eprintid: 58670
rev_number: 11
eprint_status: archive
userid: 12460
dir: disk0/00/05/86/70
datestamp: 2023-05-17 02:12:59
lastmod: 2023-05-17 02:12:59
status_changed: 2023-05-17 02:12:59
type: thesis
metadata_visibility: show
contact_email: muh.khabib@uin-suka.ac.id
creators_name: Elsa Estiani, NIM.: 21208011011
title: PENGARUH RISIKO GEOPOLITIK, KETIDAKPASTIAN KEBIJAKAN EKONOMI, DAN VARIABEL EKONOMI MAKRO TERHADAP HARGA SAHAM DOW JONES ISLAMIC MARKET WORLD INDEX
ispublished: pub
subjects: eko_sya
divisions: ek_syarS-2
full_text_status: restricted
keywords: DJIMI, Risiko Geopolitik, Ketidakpastian Kebijakan Ekonomi, Inflasi, Nilai Tukar, Suku Bunga, VECM.
note: Pembimbing: Dr. Jeihan Ali Azhar, S.Si., M.E.I
abstract: This study analyzes the impact of global geopolitical risk, economic policy uncertainty, and macroeconomic variables on the Dow Jones Islamic Market World (DJIMI) stock price index in 2007-2022 using the Vector Error Correction Model (VECM). This study finds that the VECM captures the impact of geopolitical risk, economic policy uncertainty, and global macroeconomic variables on the Dow Jones Islamic Market World (DJIMI) stock price index differently. The results show that geopolitical risk, economic policy uncertainty, and interest rates have a significant effect on DJIMI in the long term, while inflation and exchange rate have not. In the short term, only the economic policy uncertainty variable has a significant effect on DJIMI.
date: 2023-03-29
date_type: published
pages: 179
institution: UIN SUNAN KALIJAGA YOGYAKARTA
department: FAKULTAS EKONOMI DAN BISNIS ISLAM
thesis_type: masters
thesis_name: other
citation:   Elsa Estiani, NIM.: 21208011011  (2023) PENGARUH RISIKO GEOPOLITIK, KETIDAKPASTIAN KEBIJAKAN EKONOMI, DAN VARIABEL EKONOMI MAKRO TERHADAP HARGA SAHAM DOW JONES ISLAMIC MARKET WORLD INDEX.  Masters thesis, UIN SUNAN KALIJAGA YOGYAKARTA.   
document_url: https://digilib.uin-suka.ac.id/id/eprint/58670/1/21208011011_BAB-I_IV-atau-V_DAFTAR-PUSTAKA.pdf
document_url: https://digilib.uin-suka.ac.id/id/eprint/58670/2/21208011011_BAB-II_sampai_SEBELUM-BAB-TERAKHIR.pdf