Aidia Putri, NIM.: 19108010087 (2023) ANALISIS PENGARUH VARIABEL MAKROEKONOMI DAN COVID-19 TERHADAP INDEKS SAHAM SYARIAH INDONESIA (ISSI) PERIODE 2012-2022. Skripsi thesis, UIN SUNAN KALIJAGA YOGYAKARTA.
|
Text (ANALISIS PENGARUH VARIABEL MAKROEKONOMI DAN COVID-19 TERHADAP INDEKS SAHAM SYARIAH INDONESIA (ISSI) PERIODE 2012-2022)
19108010087_BAB-I_IV-atau-V_DAFTAR-PUSTAKA.pdf - Published Version Download (3MB) | Preview |
|
![[img]](https://digilib.uin-suka.ac.id/style/images/fileicons/text.png) |
Text (ANALISIS PENGARUH VARIABEL MAKROEKONOMI DAN COVID-19 TERHADAP INDEKS SAHAM SYARIAH INDONESIA (ISSI) PERIODE 2012-2022)
19108010087_BAB-II_sampai_SEBELUM-BAB-TERAKHIR.pdf - Published Version Restricted to Registered users only Download (5MB) | Request a copy |
Abstract
The capital market is one of the economic booster in this country. In Indonesia, the capital market plays an important role in the economy, this includes the stock market. To measure and know the performance of the stock market, a stock index is needed. Indonesia has a composite stock index commonly referred to as the JCI, to measure the performance of Islamic stocks can use the Indonesian Sharia Stock Index (ISSI). The increase and decrease in the stock index can be influenced by macroeconomic factors and other fundamental factors. The purpose of this study is to determine the impact of macroeconomic variables and covid-19 on the Indonesian Sharia Stock Index (ISSI) for the period 2012-2022. The data used in this study are secondary time series data in the form of monthly data from January 2012 to December 2022. The data that has been obtained is processed using the Vector Error Corection Model (VECM) method assisted by the Eviews 9 program. This study found that the BI Rate variable and the Money Supply variable in the long term have a significant positive effect on the Indonesian Sharia Stock Index (ISSI). While the exchange rate variable, inflation in the long run has a significant negative effect on the Indonesian Sharia Stock Index. Meanwhile, the pandemic in the long term and short term has not shown any influence on the ISSI.
| Item Type: | Thesis (Skripsi) |
|---|---|
| Additional Information: | Pembimbing: Dr. Muhammad Ghafur Wibowo, S.E., M.Sc. |
| Uncontrolled Keywords: | BI Rate, Kurs, Inflasi, JUB, Pandemi Covid-19, VECM |
| Subjects: | Covid-19 Ekonomi Syariah |
| Divisions: | Fakultas Ekonomi dan Bisnis Islam > Ekonomi Syariah (S1) |
| Depositing User: | Muh Khabib, SIP. |
| Date Deposited: | 27 Jun 2023 14:24 |
| Last Modified: | 27 Jun 2023 14:24 |
| URI: | http://digilib.uin-suka.ac.id/id/eprint/59335 |
Share this knowledge with your friends :
Actions (login required)
 |
View Item |
