%0 Thesis
%9 Skripsi
%A NURNANENGSI HANDAYANI, NIM. 16830030
%B Fakultas Ekonomi dan Bisnis Islam
%D 2020
%F digilib:38905
%I UNIVERSITAS ISLAM NEGERI SUNAN KALIJAGA
%K IMUS, DJIMY, DJIJP, ISSI, Integration, Contagion
%P 133
%T CONTAGION EFFECT INDEKS SAHAM SYARIAH INDONESIA (ISSI)  DENGAN INDEKS SAHAM SYARIAH ASING (AMERIKA SERIKAT,  MALAYSIA, DAN JEPANG) PERIODE 2013-2018
%U https://digilib.uin-suka.ac.id/id/eprint/38905/
%X 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.
%Z ABDUL QOYUM, S.E.I., M.Sc. Fin.