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My authors Follow this authorAldrin Herwany
Personal Details
First Name: | Aldrin |
Middle Name: | |
Last Name: | Herwany |
Suffix: | |
RePEc Short-ID: | phe245 |
| |
http://ideas.repec.org/s/unp/wpaman.html | |
Universitas Padjadjaran No. 35, Jl. Dipatiukur, Bandung, West Java, Indonesia | |
Affiliation
Fakultas Ekonomi
Universitas Padjadjaran
Bandung, Indonesiahttp://www.fe.unpad.ac.id/
RePEc:edi:espupid (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Suryasnia, Sofi & Primiana, Ina & Sucherly, Sucherly & Herwany, Aldrin, 2016. "Banking Strategy and Implementation of Banking ASEAN Integration Framework(ABIF)in ASEAN Community (AEC)'s Era 2020 ERA 2020," MPRA Paper 73303, University Library of Munich, Germany, revised 25 Aug 2016.
- Arief Putranto & Aldrin Herwany & Erman Sumirat, 2012. "The Determinants Of Commercial Bank Profitability In Indonesia," Working Papers in Business, Management and Finance 201202, Department of Management and Business, Padjadjaran University, revised Dec 2012.
- 1Shieldvie Halim Author_Email: & Aldrin Herwany, & Rayenda Brahmana, 2011.
"The Seasonality Of Market Integration: Case Of Indonesian Stock Markets,"
2nd International Conference on Business and Economic Research (2nd ICBER 2011) Proceeding
2011-439, Conference Master Resources.
- Shieldvie Halim & Rayenda Brahmana & Aldrin Herwany, 2011. "The Seasonality of Market Integration: The Case of Indonesia’s Stock Markets," Economics and Finance in Indonesia, Faculty of Economics and Business, University of Indonesia, vol. 59, pages 177-190, August.
- Erie Febrian & Aldrin Herwany, 2010.
"Volatility Model for Financial Market Risk Management : An Analysis on JSX Index Return Covariance Matrix,"
Working Papers in Business, Management and Finance
201004, Department of Management and Business, Padjadjaran University, revised Apr 2010.
- Erie Febrian & Aldrin Herwany, 2009. "Volatility Model for Financial Market Risk Management : An Analysis on JSX Index Return Covariance Matrix," Working Papers in Economics and Development Studies (WoPEDS) 200907, Department of Economics, Padjadjaran University, revised Sep 2009.
- Erie Febrian & Aldrin Herwany, 2010.
"Forecasting Stocks of Government Owned Companies (GOCS):Volatility Modeling,"
Working Papers in Business, Management and Finance
201002, Department of Management and Business, Padjadjaran University, revised Feb 2010.
- Erie Febrian & Aldrin Herwany, 2009. "Forecasting Stocks of Government Owned Companies (GOCS):Volatility Modeling," Working Papers in Economics and Development Studies (WoPEDS) 200908, Department of Economics, Padjadjaran University, revised Sep 2009.
- Erie Febrian & Aldrin Herwany, 2009.
"Liquidity Measurement Based on Bid-Ask Spread, Trading Frequency, and Liquidity Ratio: The Use of GARCH Model on Jakarta Stock Exchange (JSX),"
Working Papers in Economics and Development Studies (WoPEDS)
200910, Department of Economics, Padjadjaran University, revised Sep 2009.
- Erie Febrian & Aldrin Herwany, 2010. "Liquidity Measurement Based on Bid-Ask Spread, Trading Frequency, and Liquidity Ratio: The Use of GARCH Model on Jakarta Stock Exchange (JSX)," Working Papers in Business, Management and Finance 201003, Department of Management and Business, Padjadjaran University, revised Mar 2010.
- Erie Febrian & Aldrin Herwany, 2009. "The Performance Of Asset Pricing Models Before, During, And After Financial Crisis In Emerging Market: Evidence From Indonesia," Working Papers in Business, Management and Finance 200902, Department of Management and Business, Padjadjaran University, revised Feb 2009.
- Erie Febrian & Aldrin Herwany, 2009.
"Volatility Forecasting Models and Market Co-Integration: A Study on South-East Asian Markets,"
Working Papers in Economics and Development Studies (WoPEDS)
200911, Department of Economics, Padjadjaran University, revised Sep 2009.
- Erie Febrian & Aldrin Herwany, 2010. "Volatility Forecasting Models and Market Co-Integration: A Study on South-East Asian Markets," Working Papers in Business, Management and Finance 201005, Department of Management and Business, Padjadjaran University, revised May 2010.
- Herwany, Aldrin & Febrian, Erie, 2008.
"Co-integration and Causality Analysis on Developed Asian Markets For Risk Management & Portfolio Selection,"
MPRA Paper
10259, University Library of Munich, Germany.
- Aldrin Herwany & Erie Febrian, 2009. "Co-integration and Causality Analysis on Developed Asian Markets For Risk Management & Portfolio Selection," Working Papers in Economics and Development Studies (WoPEDS) 200909, Department of Economics, Padjadjaran University, revised Sep 2009.
- Aldrin Herwany & Erie Febrian, 2010. "Co-integration and Causality Analysis on Developed Asian Markets For Risk Management & Portfolio Selection," Working Papers in Business, Management and Finance 201001, Department of Management and Business, Padjadjaran University, revised Jan 2010.
- Febrian, Erie & Herwany, Aldrin, 2007. "Co-integration and Causality Among Jakarta Stock Exchange, Singapore Stock Exchange, and Kuala Lumpur Stock Exchange," MPRA Paper 9632, University Library of Munich, Germany.
- Mokhamad Anwar & Aldrin Herwany, 2006. "The Determinants of Successful Bank Profitability in Indonesia : Empirical Study for Provincial Government’s Banks and Private Non-Foreign Banks," Working Papers in Business, Management and Finance 200601, Department of Management and Business, Padjadjaran University, revised Jan 2006.
Articles
- Nurina Putri Handayani & Aldrin Herwany, 2019. "Linking job expectation, career perception, intention to stay: Evidence from generation Y," HOLISTICA – Journal of Business and Public Administration, Sciendo, vol. 10(2), pages 105-114, August.
- Marga Gumelar & Sutisna Sutisna & Aldrin Herwany, 2018. "Benchmarking Intangible Assets in the Water Sector - an Evidence from Indonesia," Montenegrin Journal of Economics, Economic Laboratory for Transition Research (ELIT), vol. 14(3), pages 155-161.
- Anisah Firli & Ina Primiana & Umi Kaltum & Yevis Marty Oesman & Aldrin Herwany & Yudi Azis & Akhmad Yunani, 2017. "CAPEX efficiency and service quality improvement via tower sharing in the Indonesian telecommunication industry: optimisation model using comparison of genetic algorithm and simulated annealing method," International Journal of Services, Economics and Management, Inderscience Enterprises Ltd, vol. 8(1/2), pages 90-108.
- Aldrin Herwany & Erie Febrian, 2013. "Global Stock Price Linkages Around The Us Financial Crisis: Evidence From Indonesia," Global Journal of Business Research, The Institute for Business and Finance Research, vol. 7(5), pages 35-45.
- Erie Febrian & Aldrin Herwany & Adi Primadhi, 2013. "Market REsponse to the Composition Change of Islamic Index: Evidence from Indonesia," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 7(5), pages 23-34.
- Erie Febrian & Aldrin Herwany, 2011. "Depositor Sensitivity To Risk Of Islamic And Conventional Banks: Evidence From Indonesia," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 5(3), pages 29-44.
- Shieldvie Halim & Rayenda Brahmana & Aldrin Herwany, 2011.
"The Seasonality of Market Integration: The Case of Indonesia’s Stock Markets,"
Economics and Finance in Indonesia, Faculty of Economics and Business, University of Indonesia, vol. 59, pages 177-190, August.
- 1Shieldvie Halim Author_Email: & Aldrin Herwany, & Rayenda Brahmana, 2011. "The Seasonality Of Market Integration: Case Of Indonesian Stock Markets," 2nd International Conference on Business and Economic Research (2nd ICBER 2011) Proceeding 2011-439, Conference Master Resources.
- Erie Febrian & Aldrin Herwany, 2010. "The Performance Of Asset Pricing Models Before, During, And After An Emerging Market Financial Crisis: Evidence From Indonesia," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 4(1), pages 85-97.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Erie Febrian & Aldrin Herwany, 2009.
"Liquidity Measurement Based on Bid-Ask Spread, Trading Frequency, and Liquidity Ratio: The Use of GARCH Model on Jakarta Stock Exchange (JSX),"
Working Papers in Economics and Development Studies (WoPEDS)
200910, Department of Economics, Padjadjaran University, revised Sep 2009.
- Erie Febrian & Aldrin Herwany, 2010. "Liquidity Measurement Based on Bid-Ask Spread, Trading Frequency, and Liquidity Ratio: The Use of GARCH Model on Jakarta Stock Exchange (JSX)," Working Papers in Business, Management and Finance 201003, Department of Management and Business, Padjadjaran University, revised Mar 2010.
Cited by:
- Erie Febrian & Aldrin Herwany, 2009.
"Volatility Forecasting Models and Market Co-Integration: A Study on South-East Asian Markets,"
Working Papers in Economics and Development Studies (WoPEDS)
200911, Department of Economics, Padjadjaran University, revised Sep 2009.
- Erie Febrian & Aldrin Herwany, 2010. "Volatility Forecasting Models and Market Co-Integration: A Study on South-East Asian Markets," Working Papers in Business, Management and Finance 201005, Department of Management and Business, Padjadjaran University, revised May 2010.
Cited by:
- Mulyadi, Martin Surya, 2009. "Volatility spillover in Indonesia, USA, and Japan capital market," MPRA Paper 16914, University Library of Munich, Germany.
- Sinha, Pankaj & Sinha, Gyanesh, 2010.
"Volatility Spillover in India, USA and Japan Investigation of Recession Effects,"
MPRA Paper
21873, University Library of Munich, Germany.
- Sinha, Pankaj & Sinha, Gyanesh, 2010. "Volatility Spillover in India, USA and Japan Investigation of Recession Effects," MPRA Paper 47190, University Library of Munich, Germany, revised 17 May 2013.
- Herwany, Aldrin & Febrian, Erie, 2008.
"Co-integration and Causality Analysis on Developed Asian Markets For Risk Management & Portfolio Selection,"
MPRA Paper
10259, University Library of Munich, Germany.
- Aldrin Herwany & Erie Febrian, 2009. "Co-integration and Causality Analysis on Developed Asian Markets For Risk Management & Portfolio Selection," Working Papers in Economics and Development Studies (WoPEDS) 200909, Department of Economics, Padjadjaran University, revised Sep 2009.
- Aldrin Herwany & Erie Febrian, 2010. "Co-integration and Causality Analysis on Developed Asian Markets For Risk Management & Portfolio Selection," Working Papers in Business, Management and Finance 201001, Department of Management and Business, Padjadjaran University, revised Jan 2010.
Cited by:
- Canegrati, Emanuele, 2008. "In Search of Market Index Leaders: Evidence from World Financial Markets," MPRA Paper 11292, University Library of Munich, Germany.
- Canegrati, Emanuele, 2008. "In Search of Market Index Leaders: Evidence from Asian Markets," MPRA Paper 11246, University Library of Munich, Germany.
- Febrian, Erie & Herwany, Aldrin, 2007.
"Co-integration and Causality Among Jakarta Stock Exchange, Singapore Stock Exchange, and Kuala Lumpur Stock Exchange,"
MPRA Paper
9632, University Library of Munich, Germany.
Cited by:
- Md. Abu HASAN, 2017. "Efficiency and Volatility of the Stock Market in Bangladesh: A Macroeconometric Analysis," Turkish Economic Review, KSP Journals, vol. 4(2), pages 239-249, June.
- Robin H. Luo & Thi Kim Anh Nguyen, 2012. "Dependence Structure of Equity and Foreign Exchange Markets: Evidence from Industrialized Asian Economies," International Journal of Finance, Insurance and Risk Management, International Journal of Finance, Insurance and Risk Management, vol. 2(1), pages 1-17.
- Mokhamad Anwar & Aldrin Herwany, 2006.
"The Determinants of Successful Bank Profitability in Indonesia : Empirical Study for Provincial Government’s Banks and Private Non-Foreign Banks,"
Working Papers in Business, Management and Finance
200601, Department of Management and Business, Padjadjaran University, revised Jan 2006.
Cited by:
- Arief Putranto & Aldrin Herwany & Erman Sumirat, 2012. "The Determinants Of Commercial Bank Profitability In Indonesia," Working Papers in Business, Management and Finance 201202, Department of Management and Business, Padjadjaran University, revised Dec 2012.
Articles
- Aldrin Herwany & Erie Febrian, 2013.
"Global Stock Price Linkages Around The Us Financial Crisis: Evidence From Indonesia,"
Global Journal of Business Research, The Institute for Business and Finance Research, vol. 7(5), pages 35-45.
Cited by:
- Trabelsi, Nader & Naifar, Nader, 2017. "Are Islamic stock indexes exposed to systemic risk? Multivariate GARCH estimation of CoVaR," Research in International Business and Finance, Elsevier, vol. 42(C), pages 727-744.
- Erie Febrian & Aldrin Herwany & Adi Primadhi, 2013.
"Market REsponse to the Composition Change of Islamic Index: Evidence from Indonesia,"
The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 7(5), pages 23-34.
Cited by:
- Nawal Seif Kassim & Roslily Ramlee & Salina Kassim, 2017. "Impact of Inclusion into and Exclusion from the Shariah Index on a Stock Price and Trading Volume: An Event Study Approach," International Journal of Economics and Financial Issues, Econjournals, vol. 7(2), pages 40-51.
- Erie Febrian & Aldrin Herwany, 2011.
"Depositor Sensitivity To Risk Of Islamic And Conventional Banks: Evidence From Indonesia,"
The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 5(3), pages 29-44.
Cited by:
- Umi Widyastuti & Erie Febrian & Sutisna & Tettet Fitrijanti, 2019. "Factors Explaining the Market Discipline of Sharia Mutual Funds from a Behavioural Finance Perspective: A Theoretical Approach," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), vol. 0(3), pages 198-212.
- Erie Febrian & Aldrin Herwany, 2010.
"The Performance Of Asset Pricing Models Before, During, And After An Emerging Market Financial Crisis: Evidence From Indonesia,"
The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 4(1), pages 85-97.
Cited by:
- Ahmad Faisol & Sulaeman Rahman Nidar & Aldrin Herwany, 2022. "The Analysis of Risk and Return Using Sharia Compliance Assets Pricing Model with Profit-Sharing Approach (Mudharabah) in Energy Sector Company in Indonesia," JRFM, MDPI, vol. 15(10), pages 1-14, September.
- Hui, Eddie C.M. & Chen, Jia, 2012. "Investigating the change of causality in emerging property markets during the financial tsunami," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(15), pages 3951-3962.
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 9 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-RMG: Risk Management (6) 2008-07-30 2008-09-13 2009-09-19 2009-09-19 2009-09-19 2009-09-19. Author is listed
- NEP-SEA: South East Asia (6) 2008-07-30 2008-09-13 2009-09-19 2009-09-19 2014-08-20 2016-09-04. Author is listed
- NEP-FMK: Financial Markets (4) 2008-07-30 2009-09-19 2009-09-19 2009-09-19
- NEP-FOR: Forecasting (2) 2009-09-19 2009-09-19
- NEP-BAN: Banking (1) 2014-08-20
- NEP-MST: Market Microstructure (1) 2009-09-19
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