eprintid: 79005
rev_number: 10
eprint_status: archive
userid: 12243
dir: disk0/00/07/90/05
datestamp: 2026-10-12 04:24:45
lastmod: 2026-10-12 04:24:45
status_changed: 2026-10-12 04:24:45
type: thesis
metadata_visibility: show
contact_email: muchti.nurhidaya@uin-suka.ac.id
creators_name: Berlian Raessa Hapsari, NIM.: 22108030099
title: ANALISIS PENGARUH FAKTOR MAKROEKONOMI
GLOBAL TERHADAP PAPARAN RISIKO
KEUANGAN EMITEN JAKARTA ISLAMIC INDEX (JII)
DENGAN INFLASI SEBAGAI VARIABEL MODERASI
PERIODE 2020-2024
ispublished: pub
subjects: Makro_Eco
divisions: jur_mks
full_text_status: restricted
keywords: financial risk exposure; volatilitas nilai tukar; OVX; GEPU; inflasi.
note: Sunarsih, S.E., M. Si.
abstract: This study aims to analyze the effects of exchange rate volatility, the Oil Volatility Index (OVX), and Global Economic Policy Uncertainty (GEPU) on the financial risk exposure of companies listed in the Jakarta Islamic Index (JII) during the 2020–2024 period, with inflation as a moderating variable and the Covid-19 dummy as a control variable. The sample consists of 13 companies with monthly data totaling 780 observations. The analysis employs panel data regression and Moderated Regression Analysis (MRA), with the final estimator using the Fixed Effect Model through the LSDV and PCSE approaches. The results show that exchange rate volatility and OVX have a positive and significant effect on financial risk exposure, while GEPU has no significant effect. Inflation is found to strengthen the effects of exchange rate volatility and OVX on financial risk exposure, but it does not moderate the effect of GEPU. Meanwhile, the Covid-19 dummy has no significant effect.
date: 2026-08-18
date_type: published
pages: 231
institution: UIN SUNAN KALIJAGA YOGYAKARTA
department: FAKULTAS EKONOMI DAN BISNIS ISLAM
thesis_type: skripsi
thesis_name: other
citation:   Berlian Raessa Hapsari, NIM.: 22108030099  (2026) ANALISIS PENGARUH FAKTOR MAKROEKONOMI GLOBAL TERHADAP PAPARAN RISIKO KEUANGAN EMITEN JAKARTA ISLAMIC INDEX (JII) DENGAN INFLASI SEBAGAI VARIABEL MODERASI PERIODE 2020-2024.  Skripsi thesis, UIN SUNAN KALIJAGA YOGYAKARTA.   
document_url: https://digilib.uin-suka.ac.id/id/eprint/79005/1/22108030099_BAB-I_IV-atau-V_DAFTAR-PUSTAKA.pdf
document_url: https://digilib.uin-suka.ac.id/id/eprint/79005/2/22108030099_BAB-II_sampai_SEBELUM-BAB-TERAKHIR.pdf