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dc.contributor.advisorSiregar, Hermanto
dc.contributor.advisorAhmad, Fahmi Salam
dc.contributor.authorRosyadah, Syifa Rifa
dc.date.accessioned2023-08-22T07:10:49Z
dc.date.available2023-08-22T07:10:49Z
dc.date.issued2023
dc.identifier.urihttp://repository.ipb.ac.id/handle/123456789/124192
dc.description.abstractStabilitas sistem keuangan (SSK) merupakan aspek penting dalam kelancaran penyaluran modal dan transaksi ekonomi. Integrasi sektor keuangan lintas negara yang semakin erat menyebabkan stabilitas sistem keuangan tidak hanya dipengaruhi oleh faktor domestik, tetapi juga faktor global. Penelitian ini menganalisis pengaruh faktor-faktor domestik dan global terhadap SSK Indonesia selama periode Juli 2003 – November 2022. Financial stress index (FSI) digunakan untuk mencerminkan SSK Indonesia. Metode analisis yang digunakan adalah ARDL-ECM. Hasil penelitian menunjukkan bahwa pada jangka pendek kenaikan suku bunga domestik, instabilitas sistem keuangan domestik dan Amerika, dummy krisis, nilai tukar, dan jumlah uang beredar berpengaruh signifikan terhadap FSI Indonesia. Sementara itu dalam jangka panjang, nilai tukar, jumlah uang beredar dan cadangan devisa berpengaruh signifikan terhadap FSI Indonesia.id
dc.description.abstractFinancial system stability (FSS) holds considerable significance in ensuring the seamless movement of capital and economic transactions. The progressively deeper interconnection of the financial sector across nations has led to FSS being shaped not only by internal elements but also by global considerations. This study delves into how both domestic and international elements influenced Indonesia's FSS between July 2003 and November 2022. To assess Indonesia's FSS, the study utilized the Financial Stress Index (FSI). The analytical technique employed is ARDL-ECM. The findings of the study indicate that in the short term, fluctuations in domestic interest rates, the stability of both domestic and American financial systems, crisis, exchange rates, and the money supply wield substantial influence on Indonesia's FSI. On the other hand, in the long run, the exchange rate, money supply, and foreign exchange reserves exhibit notable effects on Indonesia's FSI.id
dc.language.isoidid
dc.publisherIPB Universityid
dc.titlePengaruh Faktor Domestik dan Global terhadap Stabilitas Sistem Keuangan Indonesiaid
dc.title.alternativeThe Influence of Domestic and Global Factors on Indonesia's Financial System Stabilityid
dc.typeUndergraduate Thesisid
dc.subject.keywordARDL-ECMid
dc.subject.keywordDomestic Factorsid
dc.subject.keywordFinancial System Stabilityid
dc.subject.keywordFSIid
dc.subject.keywordGlobal Factorsid


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