eprintid: 50378
rev_number: 11
eprint_status: archive
userid: 12460
dir: disk0/00/05/03/78
datestamp: 2022-04-07 06:51:07
lastmod: 2022-04-07 06:51:07
status_changed: 2022-04-07 06:51:07
type: thesis
metadata_visibility: show
contact_email: muh.khabib@uin-suka.ac.id
creators_name: Fitrianto, NIM.: 18208010003
title: PENGARUH DOW JONES ISLAMIC MARKET INDEX (DJIMI), KUALA LUMPUR STOCK EXCHANGE (KLSE), INFLASI, NILAI TUKAR/KURS, HARGA EMAS DUNIA, DAN HARGA MINYAK DUNIA TERHADAP PERGERAKAN JAKARTA ISLAMIC INDEX (JII) PERIODE 2010 – 2019
ispublished: pub
subjects: eko_sya
subjects: keu_sya
divisions: ek_syarS-2
full_text_status: restricted
keywords: Jakarta Islamic Index (JII), Dow Jones Islamic Market Index (DJIMI), Kuala Lumpur Stock Exchange (KLSE), Inflasi, Nilai Tukar /Kurs, Harga Emas Dunia, Harga Minyak Dunia
note: Pembimbing: Ibnu Qizam, SE.,Akt.,M.Si
abstract: This study aims to examine the effect of the Dow Jones Islamic Market Index (DJIMI), the Kuala Lumpur Stock Exchange (KLSE), inflation, exchange rates, world gold prices and world oil prices on the movement of the Jakarta Islamic Index (JII) 2010-2019. This research is based on the contagion effect theory which explains that economic shocks from a certain region will affect the economy in other regions. This study uses monthly data for 10 years (120 months). Eviews 9 software is used for data processing. Data analysis techniques used descriptive statistical analysis. Unit root tests use Augmented Dickey Fuller (ADF) and Phillips-Perron (PP) to ensure that data is stationary. Johansen's cointegration test to determine the long-term relationship among variables. Granger causality test is used to determine the relationship in the short term, while the Vector Error Correction Model (VECM) is adopted for the estimation model. The results suggest that DJIMI, KLSE and gold prices have a significant negative effect on JII in the long run. Inflation and oil prices have a significant positive effect on JII in the long run, while the exchange rate variable has no long-term effect on JII. This study contributes further to the Islamic stock market literature and the factors that influence it, especiallly on Islamic stocks in Indonesia.
date: 2020-04-28
date_type: published
pages: 149
institution: UIN SUNAN KALIJAGA YOGYAKARTA
department: FAKULTAS EKONOMI DAN BISNIS ISLAM
thesis_type: masters
thesis_name: other
citation:   Fitrianto, NIM.: 18208010003  (2020) PENGARUH DOW JONES ISLAMIC MARKET INDEX (DJIMI), KUALA LUMPUR STOCK EXCHANGE (KLSE), INFLASI, NILAI TUKAR/KURS, HARGA EMAS DUNIA, DAN HARGA MINYAK DUNIA TERHADAP PERGERAKAN JAKARTA ISLAMIC INDEX (JII) PERIODE 2010 – 2019.  Masters thesis, UIN SUNAN KALIJAGA YOGYAKARTA.   
document_url: https://digilib.uin-suka.ac.id/id/eprint/50378/1/18208010003_%20BAB-I_V_DAFTAR-%20PUSTAKA.pdf
document_url: https://digilib.uin-suka.ac.id/id/eprint/50378/2/18208010003_%20BAB-II_BAB-IV.pdf