文章基本信息

标题：DETERMINANT OF BANK RUNS IN INDONESIA: BAD LUCK OR FUNDAMENTAL?
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作者：Iskandar Simorangkir
期刊名称：Bulletin Ekonomi Moneter dan Perbankan
印刷版ISSN：1410-8046
电子版ISSN：2460-9196
出版年度：2011
卷号：14
期号：1
页码：51-73
DOI：10.21098/bemp.v14i1.78
出版社：Bank Indonesia
摘要：This paper examine the determinant of bank runs in Indonesia that includes economic fundamental,bank performance, and self-fulfilling prophecy factors for all banks either in full sample periods between years 1990 - 2005 or in banking crisis periods between years 1997 - 1998. The bank runs determinant uses dynamic panel model from Arrelano-Bond. Estimation result shows that self-fulfilling prophecy, bank monetary performance which is rentability and fixed credit ratio and macroeconomic condition which is economic growth, inflation and real exchange rate influence bank runs in Indonesia. Bank runs determinant in banking crisis between year 1997 - 1998 also shows a result that is not really different from bank runs determinant during full sample periods between years 1990 - 2005.
关键词：Bank runs; Banking Crisis; Arrelano Bond Dynamic Panel