How did Islamic banks do during global financial crisis. House prices, bank instability, and economic growth: Evidence from the threshold model. Bank income structure and risk: An empirical analysis of European banks. Lepetit, L., Nys, E., Rous, P., & Tarazi, A. Systemic Banking Crises : A New Database. Journal of Financial Stability, 2(4), 312–336. Deposit interest rates, asset risk and bank failure in Croatia. Which banks are more risky? The impact of business models on bank stability. Asia-Pacific Journal of Financial Studies, 42, 813–844. How Does Diversification Impact Bank Stability ? The Role of Globalization, Regulations, and Governance Environments *. The effects of the global crisis on Islamic and conventional banks: A comparative study. Journal of Money, Credit and Banking, 20(2), 203. Bank Insolvency Risk and the Market for Large Certificates of Deposit. Monetary policy and financial stability:What role for the futures market? Journal of Financial Stability, 2(1), 95–112. Procedia Economics and Finance, 16(May), 329–335. The Main Determinants of Bank’s Stability. Procedia Economics and Finance, 8(14), 219–225. The Central Bank Policy between the Price Stability Objective and Promoting Financial Stability. Financial stability and economic performance. Cooperative Banks and Financial Stability. Journal of Monetary Economics, 47, 221–248.Ĭihák, M., & Hesse, H. The impact of inflation on financial sector performance. Federal Reserve Bank of Minneapolis, Quarterly Review, 10 (Spring, 2–17.īoyd, J. Risk, Regulation, and Bank Holding Company Expansion into Nonbanking. Review of Financial Economics, 22(2), 68–77. Islamic and conventional banks’ soundness during the 2007–2008 financial crisis. Flexible inflation targeting and financial stability: Is it enough to stabilize inflation and output? Journal of Banking & Finance, 32(7), 1242–1254. The Determinants of Bank Capital Ratios in a Developing Economy. International Journal of Islamic and Middle Eastern Finance and Management, 5(1), 35–47. Islamic banking and economic growth: the Indonesian experience. Global Review of Islamic Economics and Business, 1(1), 1–13.Ībduh, M., & Omar, M. The Role of Stock Markets in Promoting Economic Growth in Malaysia : Islamic vis-à- vis Conventional. The sample of Islamic banks was 5 banks from a total of 10 Islamic banks, due to insufficient data, as compared to the larger number of commercial banks taken into, as the sample.Ībduh, M. However, there is no evidence of long run relationship between the stability of Islamic banks and macroeconomics factors. Nevertheless, this finding is subject to the limitation of data, on the number of Islamic banks included in the test. The findings also suggest the long run relationship between the stability of overall banking industry and macroeconomic factors. The empirical findings suggest long run relationship between the stability of commercial banks and macroeconomic factors. These ARDL and IRF are carried out independently and repeated over data for three different models: (i) the commercial banks model, (ii) Islamic banks model, and (iii) the overall banking industry model. To analyse further the long run relationship and the impact of bank stability, Cholesky standard deviation shock to the model, ARDL and Impulse Response Function (IRF) are used. Gross Domestic Product (GDP) in US dollar, Interest rates (IR) in percentage and Consumer Price Index (CPI). The bank stability is first calculated using Z-score, and then regressed using Autoregressive distributive lag (ARDL) model on the macroeconomic variables i.e. This paper provides new empirical evidence of the bank stability in relation to the macroeconomic indicator of Indonesia.
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