{
      "department": "FAKULTAS EKONOMI DAN BISNIS ISLAM",
      "subjects": [
        "eko_sya"
      ],
      "eprintid": 76796,
      "thesis_type": "skripsi",
      "date": "2026-02-26",
      "userid": 12241,
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            "uri": "http:\/\/digilib.uin-suka.ac.id\/id\/document\/1057175",
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            "formatdesc": "SPILLOVER EFFECT INDEKS SAHAM SYARIAH INDONESIA: ANALISIS VECTOR ERROR CORRECTION MODEL (2015-2024)"
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            "uri": "http:\/\/digilib.uin-suka.ac.id\/id\/document\/1057176",
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      "creators": [
        {
          "name": {
            "lineage": null,
            "given": "NIM.: 22108010095",
            "honourific": null,
            "family": "Muhammad Aliy Fullah"
          }
        }
      ],
      "dir": "disk0\/00\/07\/67\/96",
      "keywords": "Spillover Effect, Indeks Saham Syariah Indonesia, Vecm, Yield Sukuk, Integrasi Pasar",
      "lastmod": "2026-06-12 03:39:53",
      "ispublished": "pub",
      "metadata_visibility": "show",
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      "eprint_status": "archive",
      "status_changed": "2026-06-12 03:39:53",
      "datestamp": "2026-06-12 03:39:53",
      "uri": "http:\/\/digilib.uin-suka.ac.id\/id\/eprint\/76796",
      "thesis_name": "other",
      "note": "Dr. Muh. Rudi Nugroho, S.E., M.Sc.,",
      "full_text_status": "restricted",
      "contact_email": "sophanshofwan@gmail.com",
      "divisions": [
        "jur_es"
      ],
      "abstract": "Penelitian ini menganalisis mekanisme spillover effect pada sektor investasi syariah indonesia periode 2015-2024. Menggunakan metode Vector Error Correction Model (VECM), studi ini menguji transmisi guncangan dari yield sukuk negara dan kurs dolar. Temuan empiris menunjukkan adanya kointegrasi jangka panjang di mana kurs dolar berpengaruh negatif signifikan, memvalidasi Portfolio Balance Model. Sebaliknya, yield sukuk berpengaruh positif signifikan, menunjukkan integrasi ekosistem syariah yang kuat dan menolak fenomena substitusi aset. Analisis varians menegaskan bahwa kurs merupakan kanal transmisi risiko utama, sementara stabilitas imbal hasil sukuk bertindak sebagai jangkar kepercayaan investor di pasar modal syariah Indonesia.\r\nKata Kunci: Spillover Effect, Indeks Saham Syariah Indonesia, Vecm, Yield Sukuk, Integrasi Pasar.",
      "type": "thesis",
      "title": "SPILLOVER EFFECT INDEKS SAHAM SYARIAH INDONESIA: ANALISIS VECTOR ERROR CORRECTION MODEL (2015-2024)",
      "institution": "UIN SUNAN KALIJAGA YOGYAKARTA",
      "pages": 117
    }