DAMPAK KRISIS KEUANGAN GLOBAL TERHADAP KINERJA PERBANKAN INDONESIA PERIODE 2008-2011
| Main Authors: | , Bisma Mandasamsu, , Dr. Muhammad Edhie Purnawan, M.A. |
|---|---|
| Format: | Thesis NonPeerReviewed |
| Terbitan: |
[Yogyakarta] : Universitas Gadjah Mada
, 2012
|
| 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 |
Daftar Isi:
- 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.