Since 2014
Macroeconomic effect and risk-taking behavior in a dual banking system
Economic Journal of Emerging Markets
View Archive Info| Field | Value | |
| Title |
Macroeconomic effect and risk-taking behavior in a dual banking system
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| Creator |
Fakhrunnas, Faaza
Dari, Wulan Mifrahi, Mustika Noor |
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| Subject |
Islamic economics and finance
Risk-taking behavior, Macroeconomic Factors, Dual banking system E00, E42, G00 |
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| Description |
This study aims to analyze the relationship between macroeconomic factors and risk-taking behavior in a dual banking system. Adopting a panel cointegration approach, this research posits macroeconomic factors as exogenous variables and risk-taking behavior as endogenous variables. With having 468 quarterly-observations consisting of 18 banks in Indonesia during 2010-Q4 to 2017-Q1, it finds that the risk-taking behavior of the banks has a long-term relationship with macroeconomic factors. Moreover, conventional bank has long-term relationship to macroeconomic nonetheless it results inversely to Islamic bank. In terms of bank-specified characteristics, bank size and equity to asset ratio are substantial factors for the banks’ risk mitigation.
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| Publisher |
Universitas Islam Indonesia
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| Contributor |
—
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| Date |
2018-07-02
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| Type |
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion — quantitative approach |
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| Identifier |
http://journal.uii.ac.id/JEP/article/view/10802
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| Source |
Economic Journal of Emerging Markets; Volume 10 Issue 2, 2018 (In Press)
2502-180X 2086-3128 |
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| Language |
en
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| Coverage |
developing countries
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| Rights |
Copyright (c) 2018 Economic Journal of Emerging Markets
http://creativecommons.org/licenses/by-sa/4.0 |
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