Macroeconomic Factors and Insurer Rating Transitions

2010 ◽  
Author(s):  
Yuling Wang ◽  
James M. Carson
Keyword(s):  
Macroeconomic Factors ◽  
Rating Transitions ◽  
Insurer Rating

Non-Markov Effects and Property-Liability Insurer Rating Transitions

2010 ◽  
Author(s):  
Yuling Wang ◽  
James M. Carson
Keyword(s):  
Rating Transitions ◽  
Insurer Rating

Modeling the effect of macroeconomic factors on corporate default and credit rating transitions

2012 ◽  
Vol 21 (1) ◽  
pp. 87-105 ◽  
Author(s):  
Stephen Figlewski ◽  
Halina Frydman ◽  
Weijian Liang
Keyword(s):  
Credit Rating ◽  
Macroeconomic Factors ◽  
Corporate Default ◽  
Rating Transitions

Modeling the Effect of Macroeconomic Factors on Corporate Default and Credit Rating Transitions

2006 ◽  
Author(s):  
Stephen Figlewski ◽  
Halina Frydman ◽  
Weijian Liang
Keyword(s):  
Credit Rating ◽  
Macroeconomic Factors ◽  
Corporate Default ◽  
Rating Transitions

Pengaruh Faktor Fundamental, Risiko Sistematis Dan Ekonomi Makro Terhadap Return Saham Syariah Yang Tergabung Di Jakarta Islamic Index (JII) Pada Periode 2010 – 2014

2017 ◽  
Vol 24 (1) ◽  
pp. 54-70
Author(s):  
Hasanah Setyowati ◽  
Riyanti Ningsih
Keyword(s):  
Exchange Rate ◽  
Stock Exchange ◽  
Systematic Risk ◽  
Secondary Data ◽  
Analysis Model ◽  
Macroeconomic Factors ◽  
Return On Equity ◽  
Equity Ratio ◽  
Regression Techniques ◽  
The Exchange Rate

This study aimed to obtain empirical evidence on the influence of fundamental factors, systematic risk and macroeconomics on the returns Islamic stock of companies incorporated in the Jakarta Islamic Index in 2010-2014. The variables used were the fundamental factors that are proxied by Earning Per Share (EPS), Return on Equity (ROE), Debt to Equity Ratio (DER); Systematic risk is proxied by Beta Shares; macroeconomic factors is proxied by the inflation rate and the exchange rate. The samples of this study are the enterprises incorporated in Jakarta Islamic Index (JII) at the Indonesian Stock Exchange. The sampling method was using purposive sampling. There were 12 samples of Islamic stocks that meet the criteria to be used as samples. The analysis model used is multiple linear regression techniques and the type of data used is secondary data. The study found that all variables, which are Earning Per Share (EPS), Return on Equity (ROE), Debt to Equity Ratio (DER), Beta stock, inflation and the exchange rate do not significantly affect the return of sharia stock either simultaneously or partially.

Estimasi Pengaruh Faktor Internal Bank dan Stabilitas Makroekonomi terhadap Profitabilitas dengan Mediasi Rasio Pembiayaan Bermasalah di PT Bank Muamalat Indonesia

2020 ◽  
Vol 3 (2) ◽  
pp. 93-108
Author(s):  
Annisa Siti Fathonah ◽  
Dadang Hermawan
Keyword(s):  
Secondary Data ◽  
Financial Statements ◽  
Significant Positive Effect ◽  
Return On Assets ◽  
Internal Factors ◽  
Macroeconomic Factors ◽  
Operating Income ◽  
Significant Negative Effect ◽  
Negative Effect ◽  
Positive Effect

This study aims to determine and analyze how much influence the bank's internal factors such as Equity, Operational Costs per Operating Income (BOPO), Financing Deposit to Ratio (FDR), Non Performing Financing (NPF) as a mediator and external or macroeconomic factors namely inflation and Gross Domestic Product (GDP) on profitability represented by Return on Assets (ROA) at Bank Muamalat Indonesia for the period 2008-2018. The data used in this research are secondary data obtained from the publication of quarterly financial statements from 2008 to quarter 2 of 2018. The method that used in this research is path analysis with SPSS 20.0 as the analytical tool. The results of the study partially test the hypothesis (t-test), in substructure I shows that the capital variable has a significant negative effect on NPF, BOPO and inflation has a significant positive effect on NPF, FDR and GDP do not significantly influence NPF at Bank Muamalat Indonesia. In substructure II partially, Capital, BOPO, significant negative effect on ROA, FDR and NPF has a significant positive effect on ROA, Inflation and GDP does not significantly influence ROA while simultaneously significantly influencing ROA. Based on the sobel test, capital has a significant effect on ROA through NPF, BOPO has a significant effect on ROA through NPF, FDR has a significant effect on ROA through NPF, Inflation has a significant effect on ROA through NPF, while GDP has no significant effect on ROA through NPF.

ZakāT Collection And The Effects Of The Macroeconomic Factors: Malaysia Evidence

2018 ◽  
Author(s):  
Azhan Rashid Senawi
Keyword(s):  
Macroeconomic Factors

An Analysis of Macroeconomic Factors’ Impacts on Korean Stock Market by Industry

2019 ◽  
Vol 33 (4) ◽  
pp. 265-286
Author(s):  
Byoung Joon Kim ◽  
Keyword(s):  
Stock Market ◽  
Macroeconomic Factors ◽  
Korean Stock Market

Macroeconomic factors affecting the movement of Russian stock market indices

2019 ◽  
Vol 18 (12) ◽  
pp. 2255-2271
Author(s):  
M.Yu. Malkina ◽  
◽  
V.N. Ovchinnikov ◽  
Keyword(s):  
Stock Market ◽  
Macroeconomic Factors ◽  
Factors Affecting ◽  
Russian Stock Market

Asymmetric volatility and macroeconomic factors on Indonesian government bond returns

2019 ◽  
Vol 23 (3) ◽  
Author(s):  
Debbie Megasari ◽  
Hermanto Siregar ◽  
Ferry Syarifuddin
Keyword(s):  
Government Bond ◽  
Macroeconomic Factors ◽  
Asymmetric Volatility ◽  
Indonesian Government ◽  
Bond Returns
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