eprintid: 38905 rev_number: 10 eprint_status: archive userid: 12259 dir: disk0/00/03/89/05 datestamp: 2020-04-09 06:28:20 lastmod: 2020-04-09 06:28:20 status_changed: 2020-04-09 06:28:20 type: thesis metadata_visibility: show creators_name: NURNANENGSI HANDAYANI, NIM. 16830030 title: CONTAGION EFFECT INDEKS SAHAM SYARIAH INDONESIA (ISSI) DENGAN INDEKS SAHAM SYARIAH ASING (AMERIKA SERIKAT, MALAYSIA, DAN JEPANG) PERIODE 2013-2018 ispublished: pub subjects: keu_sya divisions: jur_keuangan_syariah full_text_status: restricted keywords: IMUS, DJIMY, DJIJP, ISSI, Integration, Contagion note: ABDUL QOYUM, S.E.I., M.Sc. Fin. 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. date: 2020-01-23 date_type: published pages: 133 institution: UNIVERSITAS ISLAM NEGERI SUNAN KALIJAGA department: Fakultas Ekonomi dan Bisnis Islam thesis_type: skripsi thesis_name: other citation: 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. document_url: https://digilib.uin-suka.ac.id/id/eprint/38905/1/16830030_%20BAB-I_IV-atau-V_DAFTAR-PUSTAKA.pdf document_url: https://digilib.uin-suka.ac.id/id/eprint/38905/2/16830030_BAB-II_sampai_SEBELUM-BAB-TERAKHIR.pdf