TY  - THES
N1  - ABDUL QOYUM, S.E.I., M.Sc. Fin.
ID  - digilib38905
UR  - https://digilib.uin-suka.ac.id/id/eprint/38905/
A1  - NURNANENGSI HANDAYANI, NIM. 16830030
Y1  - 2020/01/23/
N2  - 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.
PB  - UNIVERSITAS ISLAM NEGERI SUNAN KALIJAGA
KW  - IMUS
KW  -  DJIMY
KW  -  DJIJP
KW  -  ISSI
KW  -  Integration
KW  -  Contagion
M1  - skripsi
TI  - CONTAGION EFFECT INDEKS SAHAM SYARIAH INDONESIA (ISSI)
DENGAN INDEKS SAHAM SYARIAH ASING (AMERIKA SERIKAT,
MALAYSIA, DAN JEPANG) PERIODE 2013-2018
AV  - restricted
EP  - 133
ER  -