Ahmad Madih Najibullah, NIM.: 21108010071 (2025) PENGARUH INDIKATOR MAKROEKONOMI TERHADAP DINAMIKA INDEKS SAHAM SYARIAH JII. Skripsi thesis, UIN SUNAN KALIJAGA YOGYAKARTA.
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Text (PENGARUH INDIKATOR MAKROEKONOMI TERHADAP DINAMIKA INDEKS SAHAM SYARIAH JII)
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Text (PENGARUH INDIKATOR MAKROEKONOMI TERHADAP DINAMIKA INDEKS SAHAM SYARIAH JII)
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Abstract
The Islamic capital market plays an important role in Indonesia's economy, especially for investors who seek to invest in accordance with Islamic principles. The Jakarta Islamic Index (JII) is one of the Islamic stock indices that reflects the performance of stocks meeting Sharia criteria. The movement of this index is influenced by various macroeconomic factors. This study aims to analyze the impact of macroeconomic indicators on the dynamics of the JII Islamic stock index during the 2018-2023 period. The method used in this study is multiple regression analysis with the Autoregressive Distributed Lag (ARDL) approach to examine the short-term and long-term relationships between macroeconomic variables and the JII Islamic stock index. Based on the research results, the inflation variable in the short term and long term has a significant negative effect on JII, the interest rate variable (BI rate) in the short term does not affect JII, but in the long term the interest rate has a positive and significant effect on JII, the world oil price variable in the short term has a significant positive effect on JII, However, in the long term, the world oil price does not have a significant effect on JII, the exchange rate variable in the short term and the long term has a significant negative effect on JII
| Item Type: | Thesis (Skripsi) |
|---|---|
| Additional Information / Supervisor: | Drs. Slamet Khilmi. M.SI. |
| Uncontrolled Keywords: | JII, Inflasi, Suku Bunga (BI Rate), Harga Minyak Dunia, Nilai Tukar |
| Subjects: | 200 Agama > 297 Agama Islam > 297.273 Islam dan Ilmu Ekonomi, Perbankan Syariah, Lembaga Keuangan Syariah |
| Divisions: | Fakultas Ekonomi dan Bisnis Islam > Ekonomi Syariah (S1) |
| Depositing User: | Muh Khabib, SIP. |
| Date Deposited: | 01 Jul 2025 10:11 |
| Last Modified: | 01 Jul 2025 10:11 |
| URI: | http://digilib.uin-suka.ac.id/id/eprint/71486 |
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