eprintid: 48443
rev_number: 10
eprint_status: archive
userid: 12460
dir: disk0/00/04/84/43
datestamp: 2022-01-13 04:44:03
lastmod: 2022-01-13 04:44:03
status_changed: 2022-01-13 04:44:03
type: thesis
metadata_visibility: show
contact_email: muh.khabib@uin-suka.ac.id
creators_name: Khairun Nisa’, NIM.: 19208012032
title: PENGARUH MAKROEKONOMI, KONDISI PERDAGANGAN, INDEKS SAHAM ASING, DAN INDEKS SUKUK TERHADAP JAKARTA ISLAMIC INDEX TAHUN 2015-2020
ispublished: pub
subjects: eko_uang
divisions: ek_syarS-2
full_text_status: restricted
keywords: Indeks saham syariah, makroekonomi, kondisi perdagangan, indeks Sukuk
note: Pembimbing: Dr. Abdul Qoyum, S.E.I, M.Sc.Fin
abstract: This study aims to examine and analyze the effect of macroeconomic variables, foreign stock indices, trading conditions, and the Sukuk index on the Jakarta Islamic Index (JII). Macroeconomic variables are represented by inflation, money supply, exchange rates, world gold prices, and world oil prices. Trading conditions are proxied by trading frequency, share value, and trading volume. The foreign stock index uses the DJIM, and the Sukuk index uses ICSIX. The data in this research are monthly time series with a sample of 72 and analyzed using the Vector Error Correction Model. The results showed that in the short term, only the money supply had a significant effect on JII. Long term test results show that JII is significantly affected by inflation, money supply, exchange rate, trading frequency, stock value, world gold prices, world oil prices, and ICSIX. The other two variables, namely trading volume, and DJIM do not affect JII.
date: 2021-12-17
date_type: published
pages: 181
institution: UIN SUNAN KALIJAGA YOGYAKARTA
department: FAKULTAS EKONOMI DAN BISNIS ISLAM
thesis_type: masters
thesis_name: other
citation:   Khairun Nisa’, NIM.: 19208012032  (2021) PENGARUH MAKROEKONOMI, KONDISI PERDAGANGAN, INDEKS SAHAM ASING, DAN INDEKS SUKUK TERHADAP JAKARTA ISLAMIC INDEX TAHUN 2015-2020.  Masters thesis, UIN SUNAN KALIJAGA YOGYAKARTA.   
document_url: https://digilib.uin-suka.ac.id/id/eprint/48443/1/19208012032_BAB-I_IV-atau-V_DAFTAR-PUSTAKA.pdf
document_url: https://digilib.uin-suka.ac.id/id/eprint/48443/2/19208012032_BAB-II_sampai_SEBELUM-BAB-TERAKHIR.pdf