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Basel II Accord implicitely demands the usage of the recent statistical approaches to enrich the risk measurement in financial analysis. A widely known aspect in risk analysis today is the Value at Risk. We showed that the conventional VaR measurement regarding to the usage of normality as a...
Persistent link: https://www.econbiz.de/10015261829
This research titled "Analysis of Influence of Credit and Interest Rate Increase Economic Growth in Disability Sumatera … determine the influence of credit and interest rate of economic growth in 1989-2008 of North Sumatra. This research uses … that the higher credit demand, then economic growth will increase. Meanwhile, the higher the interest rate, then economic …
Persistent link: https://www.econbiz.de/10009464536
The new problem that arises in the open economy is the domestic currency exchange rate against foreign currencies in this case is the United States dollar recognized as the international currency. The open economy causes the condition of the domestic economy to affect the exchange rate changes....
Persistent link: https://www.econbiz.de/10015265953
The research objectives are to determine the impact of tourism, which proxied by the number of tourists and tourism receipts, against the exchange rates of Rupiah in Indonesia. This research was conducted using quantitative approaches, namely vector autoregressive (VAR) model and using monthly...
Persistent link: https://www.econbiz.de/10015248377
This study aims to determine the impact of workers’ remittances to the real exchange rates of rupiah during 2004 - 2013. Based on quarterly time series data and using VAR model, the results of this study suggested several conclusions : (i) the growth of remittance inflows have a positive...
Persistent link: https://www.econbiz.de/10015248440
This study aimed to establish the financial distress prediction in a public company listed on the Jakarta Stock Exchange specifically incorporated in the trading industry. The samples used in research are all public companies incorporated in the trading industry 2002-2006 period. This study used...
Persistent link: https://www.econbiz.de/10015230816
This study aimed to clarify the value of the bias beta stocks listed on the Indonesia Stock Exchange and make corrections to the bias value using Scholes and Williams, Dimson, and Fowler and Rorke. Results of this study indicate that the stock beta is the value of bias, besides the results...
Persistent link: https://www.econbiz.de/10015230817
This study aimed to establish the financial distress prediction in a public company listed on the Jakarta Stock Exchange specifically incorporated in the trading industry. The samples used in research are all public companies incorporated in the trading industry 2002-2006 period. This study used...
Persistent link: https://www.econbiz.de/10015232797
This study aimed to clarify the value of the bias beta stocks listed on the Indonesia Stock Exchange and make corrections to the bias value using Scholes and Williams, Dimson, and Fowler and Rorke. Results of this study indicate that the stock beta is the value of bias, besides the results...
Persistent link: https://www.econbiz.de/10015232832
risk management: the market risk, credit risk, and operational risk. …
Persistent link: https://www.econbiz.de/10015261879