Respon Perbankan Terhadap Guncangan Suku Bunga Acuan di Negara ASEAN +3  

Oleh:

Achsani, Noer Azam ; Putri, Khairani

Jenis: Article from Journal - ilmiah nasional - terakreditasi DIKTI
Dalam koleksi: Jurnal Keuangan dan Perbankan: Journal of Finance dan Banking vol. 11 no. 1 (Jun. 2009), page 61-74.
Topik: Interest Rate Passthrough; Speed of Adjustment; ASEAN +3; Time Series Analysis

Ketersediaan

Perpustakaan Pusat (Semanggi) Nomor Panggil: JJ12.1 Non-tandon: 1 (dapat dipinjam: 0) Tandon: tidak ada

Lihat Detail Induk

Isi artikel

This paper examined the response of banking industry to the shock of central bank's policy rates. In this research we employed the Structural Vector Autoregression (S-VAR) model combined with Error Correction Model. Empirical results showed that the banks will significantly respond the shocks on central bank's policies and increase the credit as well as deposit interest rates in line with the increase of policy rates. Moreover, we also found that there were incomplete pass-through condition for deposit interest rates in Singapore, Malaysia, Thailand, the Philippines, Japan and South Korea. The same conditions were also found for credit interest rates in Indonesia, Singapore, Malaysia, Thailand, the Philippines, Japan and South Korea On the other hand, over pass-through conditions were found for the deposit interest rates in Indonesia and Vietnam as well as credit interest rates in Vietnam.

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