NURNANENGSI HANDAYANI, NIM. 16830030 (2020) CONTAGION EFFECT INDEKS SAHAM SYARIAH INDONESIA (ISSI) DENGAN INDEKS SAHAM SYARIAH ASING (AMERIKA SERIKAT, MALAYSIA, DAN JEPANG) PERIODE 2013-2018. Skripsi thesis, UNIVERSITAS ISLAM NEGERI SUNAN KALIJAGA.
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Text (CONTAGION EFFECT INDEKS SAHAM SYARIAH INDONESIA (ISSI) DENGAN INDEKS SAHAM SYARIAH ASING (AMERIKA SERIKAT, MALAYSIA, DAN JEPANG) PERIODE 2013-2018)
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Text (CONTAGION EFFECT INDEKS SAHAM SYARIAH INDONESIA (ISSI) DENGAN INDEKS SAHAM SYARIAH ASING (AMERIKA SERIKAT, MALAYSIA, DAN JEPANG) PERIODE 2013-2018)
16830030_BAB-II_sampai_SEBELUM-BAB-TERAKHIR.pdf - Published Version Restricted to Registered users only Download (6MB) |
Abstract
The Indonesian Shariah Stock Index (ISSI) is one of the shariah indices in the country of Indonesia. This index is influenced by many factors, both macroeconomic variables and othe variables. However, over time the countries in the world, including Indonesia, are well integrated in terms of economics to other fields. Of course, the shariah stock market Indonesia has the possibility of being influenced by the shariah stock markets of the countries. This study aims to determine whether there is an influence from the shariah stock markets of other countries (US, Malaysia, Japan) on ISSI. By using the VAR method it is known that of the three independent variable studied (IMUS, DJIMY, DJIJP), only IMUS has a positive influence on ISSI. Meanwhile, other variables do not affect both positive and negative.
Item Type: | Thesis (Skripsi) |
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Additional Information: | ABDUL QOYUM, S.E.I., M.Sc. Fin. |
Uncontrolled Keywords: | IMUS, DJIMY, DJIJP, ISSI, Integration, Contagion |
Subjects: | Keuangan Syariah |
Divisions: | Fakultas Ekonomi dan Bisnis Islam > Keuangan Syariah (S1) |
Depositing User: | Drs. Mochammad Tantowi, M.Si. |
Date Deposited: | 09 Apr 2020 13:28 |
Last Modified: | 09 Apr 2020 13:28 |
URI: | http://digilib.uin-suka.ac.id/id/eprint/38905 |
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