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ANALISIS FAKTOR-FAKTOR YANG MEMPENGARUHI LIKUIDITAS BANK SYARIAH DI INDONESIA MENGGUNAKAN METODE VECTOR ERROR CORRECTION MODEL (VECM)

Al-Masraf: Jurnal Lembaga Keuangan Perbankan

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Title ANALISIS FAKTOR-FAKTOR YANG MEMPENGARUHI LIKUIDITAS BANK SYARIAH DI INDONESIA MENGGUNAKAN METODE VECTOR ERROR CORRECTION MODEL (VECM)
 
Creator FATHURRAHMAN, AYIF
RUSDI, FIRSHA
 
Subject Financial Institutions and Banks
Capital Adequacy Ratio, Financing to Deposit Ratio, Liquidity, Return On Assets
 
Description This study aims to analyze the factors that affect the liquidity of Islamic banks in Indonesia. The analysis is carried out using sequential monthly data published by Bank Indonesia in the period 2010 to 2018. The variables used are internal factors (Capital Adequacy Ratio (CAR), Return On Assets (ROA)) and external factors (SBI Inflation and Interest Rates) ) The method used in this study is the Vector Error Corection Model (VECM). Based on the results of the study show that in the short term, the variable CAR, ROA, Inflation and SBI interest rates positively and significantly affect FDR. Whereas in the long term, the CAR variable and inflation have a significant positive effect on FDR, the ROA variable negatively influences FDR. And the variable SBI interest rate does not have a significant effect on FDR.
 
Publisher Prodi Manaj. Perbankan Syariah Fakultas Ekonomi dan Bisnis Islam – UIN Imam Bonjol Padang
 
Contributor —
 
Date 2019-12-20
 
Type info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
Survey/Interview
 
Format application/pdf
 
Identifier http://journal.febi.uinib.ac.id/index.php/almasraf/article/view/262
10.15548/al-masraf.v4i2.262
 
Source Al-Masraf : Jurnal Lembaga Keuangan dan Perbankan; Vol 4, No 2 (2019): Juli - Desember 2019; 117-126
2528-5637
2528-5629
 
Language ind
 
Relation http://journal.febi.uinib.ac.id/index.php/almasraf/article/view/262/280
http://journal.febi.uinib.ac.id/index.php/almasraf/article/downloadSuppFile/262/261
 
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http://creativecommons.org/licenses/by-nc-sa/4.0