Gong, Yuting Primary Author Liang, Jufang Primary Author Zhu, Jie Primary Author Jiang, Ning Primary Author Yang, Yuan Primary Author Yang, Bingkun Primary Author Huang, Wenli Primary Author H. Ibrahim, Mansor Primary Author Selvanathan, Eliyathamby A Primary Author Selvanathan, Saroja Primary Author Sharma, Susan Sunila Primary Author Rath, Badri Narayan Primary Author Hermawan, Danny Primary Author Azis, Iwan Jaya Primary Author mixed material bibliography Indonesia Bank indonesia 2019 en English

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ii, 136 hlm; 26 cm Cat : 1. Modeling high dimensional asset pricing returns using a dynamic skewed copula model (Yuting Gong, Jufang Liang, Jie Zhu) 2. Venture capital and corporate innovation input from the perspective of syndicated investment (Ning Jiang, Yuan Yang, Bingkun Yang, Wenli Huang) 3. Capital Regulation And ISlamic Banking Performance : Panel Evidence (Mansor H. Ibrahim) 4. Analysing The demand for financial Asset in Indonesia (Eliyathamby A Selvanathan, Saroja Selvanathan) 5. Which Variables Predict Indonesia's Inflation? (Susan Sunila Sharma) 6. Do Information and communication technologies foster economic growth in Indonesia? (Badri Narayan Rath, Danny Hermawan) 7. Economic And Culter (Iwan Jaya Azis) 1. We propose a dynamic skewed copula to model multivariate dependence in asset returns in a flexible yet parsimonious way. We then apply the model to 50 exchange traded funds. The new copula is shown to have better in-sample and out-of-sample performance than existing copulas. In particular, the dynamic model is able to capture increasing dependence patterns during the fixnancial crisis periods. It is crucial for investors to take dynamic dependence structure into account when modeling high dimensional returns. 2. Using data for 341 enterprises listed on the Growth Enterprise Market (GEM) of the Shenzhen Stock Exchange and taking R&D expenditure as an indicator of innovation investment, this paper implements multiple linear regression to test whether venture capital promotes corporate innovation input. It also considers the relationship between the syndicated investment of venture capital and innovation input. The results show that venture capital indeed promotes R&D in the invested enterprises. The innovation input of syndicated investment enterprises is significantly higher than that of sole investment enterprises. Under syndicated investment, the higher the number of syndicated investment members and the greater the heterogeneity of the shareholding ratio among the members, the higher is the innovation input. The reputation of the syndicated investment team, however, has no significant impact on innovation input. Yuting Gong Inflation Islamic Banking ICT (INFORMATION COMMUNICATION TECHNOLOY) Asset BUL/22/1/2019 14108046 Perpustakaan UIN Mataram Online Public Access Catalog BUL/22/1/2019 BUL/3/22/1/2019 Perpustakaan Pusat (BUL/3/22/1/2019) BUL/22/1/2019 BUL/4/22/1/2019 Perpustakaan Pusat (BUL/4/22/1/2019) BUL/22/1/2019 BUL/5/22/1/2019 Perpustakaan Pusat (BUL/5/22/1/2019) BUL/22/1/2019 29858 2021-05-04 13:41:09 2021-05-17 08:37:18 machine generated