…
comment: The repository administrator has not yet configured an RDF license.
primary topic: KEBIJAKAN MONETER, FAKTOR MAKRO EKONOMI, FAKTOR GLOBAL DAN KARAKTERISTIK BANK PADA VOLATILITAS HARGA SAHAM PERBANKAN DI INDONESIA

KEBIJAKAN MONETER, FAKTOR MAKRO EKONOMI, FAKTOR GLOBAL DAN KARAKTERISTIK BANK PADA VOLATILITAS HARGA SAHAM PERBANKAN DI INDONESIA
type: Thesis
type: Article
abstract: This study aims to identify the effect of BI rate (BI rate = BI), exchange rate (exchange rate = KR), inflation (inflation = IF), Dow Jones = DJ), London interbank offered rate (LBR), assets (ASSET), return on assets (ROA), capital adequacy ratio (CAR) on stock return volatility (VRS) in the banking sector in Indonesia in the period 2020Q1 to 2024Q4. The estimation results using the GMM panel show that BI has a positive and significant effect on stock return volatility. However, KR has a negative and significant effect on VRS. While IF has a positive and significant effect on stock return volatility. Meanwhile, LBR and return on assets have a positive and significant effect on stock return volatility. While Dow Jones, assets and CAR have a negative effect on stock return volatility. These findings imply that Bank Indonesia and OJK are expected to pay attention to the impact of monetary policy, such as interest rates and money supply, on banking sector stock volatility. Policies that are too aggressive or inconsistent can increase market uncertainty. Therefore, more integrated policy coordination is needed to maintain the stability of the financial sector, especially in the capital market.
date: 2025
status: published
creator: YUYUN YUNINGSIH
author list: authors
THS: CEP JANDI ANWAR
THS: DESWITA HERLINA
type: EPrint
type: ThesisEPrint
is part of: repository
has document: KEBIJAKAN MONETER, FAKTOR MAKRO EKONOMI, FAKTOR GLOBAL DAN KARAKTERISTIK BANK PADA VOLATILITAS HARGA SAHAM PERBANKAN DI INDONESIA (Text)
subject: H Social Sciences (General)
subject: HB Economic Theory

KEBIJAKAN MONETER, FAKTOR MAKRO EKONOMI, FAKTOR GLOBAL DAN KARAKTERISTIK BANK PADA VOLATILITAS HARGA SAHAM PERBANKAN DI INDONESIA (Text)
type: Document

KEBIJAKAN MONETER, FAKTOR MAKRO EKONOMI, FAKTOR GLOBAL DAN KARAKTERISTIK BANK PADA VOLATILITAS HARGA SAHAM PERBANKAN DI INDONESIA (Text)
type: Document

KEBIJAKAN MONETER, FAKTOR MAKRO EKONOMI, FAKTOR GLOBAL DAN KARAKTERISTIK BANK PADA VOLATILITAS HARGA SAHAM PERBANKAN DI INDONESIA (Text)
type: Document

KEBIJAKAN MONETER, FAKTOR MAKRO EKONOMI, FAKTOR GLOBAL DAN KARAKTERISTIK BANK PADA VOLATILITAS HARGA SAHAM PERBANKAN DI INDONESIA (Text)
type: Document

KEBIJAKAN MONETER, FAKTOR MAKRO EKONOMI, FAKTOR GLOBAL DAN KARAKTERISTIK BANK PADA VOLATILITAS HARGA SAHAM PERBANKAN DI INDONESIA (Text)
type: Document

KEBIJAKAN MONETER, FAKTOR MAKRO EKONOMI, FAKTOR GLOBAL DAN KARAKTERISTIK BANK PADA VOLATILITAS HARGA SAHAM PERBANKAN DI INDONESIA (Text)
type: Document

KEBIJAKAN MONETER, FAKTOR MAKRO EKONOMI, FAKTOR GLOBAL DAN KARAKTERISTIK BANK PADA VOLATILITAS HARGA SAHAM PERBANKAN DI INDONESIA (Text)
type: Document

UNIVERSITAS SULTAN AGENG TIRTAYASA
type: Organization

MAGISTER EKONOMI, UNIVERSITAS SULTAN AGENG TIRTAYASA
type: Organization

CEP JANDI ANWAR
type: Person
given name: CEP
family name: JANDI ANWAR

YUYUN YUNINGSIH
type: Person
given name: YUYUN
family name: YUNINGSIH

DESWITA HERLINA
type: Person
given name: DESWITA
family name: HERLINA

FAKULTAS EKONOMI DAN BISNIS
type: Organization

MAGISTER EKONOMI
type: Organization

HTML Summary of #60145 KEBIJAKAN MONETER, FAKTOR MAKRO EKONOMI, FAKTOR GLOBAL DAN KARAKTERISTIK BANK PADA VOLATILITAS HARGA SAHAM PERBANKAN DI INDONESIA
format: text/html
primary topic: KEBIJAKAN MONETER, FAKTOR MAKRO EKONOMI, FAKTOR GLOBAL DAN KARAKTERISTIK BANK PADA VOLATILITAS HARGA SAHAM PERBANKAN DI INDONESIA

H Social Sciences (General)
type: Concept

HB Economic Theory
type: Concept