eprintid: 75630
rev_number: 10
eprint_status: archive
userid: 12460
dir: disk0/00/07/56/30
datestamp: 2026-02-19 02:21:17
lastmod: 2026-02-19 02:21:17
status_changed: 2026-02-19 02:21:17
type: thesis
metadata_visibility: show
contact_email: muh.khabib@uin-suka.ac.id
creators_name: Selvia Rochimah Audina, NIM.: 22108030124
title: PENGARUH FOREIGN DIRECT INVESTMENT (FDI) TERHADAP KINERJA INDEKS SAHAM: STUDI PADA NEGARA INDONESIA, MALAYSIA, SINGAPURA (PERIODE 2000-2024)
ispublished: pub
subjects: 658.15
divisions: jur_mks
full_text_status: restricted
keywords: Foreign Direct Invesment, Stock Index Performance, Economic Uncertainty, GDP Growth, Trade Openness, ARDL Model
note: Rizaldi Yusfiarto, S.Pd., M.M.
abstract: This study aims to analyze the effect to Foreign Direct Invesment (FDI) on Stock Index Performance in three ASEAN countries Indonesian, Malaysian, and Singapore during the 2000-2024 period, with the Economic Uncertainty Index (EUI), Gross Domestic Product (GDP) Growth, and Trade Openness as control variables. The analytical method employed is the Autoregressive Distributed Lag (ARDL) model using time series data.
The results indicate that in the short run, the effect of FDI on stock market index performance varies across countries, while economic uncertainty exerts a negative and significant impact, and GDP growth and trade openness tend to have a positive but not consistently significant effect. In the long run, FDI is found to have a positive and significant effect on stock market index performance in all three countries, whereas economic uncertainty has a negative and significant impact, and GDP growth and trade openness act as reinforcing factors in strengthening the relationship between FDI and stock market performance.
These findings suggest that the influence of FDI on stock markets is stronger in the long run and is closely associated with macroeconomic stability and trade integration in each country.
date: 2026-01-22
date_type: published
pages: 149
institution: UIN SUNAN KALIJAGA YOGYAKARTA
department: FAKULTAS EKONOMI DAN BISNIS ISLAM
thesis_type: skripsi
thesis_name: other
citation:   Selvia Rochimah Audina, NIM.: 22108030124  (2026) PENGARUH FOREIGN DIRECT INVESTMENT (FDI) TERHADAP KINERJA INDEKS SAHAM: STUDI PADA NEGARA INDONESIA, MALAYSIA, SINGAPURA (PERIODE 2000-2024).  Skripsi thesis, UIN SUNAN KALIJAGA YOGYAKARTA.   
document_url: https://digilib.uin-suka.ac.id/id/eprint/75630/1/22108030124_BAB-I_IV-atau-V_DAFTAR-PUSTAKA.pdf
document_url: https://digilib.uin-suka.ac.id/id/eprint/75630/2/22108030124_BAB-II_sampai_SEBELUM-BAB-TERAKHIR.pdf