Aldrin Herwany

Perbanas Institute

Jalan Perbanas, Karet Kuningan, Setiabudi

Jakarta, Jakarta 12940

Indonesia

Perbanas Institute

Jakarta, DKI Jakarta

Indonesia

SCHOLARLY PAPERS

25

DOWNLOADS
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Top 11,856

in Total Papers Downloads

6,330

SSRN CITATIONS

5

CROSSREF CITATIONS

3

Scholarly Papers (25)

1.

Liquidity Measurement Based on Bid-Ask Spread, Trading Frequency, and Liquidity Ratio: The Use of GARCH Model on Jakarta Stock Exchange (JSX)

Economic Journal, University of Padjadjaran, September, 2008
Number of pages: 14 Posted: 08 Sep 2008 Last Revised: 17 Aug 2010
Erie Febrian and Aldrin Herwany
University of Padjadjaran and Perbanas Institute
Downloads 1,390 (21,487)

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Bid-Ask Spread, Trading Frequency, Liquidity Ratio, and ARCH/GARCH

2.

The Determinants of Successful Bank Profitability in Indonesia: Empirical Study for Provincial Government’s Banks and Private Non-Foreign Banks

1st International Conference on Business and Management Research: 'Facing 21st Century Challenges,' 2006
Number of pages: 15 Posted: 02 Sep 2010
Aldrin Herwany, Mokhamad Anwar and Mokhamad Anwar
Perbanas Institute and Padjadjaran University - Center for Management & Business Studies (LMFE)Department of Management, Faculty of Economics, Universitas Padjadjaran
Downloads 706 (55,906)
Citation 1

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Profitability, ROA Measure, ROE Measure

3.

Corporate Governance, Financial Ratios, Political Risk and Financial Distress: A Survival Analysis

Accounting and Finance Review (AFR) Vol.2(2) 2017. 26-34
Number of pages: 9 Posted: 17 Jul 2017 Last Revised: 19 Jul 2017
Farida Titik Kristanti and Aldrin Herwany
Telkom University and Perbanas Institute
Downloads 679 (58,808)

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Financial Distress; Financial Ratios; Corporate Governance; Political Risk

4.

The Determinants of Commercial Bank Profitability in Indonesia

Number of pages: 10 Posted: 19 Jun 2014
Arief Putranto, Aldrin Herwany and Erman Sumirat
Padjadjaran University - Faculty of Economics and Business, Perbanas Institute and Padjadjaran University - Faculty of Economics and Business
Downloads 550 (76,916)
Citation 1

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Return on Assets, Return on Equity, Loan to Deposit Ratio, Credit Market Share

5.

An Evaluation of Financial Stress for Islamic Banks in Indonesia Using a Bankometer Model

Journal of Finance and Banking Review, Vol. 2(3), p. 14-20, Jul-Sep 2017
Number of pages: 7 Posted: 31 Jul 2017 Last Revised: 03 Aug 2017
Padjadjaran University, Perbanas Institute and Telkom University
Downloads 354 (129,208)
Citation 2

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Bankometer Model; Financial Distress; Islamic Banks

6.

Volatility Forecasting Models and Market Co-Integration: A Study on South-East Asian Markets

The Indonesia Capital Market Review (ICMR), Vol.1, No. 1, January, 2009
Number of pages: 16 Posted: 03 Sep 2008 Last Revised: 17 Aug 2010
Erie Febrian and Aldrin Herwany
University of Padjadjaran and Perbanas Institute
Downloads 322 (143,079)

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Volatility Forecasting, Capital Market, Risk Management

7.

Modeling and Forecasting Jakarta Stock Exchange: Stock Market Volatility

Number of pages: 28 Posted: 25 Jun 2008
Erie Febrian and Aldrin Herwany
University of Padjadjaran and Perbanas Institute
Downloads 278 (166,857)

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Modeling, Forecasting, and Risk Management

Depositor Sensitivity to Risk of Islamic and Conventional Banks: Evidence from Indonesia

The International Journal of Business and Finance Research, Vol. 5 No. 3, pp. 29-44, 2011
Number of pages: 16 Posted: 06 Jul 2011
Erie Febrian and Aldrin Herwany
University of Padjadjaran and Perbanas Institute
Downloads 270 (171,055)

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Bank Risk, Deposit Insurance, Market Discipline, Islamic Bank

Depositor Sensitivity to Risk of Islamic and Conventional Banks: Evidence from Indonesia

The International Journal of Business & Finance Research, 2011
Posted: 18 Aug 2010
Erie Febrian and Aldrin Herwany
University of Padjadjaran and Perbanas Institute

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Bank Risk, Deposit Insurance, Market Discipline, Islamic Bank

9.

Volatility Model For Financial Market Risk Management : An Analysis on JSX Index Return Covariance Matrix

Economic Journal, University of Padjadjaran, March, 2006
Number of pages: 16 Posted: 25 Jun 2008 Last Revised: 17 Aug 2010
Erie Febrian and Aldrin Herwany
University of Padjadjaran and Perbanas Institute
Downloads 256 (181,228)

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Risk Management, Volatility Model

10.

Portfolio Volatility of Islamic and Conventional Stock: The Case of Indonesia Stock Market

Number of pages: 36 Posted: 28 Sep 2013
Aldrin Herwany and Erie Febrian
Perbanas Institute and University of Padjadjaran
Downloads 215 (214,450)
Citation 1

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Islamic Stocks, Volatility, Risk and Return

11.

The Impact of Monetary Policy on Stock Market Liquidity and the Business Cycle in Indonesia

Number of pages: 12 Posted: 01 Sep 2017
Aldrin Herwany, Yayan Satyakti and Wardhana Wardhana
Perbanas Institute, Padjadjaran University - Faculty of Economics and Business and Padjadjaran University - Faculty of Economics and Business
Downloads 175 (259,142)

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DSGE Model, News, Interest Rate

12.

Asset Pricing and Volatility Modeling: The Case of Indonesia Stock Market

Number of pages: 38 Posted: 09 Jun 2015
Perbanas Institute, Islamic Research and Training InstituteInternational Islamic University of Malaysia (IIUM) - Faculty of Economic and Management Sciences, International Islamic University and University of Padjadjaran
Downloads 161 (276,759)

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Asset Pricing, Volatility Modeling

13.

Market Response to the Composition Change of Islamic Index: Evidence from Indonesia

The International Journal of Business and Finance Research, v. 7 (5) p. 23-34
Number of pages: 12 Posted: 05 Sep 2013
Erie Febrian, Aldrin Herwany and Adi Primadhi
University of Padjadjaran, Perbanas Institute and Padjadjaran University
Downloads 156 (284,118)

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Market Reaction, Market Index, Abnormal Return, Abnormal Volume

14.

The Comparison Analysis of Determinant Sovereign Credit Rating and its Impact to Stock Market (Evidence for the Emerging Market Countries)

Number of pages: 13 Posted: 10 Jan 2015 Last Revised: 30 Jun 2017
Ahmad Hamdi, Nanny Dewi and Aldrin Herwany
Center for Management & Business Studies (LMFE), Padjadjaran University - Faculty of Economics and Business and Perbanas Institute
Downloads 132 (324,533)

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Sovereign Credit Rating, Fitch, Moodys, Stock Return, Emerging Market

15.

Performance of Market Discipline on the Islamic Financial Instrument: Evidence from Indonesian Islamic Gold Investment Scandal

Number of pages: 14 Posted: 09 Jun 2015
University of Padjadjaran, Perbanas Institute, Padjadjaran University - Faculty of Economics and Business and Padjadjaran University - Faculty of Economics and Business
Downloads 125 (337,964)

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Market Discipline, Islamic Finance

16.

The Analysis of Factors that Influence Relative Efficiency of General Banks after the Implementation of Indonesia Banking Architecture

Number of pages: 14 Posted: 19 Jun 2014
Bertha Elizabet, Nanny Dewi and Aldrin Herwany
Padjadjaran University - Faculty of Economics and Business, Padjadjaran University - Faculty of Economics and Business and Perbanas Institute
Downloads 115 (358,930)

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Efficiency, Data Envelopment Analysis, Tobit, and Indonesia banking Architecture (API)

17.

Strategic Alliances between Nucleus-Plasma in Small Medium Enterprises in Indonesia

3rd Ubaya International Annual Symposium on Management 'Business Networking' Global Business Networking, March 15-16, 2006
Number of pages: 11 Posted: 03 Sep 2010
Mokhamad Anwar, Mokhamad Anwar and Aldrin Herwany
Padjadjaran University - Center for Management & Business Studies (LMFE)Department of Management, Faculty of Economics, Universitas Padjadjaran and Perbanas Institute
Downloads 108 (375,050)

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Small Medium Enterprises, Nucleus-Plasma, Big Corporation, Commercial Bank

18.

Global Stock Price Linkages Around the US Financial Crisis: Evidence from Indonesia

Global Journal of Business Research, v. 7 (5) p. 35-45
Number of pages: 12 Posted: 06 Sep 2013
Aldrin Herwany and Erie Febrian
Perbanas Institute and University of Padjadjaran
Downloads 99 (397,856)

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Financial Sector, Financial Crisis, Market Co-integration

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brand commitment, brand trust, brand citizenship behavior

20.

The Impact of Oil Fiscal Regimes in Developing Countries

2017 International Conference on Energy Finance in Hangzhou, China
Number of pages: 1 Posted: 08 Sep 2017
Yayan Satyakti, Aldrin Herwany and Wardhana Wardhana
Padjadjaran University - Faculty of Economics and Business, Perbanas Institute and Padjadjaran University - Faculty of Economics and Business
Downloads 76 (467,548)

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risk analysis, bayesian panel markov switching, micro structural model, macro structural model

21.

Competition and Bank Integration in ASEAN

Number of pages: 22 Posted: 09 Apr 2019
Padjadjaran University - Faculty of Economics and Business, affiliation not provided to SSRN, University of Padjadjaran and Perbanas Institute
Downloads 39 (633,783)

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static discrete games with incomplete information, bank productivity, impulse response function, local projection

22.

Modeling for Improving Micro Finance Access In Rural Area

ICIRST Conference in 16-17 September 2017, National University of Singapore, Singapore
Number of pages: 3 Posted: 12 Sep 2017 Last Revised: 24 Sep 2017
Padjadjaran University - Faculty of Economics and Business, Perbanas Institute, Padjadjaran University - Faculty of Economics and Business and Padjadjaran University - Faculty of Economics and Business
Downloads 36 (651,651)

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Index Terms—dynamic analysis, demand for credit, supply for credit

23.

A Value at Risk Analysis on the Performance of Sukuk and Conventional Bonds: The Case of ASEAN Markets

Posted: 18 Aug 2010 Last Revised: 27 Feb 2011
Aldrin Herwany and Erie Febrian
Perbanas Institute and University of Padjadjaran

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Sukuk, Government Bonds, ASEAN debt market

24.

Global Linkage of Financial Sector Stock Prices During US Financial Crisis: Evidence from Indonesia

Posted: 17 Aug 2010
Erie Febrian and Aldrin Herwany
University of Padjadjaran and Perbanas Institute

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Financial sector, financial crisis, market co-integration

25.

CAPM and APT Validation Test Before, During, and After Financial Crisis in Emerging Market: Evidence from Indonesia

The International Journal of Business & Finance Research, Vol.10, No. 1, January, 2010
Posted: 08 Feb 2008 Last Revised: 17 Aug 2010
Erie Febrian and Aldrin Herwany
University of Padjadjaran and Perbanas Institute

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CAPM, APT, Financial Crisis