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All Journal Jurnal Ekonomi Syariah Teori dan Terapan
Bayu Arie Fianto
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Economics, Econometrics & Finance

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Exploring the Nexus Between Cryptocurrency and Islamic Stocks in Indonesia Cahyani, Nadya Noer; Bayu Arie Fianto
Jurnal Ekonomi Syariah Teori dan Terapan Vol. 11 No. 2 (2024): Mei-2024
Publisher : Universitas Airlangga

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.20473/vol11iss20242pp200-216

Abstract

This study aims to determine a correlation between cryptocurrency and the ISSI Index. This research uses a quantitative approach with secondary data sources and type of time series data. The data used is the daily return data of the ISSI Index and cryptocurrency in the period January 02, 2018 to December 30, 2022 obtained through TICMI and Bloomberg. The analysis technique in this study uses CCC-MGARCH and DCC-MGARCH which are processed using Oxmetrics Version 7.0 software. The results showed that cryptocurrency correlates with the ISSI Index but the strength of the correlation is still very low, which is below 10%. This research has implications for portfolio managers and investors in managing their portfolio assets to be well diversified. In addition, this research adds to empirical research in the field of capital markets, especially Islamic capital markets related to financial market integration.
ESG Performance, Internal Factors, and Non-Performing Financing in Islamic Banks: Evidence from OIC Countries: Studi Empiris di Negara OKI Aziz, Alif Fahril; Bayu Arie Fianto
Jurnal Ekonomi Syariah Teori dan Terapan Vol. 11 No. 3 (2024): Agustus-2024
Publisher : Universitas Airlangga

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.20473/vol11iss20243pp286-297

Abstract

This study aims to examine the effect of internal bank factors and ESG performance on the problematic financing of Islamic banking in OIC countries. This study uses quantitative methods with panel data regression analysis techniques used to test the hypotheses proposed in the study. This study uses data sources of Islamic banks' financial reports taken from Bloomberg database. The results of this study indicate that partially and simultaneously all variables have a significant effect on non-performing financing (NPF). The variables of profitability (ROA), financing growth, and ESG Score show negative significant results which means these variables can reduce the risk of non-performing financing, while the variables of bank capital (CAR), bank provisions (FLP), and previous year's non-performing financing (NPFt-1) show positive significant results which means these variables can increase the risk of non-performing financing. The limitation in this study is that the sample used only consists of 50 Islamic banks in OIC countries. Despite these limitations, the results imply that bank management needs to pay attention to internal bank factors and ESG policies to minimize the risk of non-performing financing. This study contributes to the scientific literature on the relationship between bank internal policies and ESG policies on non-performing financing in Islamic banking in OIC countries..
Co-Authors Aziz, Alif Fahril Cahyani, Nadya Noer