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primary topic: SPILLOVER EFFECT INDEKS SAHAM SYARIAH INDONESIA: ANALISIS VECTOR ERROR CORRECTION MODEL (2015-2024)

SPILLOVER EFFECT INDEKS SAHAM SYARIAH INDONESIA: ANALISIS VECTOR ERROR CORRECTION MODEL (2015-2024)
type: Thesis
type: Article
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. Kata Kunci: Spillover Effect, Indeks Saham Syariah Indonesia, Vecm, Yield Sukuk, Integrasi Pasar.
date: 2026-02-26
status: published
author list: authors
type: EPrint
type: ThesisEPrint
is part of: repository
has document: SPILLOVER EFFECT INDEKS SAHAM SYARIAH INDONESIA: ANALISIS VECTOR ERROR CORRECTION MODEL (2015-2024) (Text)
has version: SPILLOVER EFFECT INDEKS SAHAM SYARIAH INDONESIA: ANALISIS VECTOR ERROR CORRECTION MODEL (2015-2024) (Text)
has published: SPILLOVER EFFECT INDEKS SAHAM SYARIAH INDONESIA: ANALISIS VECTOR ERROR CORRECTION MODEL (2015-2024) (Text)
subject: Ekonomi Syariah

SPILLOVER EFFECT INDEKS SAHAM SYARIAH INDONESIA: ANALISIS VECTOR ERROR CORRECTION MODEL (2015-2024) (Text)
type: Document
has file: 22108010095_BAB-I_IV-atau-V_DAFTAR-PUSTAKA.pdf
has part: 22108010095_BAB-I_IV-atau-V_DAFTAR-PUSTAKA.pdf

SPILLOVER EFFECT INDEKS SAHAM SYARIAH INDONESIA: ANALISIS VECTOR ERROR CORRECTION MODEL (2015-2024) (Text)
type: Document

UIN SUNAN KALIJAGA YOGYAKARTA
type: Organization

FAKULTAS EKONOMI DAN BISNIS ISLAM, UIN SUNAN KALIJAGA YOGYAKARTA
type: Organization

NIM.: 22108010095 Muhammad Aliy Fullah
type: Person
given name: NIM.: 22108010095
family name: Muhammad Aliy Fullah

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primary topic: SPILLOVER EFFECT INDEKS SAHAM SYARIAH INDONESIA: ANALISIS VECTOR ERROR CORRECTION MODEL (2015-2024)

Ekonomi Syariah
type: Concept