ANALISIS HUBUNGAN SUKU BUNGA DEPOSITO KONVENSIONAL DENGAN EKUIVALEN TINGKAT BAGI HASIL DEPOSITO MUDHARABAH : Studi Perbankan Syariah Indonesia 2008-2012
This study aims to investigate the existence of cointegration and Granger Causality relationship between conventional and Islamic mudaraba deposit return . This research using secondary data conventional and Islamic mudaraba deposit return for the results since July of 2008 until June of 2012. Analy...
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| Format: | Thesis |
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[Yogyakarta] : Universitas Gadjah Mada
2013
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| Summary: | This study aims to investigate the existence of cointegration and Granger Causality relationship
between conventional and Islamic mudaraba deposit return . This research using secondary data
conventional and Islamic mudaraba deposit return for the results since July of 2008 until June of
2012. Analysis using stationary test, the optimal lag test, cointegration test and Granger
Causality test. Results of this study indicate that there is cointegration relationship between
conventional deposit rates and equivalent level of profit sharing mudaraba deposits, furthermore
there is a one-way causal relationship in which the conventional deposit rates affect the level
equivalent to the results of mudaraba deposits. This research is expected to contribute towards
purification and promotion efforts of Islamic banking in Indonesia. |
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