首页    期刊浏览 2024年11月13日 星期三
登录注册

文章基本信息

  • 标题:Does the Volatility of Macroeconomic Variables Depress The Profitability of Islamic Banking?
  • 本地全文:下载
  • 作者:Agus Widarjono
  • 期刊名称:JEJAK: Jurnal Ekonomi dan Kebijakan
  • 电子版ISSN:2460-5123
  • 出版年度:2020
  • 卷号:13
  • 期号:1
  • DOI:10.15294/jejak.v13i1.19460
  • 语种:English
  • 出版社:Universitas Negeri Semarang
  • 摘要:Islamic banking in Indonesia has been growing rapidly since 2010.The  profitability of Islamic bank depends on Islamic bank characteristics and macroeconomic condition.As a country with an open economy,macroeconomic conditions are very volatile.Through the theory of exchange rate pass through,the exchange rate fluctuation affects domestic prices so that it affects the profits of Islamic bank. This study analyzes the impact of the instability of the macroeconomic variables,namely the exchange rate and inflation on the profitability of Islamic bank.The instability of inflation and exchange rate are measured using the GARCH  (Generalized Autoregressive Conditional Heteroskedasticity).This study applies ARDL  (Autoregressive Distributed Lag Model).The data used is monthly data starting from January 2011 to June 2018.The results of the study show that the exchange rate and inflation instability depress the profitability of Islamic banki.More interestingly,instability of inflation has a greater negative impact than the instability of exchange rate on Islamic bank profit.The most Islamic bank characteristics influencing Islamic banking profit was bad financing as known as a non performing financing (NPF).
  • 关键词:macroeconomic variables;instability;Islamic banking and profitability
国家哲学社会科学文献中心版权所有