eprintid: 46937
rev_number: 13
eprint_status: archive
userid: 12460
dir: disk0/00/04/69/37
datestamp: 2021-11-18 03:55:35
lastmod: 2021-11-18 03:55:35
status_changed: 2021-11-18 03:55:35
type: thesis
metadata_visibility: show
contact_email: muh.khabib@uin-suka.ac.id
creators_name: Nurina Wulandari S.E.I, NIM.: 17208010008
title: INTEGRASI SAHAM SYARIAH MALAYSIA, CHINA, DAN JEPANG PADA INDEKS HARGA PASAR MODAL SYARIAH INDONESIA (PERIODE 2012 –2018)
ispublished: pub
subjects: eko_sya
divisions: ek_syarS-2
full_text_status: restricted
keywords: Integrasi, Saham Syariah, VAR, VECM, Kausalitas, Kointegrasi,
Variance Decomposition
note: Pembimbing : Dr. H. Syafiq Mahmadah Hanafi, M.Ag.
abstract: This research was conducted to find out how much influence the
integration of Malaysian, Chinese and Japanese sharia shares into the Indonesian
Islamic Stock Index. This study applies the Vector Autoregressive (VAR) / Vector
Error Correction Model (VECM) method and monthly index data starting from
2012 - 2018. The purpose of this study is to determine the extent of causality,
long-term relationships and how much contribution between Dow Jones Islamic
World Malaysia Index (DJMY), Dow Jones Chinese Islamic Market (DJICH),
Dow Jones Islamic Market Japan Index (DJIJP) against Indonesian Sharia Stock
Index (ISSI).
The results of the study indicate the existence of a causal relationship
between all Islamic stocks against the Indonesian Islamic Stock Index. Based on
the cointegration analysis, Malaysian sharia shares have a long-term relationship
with the Indonesian Sharia Stock Index of 0.014%. And based on the Variance
Decomposition analysis the highest contribution given by China in period 3 was
31.37%, Japan in period 5 was 20.63% and Malaysia in the 6th period was
24.70%.
date: 2021-08-16
date_type: published
pages: 142
institution: SUNAN KALIJAGA YOGYAKARTA
department: FAKULTAS EKONOMI DAN BISNIS ISLAM
thesis_type: masters
thesis_name: other
citation:   Nurina Wulandari S.E.I, NIM.: 17208010008  (2021) INTEGRASI SAHAM SYARIAH MALAYSIA, CHINA, DAN JEPANG PADA INDEKS HARGA PASAR MODAL SYARIAH INDONESIA (PERIODE 2012 –2018).  Masters thesis, SUNAN KALIJAGA YOGYAKARTA.   
document_url: https://digilib.uin-suka.ac.id/id/eprint/46937/1/17208010008_BAB-I_IV-atau-V_DAFTAR-PUSTAKA.pdf
document_url: https://digilib.uin-suka.ac.id/id/eprint/46937/2/17208010008_BAB-II_sampai_SEBELUM-BAB-TERAKHIR.pdf