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All Journal The Indonesian Journal of Accounting Research Journal of Management and Business Environment (JMBE)
Elizabeth Lucky Maretha
Soegijapranata Catholic University
Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Education Social Sciences Other

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Capital Market Cointegration and Selection Buy-Sell Stock Elizabeth Lucky Maretha; Yusni Warastuti
The Indonesian Journal of Accounting Research Vol 22, No 1 (2019): IJAR January 2019
Publisher : The Indonesian Journal of Accounting Research

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (1057.557 KB) | DOI: 10.33312/ijar.419

Abstract

Abstract:The problem in this study is whether the Indonesian Capital Market is coupled with the ASEAN Capital Market and East Asia Capital Market. And the interest rate of the US Federal Reserve (Fed Rate) and Central Bank of Indonesia's Interest Rates (BI Rate) against the decision of domestic investors and foreign selling-buying of shares. The research model using EViews-9 for stationary testing (ADF-Test), cointegration (Johansen-Test), and t-test and f-test automatically calculated by EViews-9. The study found their cointegration between Capital Markets in ASEAN (JCI, STI, KLSE, SET, PSE), cointegration in Capital Markets in EAST ASIA (NIKKEI, HSI, KOSPI, SHCOMP, TWSE), and cointegration Interest Rates (The Federal Fund Rate, Bank Indonesia Rate). The results of this study also showed that domestic investors in the Central Bank of Indonesia (BI Rate) are deciding to buy shares with the movement. Meanwhile, local investors in the decision to sell stocks saw the index movement of the KLSE and STI index (ASEAN Capital Markets), as well as the TWSE index (East ASIA Capital Market). Foreign Investors buy stocks to decide on the movement of the US Federal Reserve (the Fed) and the Bank Indonesia interest rate (BI Rate).
The Effect of Credit Risk, Liquidity Risk, and Bank Capital on Bank Profitability During the COVID-19 Jessica Lilia Chandra; Elizabeth Lucky Maretha
Journal of Management and Business Environment (JMBE) Vol 5, No 2: January 2024
Publisher : Soegijapranata Catholic University

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24167/jmbe.v5i2.10204

Abstract

This research aims to examine the impact of credit risk, liquidity risk, and bank capital on profitability banks in Indonesia and Malaysia during the global economic crisis of Covid-19 using panel regression analysis methods by E-views software. The research sample was 232 observational data for Indonesian banking and 64 observational data for Malaysian banking that were gained with purposive sampling method from 2020-2021 quarterly. The results of this study: are credit risk has a significant and negative impact on the profitability of Indonesian banks but has no effect on the profitability of Malaysian banks; liquidity risk has a significant and positive impact on the profitability of Indonesian banks but has no effect on the profitability of Malaysian banks; and bank capital does not affect the profitability of Indonesian and Malaysian banks.
Co-Authors Jessica Lilia Chandra Warastuti, Yusni