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        <dc:title>ANALISIS KOMPARATIF VOLATILITAS JAKARTA ISLAMIC INDEX (JII) DAN INDEKS LQ45 DENGAN PENDEKATAN EVENT DUMMY PERIODE 2021-2025</dc:title>
        <dc:creator>Tedjun Cahya Kartalumasih, NIM.: 22108030120</dc:creator>
        <dc:subject>658.15 Manajemen Keuangan</dc:subject>
        <dc:description>This study aims to analyze the comparative volatility of the Jakarta Islamic Index&#13;
(JII) and the LQ45 Index during the 2021–2025 period across the phases of the&#13;
COVID-19 pandemic, economic recovery, and geopolitical tensions using the&#13;
GARCH(1,1) model. The results indicate that the volatility of the LQ45 Index is&#13;
higher and more persistent than that of the Jakarta Islamic Index (JII). The event&#13;
dummy variable does not have a significant effect on the volatility of either index.&#13;
These findings suggest that market dynamics are influenced more by historical&#13;
volatility than by external events. Furthermore, the results indicate that the Islamic&#13;
stock index is relatively more stable than the conventional stock index in the face&#13;
of market uncertainty. Therefore, the Jakarta Islamic Index (JII) demonstrates&#13;
better risk resilience than the LQ45 Index during the study period and may serve&#13;
as a more defensive investment alternative for investors.</dc:description>
        <dc:date>2026-06-02</dc:date>
        <dc:type>Thesis</dc:type>
        <dc:type>NonPeerReviewed</dc:type>
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        <dc:identifier>https://digilib.uin-suka.ac.id/id/eprint/78119/1/22108030120_BAB-I_IV-atau-V_DAFTAR-PUSTAKA.pdf</dc:identifier>
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        <dc:identifier>https://digilib.uin-suka.ac.id/id/eprint/78119/2/22108030120_BAB-II_sampai_SEBELUM-BAB-TERAKHIR.pdf</dc:identifier>
        <dc:identifier>  Tedjun Cahya Kartalumasih, NIM.: 22108030120  (2026) ANALISIS KOMPARATIF VOLATILITAS JAKARTA ISLAMIC INDEX (JII) DAN INDEKS LQ45 DENGAN PENDEKATAN EVENT DUMMY PERIODE 2021-2025.  Skripsi thesis, UIN SUNAN KALIJAGA YOGYAKARTA.   </dc:identifier></oai_dc:dc>
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