in the State Finance Law, that regulates when the automatic stabilizer instrument, to be used. These findings open an additional avenue for understanding the effectiveness of policy stimulus to combat the COVID-19 pandemic.","PeriodicalId":371782,"journal":{"name":"Bulletin of Monetary Economics and Banking","volume":"24 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-02-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"125940176","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
SYNERGY OF ECONOMIC POLICIES AND INNOVATIONIN DRIVING MOMENTUM FOR SUSTAINABLE GLOBALECONOMIC RECOVERY IN THE ERA OF DIGITALTRANSFORMATION 在数字化转型时代,经济政策协同与创新驱动全球经济可持续复苏
Bulletin of Monetary Economics and Banking Pub Date : 2023-02-28 DOI: 10.59091/1410-8046.2053
Perry Warjiyo
{"title":"SYNERGY OF ECONOMIC POLICIES AND INNOVATION\u0000IN DRIVING MOMENTUM FOR SUSTAINABLE GLOBAL\u0000ECONOMIC RECOVERY IN THE ERA OF DIGITAL\u0000TRANSFORMATION","authors":"Perry Warjiyo","doi":"10.59091/1410-8046.2053","DOIUrl":"https://doi.org/10.59091/1410-8046.2053","url":null,"abstract":"","PeriodicalId":371782,"journal":{"name":"Bulletin of Monetary Economics and Banking","volume":"14 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-02-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"131593573","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
CREDIT CARD DELINQUENCY IN MALAYSIA 马来西亚的信用卡拖欠
Bulletin of Monetary Economics and Banking Pub Date : 2023-02-28 DOI: 10.59091/1410-8046.2060
Wai Leng Chia, Roy W. L. Khong, P. Lim, P. M. Ang
{"title":"CREDIT CARD DELINQUENCY IN MALAYSIA","authors":"Wai Leng Chia, Roy W. L. Khong, P. Lim, P. M. Ang","doi":"10.59091/1410-8046.2060","DOIUrl":"https://doi.org/10.59091/1410-8046.2060","url":null,"abstract":"","PeriodicalId":371782,"journal":{"name":"Bulletin of Monetary Economics and Banking","volume":"12 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-02-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"116927883","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
CRISIS AND CONTAGION INCRYPTOCURRENCY MARKET 加密货币市场的危机和传染
Bulletin of Monetary Economics and Banking Pub Date : 2023-02-28 DOI: 10.59091/1410-8046.2054
Bhavesh Garg, Karan Rai, Rishabh Pachoriya, Manik Thappa
{"title":"CRISIS AND CONTAGION IN\u0000CRYPTOCURRENCY MARKET","authors":"Bhavesh Garg, Karan Rai, Rishabh Pachoriya, Manik Thappa","doi":"10.59091/1410-8046.2054","DOIUrl":"https://doi.org/10.59091/1410-8046.2054","url":null,"abstract":"The paper examines whether an unanticipated event like the COVID-19 crisis has strengthened the contagion in the cryptocurrency market utilizing samples of data representing the pre-crisis and post-crisis periods. Employing the wavelet coherence and DCC-GARCH(1,1) models, we identify that the cryptocurrency market started integrating from 2018 as volatility within the market reduced. Our main finding is that the cryptocurrency market is highly interconnected and that the contagion strengthened during the crisis period. We draw appropriate policy implications from these findings","PeriodicalId":371782,"journal":{"name":"Bulletin of Monetary Economics and Banking","volume":"14 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-02-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"131577014","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
DO BARRIERS TO DIGITAL SERVICES TRADE HAMPERECONOMIC GROWTH? EVIDENCE FROM A CROSS-COUNTRY ANALYSIS 数字服务贸易壁垒会阻碍经济增长吗?证据来自一项跨国分析
Bulletin of Monetary Economics and Banking Pub Date : 2023-02-28 DOI: 10.59091/1410-8046.2059
B. P. Jangam
{"title":"DO BARRIERS TO DIGITAL SERVICES TRADE HAMPER\u0000ECONOMIC GROWTH? EVIDENCE FROM A CROSS-\u0000COUNTRY ANALYSIS","authors":"B. P. Jangam","doi":"10.59091/1410-8046.2059","DOIUrl":"https://doi.org/10.59091/1410-8046.2059","url":null,"abstract":"This study examines the relation between trade barriers on digital services and economic growth for a panel of 44 nations from 2014 to 2020. Using the system generalised method of moments estimator and accounting for other factors, we find that trade restrictions on digital services negatively impact economic growth. This finding is consistent and robust across various digital service types and income levels. To boost economic growth, policymakers must ease trade barriers on digital services.","PeriodicalId":371782,"journal":{"name":"Bulletin of Monetary Economics and Banking","volume":"42 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-02-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"128479270","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
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