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Abstrak :
Penelitian ini bertujuan untuk menganalisis pengaruh kompetisi terhadap kredit UMKM. Menggunakan data dari bank yang beroperasional di Indonesia pada tahun 2009 hingga 2016, penelitian ini melakukan regresi data panel. Persaingan memiliki efek yang tidak signifikan pada kredit UMKM, sementara faktor-faktor spesifik bank seperti ROE dan LDR memiliki pengaruh yang signifikan terhadap tingkat kredit UMKM. NPL kredit UMKM memainkan peran penting dalam mengurangi kredit UMKM. Indeks lerner dengan peraturan memiliki efek positif yang signifikan terhadap persentase pinjaman UMKM. Hasil ini menunjukkan bahwa secara umum, bank lebih cepat bereaksi terhadap peraturan daripada kondisi industri dalam hal pinjaman UMKM kepada perusahaan besar ketika pertumbuhan ekonomi meningkat. ......This study aims to analyze the effect of the competition on MSME credit. Using data from Indonesia banks in 2009 until 2016, this research performed panel data regression. Competition has an insignificant effect on MSME credit, while bank-specific factors such as the ROE and LDR have a significant effect on the level of MSME Credit. The NPL of MSME Credit plays a significant role in reducing MSME credit. Lerner index with regulation has significant positive effects on the percentage of MSME loans. This result indicates that, in general, banks are faster reacting to regulations than industry conditions in terms of MSME lending to big firms when the economic growth is increasing.

Abstrak :
ABSTRAK
Monetary policy is always a dynamic attribute on commodity prices in the economy. This article examines the empirical relationship between monetary policy and commodity price by employing a vector auto-regression (VAR) Model to show its response in the case of Pakistan. In this paper, the research philosophy is employed based on Positivism with Deductive approach to recognizing the response of monetary policy shocks on commodity price. Recently, low-interest rates and excessive liquidity play a dynamic role in affecting the prices of the commodities market. Furthermore, the impact of monetary policy rate show significant result and seems to be huge in the economy of Pakistan massively. Besides, there is a stable relationship between monetary policy instrument and commodity prices even though the current financial crisis.

Abstrak :
Modeling the correlation of assets returns volatilities across different markets or segments of a market has practical value for portfolio selection and diversification, market regulation, and risk management. This paper therefore evaluates the nature of time-varying correlation between volatilities of stock market and crude oil returns in Nigeria using Dynamic Conditional Correlation-Generalised Autoregressive Conditional Heteroscedasticity (DCC-GARCH) model. Results from DCCGARCH (1,1) model show evidence of volatility clustering and persistence in Nigeria stock market and crude oil returns. The results also show that there is no dynamic conditional correlation in ARCH effects between stock market returns and crude oil prices in Nigeria. The results further show that there is strong evidence of time-varying volatility correlation between stock market and crude oil returns volatility. The findings will help shape policy-making in risk management and market regulation in Nigeria.