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	bibo:abstract "This study aims to identify the effect of BI rate (BI rate = BI), exchange rate\r\n(exchange rate = KR), inflation (inflation = IF), Dow Jones = DJ), London\r\ninterbank offered rate (LBR), assets (ASSET), return on assets (ROA), capital\r\nadequacy ratio (CAR) on stock return volatility (VRS) in the banking sector in\r\nIndonesia in the period 2020Q1 to 2024Q4. The estimation results using the\r\nGMM panel show that BI has a positive and significant effect on stock return\r\nvolatility. However, KR has a negative and significant effect on VRS. While IF\r\nhas a positive and significant effect on stock return volatility. Meanwhile, LBR\r\nand return on assets have a positive and significant effect on stock return\r\nvolatility. While Dow Jones, assets and CAR have a negative effect on stock\r\nreturn volatility. These findings imply that Bank Indonesia and OJK are expected\r\nto pay attention to the impact of monetary policy, such as interest rates and money\r\nsupply, on banking sector stock volatility. Policies that are too aggressive or\r\ninconsistent can increase market uncertainty. Therefore, more integrated policy\r\ncoordination is needed to maintain the stability of the financial sector, especially\r\nin the capital market."^^xsd:string;
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