<mets:mets OBJID="eprint_76796" LABEL="Eprints Item" xsi:schemaLocation="http://www.loc.gov/METS/ http://www.loc.gov/standards/mets/mets.xsd http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-3.xsd" xmlns:mets="http://www.loc.gov/METS/" xmlns:mods="http://www.loc.gov/mods/v3" xmlns:xlink="http://www.w3.org/1999/xlink" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance"><mets:metsHdr CREATEDATE="2026-06-13T07:43:43Z"><mets:agent ROLE="CUSTODIAN" TYPE="ORGANIZATION"><mets:name>Institutional Repository UIN Sunan Kalijaga Yogyakarta</mets:name></mets:agent></mets:metsHdr><mets:dmdSec ID="DMD_eprint_76796_mods"><mets:mdWrap MDTYPE="MODS"><mets:xmlData><mods:titleInfo><mods:title>SPILLOVER EFFECT INDEKS SAHAM SYARIAH INDONESIA: ANALISIS VECTOR ERROR CORRECTION MODEL (2015-2024)</mods:title></mods:titleInfo><mods:name type="personal"><mods:namePart type="given">NIM.: 22108010095</mods:namePart><mods:namePart type="family">Muhammad Aliy Fullah</mods:namePart><mods:role><mods:roleTerm type="text">author</mods:roleTerm></mods:role></mods:name><mods: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.&#13;
Kata Kunci: Spillover Effect, Indeks Saham Syariah Indonesia, Vecm, Yield Sukuk, Integrasi Pasar.</mods:abstract><mods:classification authority="lcc">Ekonomi Syariah</mods:classification><mods:originInfo><mods:dateIssued encoding="iso8061">2026-02-26</mods:dateIssued></mods:originInfo><mods:originInfo><mods:publisher>UIN SUNAN KALIJAGA YOGYAKARTA;FAKULTAS EKONOMI DAN BISNIS ISLAM</mods:publisher></mods:originInfo><mods:genre>Thesis</mods:genre></mets:xmlData></mets:mdWrap></mets:dmdSec><mets:amdSec ID="TMD_eprint_76796"><mets:rightsMD ID="rights_eprint_76796_mods"><mets:mdWrap MDTYPE="MODS"><mets:xmlData><mods:useAndReproduction>
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