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.
|
Text (ANALISIS PENGARUH FAKTOR MAKROEKONOMI GLOBAL TERHADAP PAPARAN RISIKO KEUANGAN EMITEN JAKARTA ISLAMIC INDEX (JII) DENGAN INFLASI SEBAGAI VARIABEL MODERASI PERIODE 2020-2024)
22108030099_BAB-I_IV-atau-V_DAFTAR-PUSTAKA.pdf - Published Version Download (4MB) | Preview |
|
![[img]](https://digilib.uin-suka.ac.id/style/images/fileicons/text.png) |
Text (ANALISIS PENGARUH FAKTOR MAKROEKONOMI GLOBAL TERHADAP PAPARAN RISIKO KEUANGAN EMITEN JAKARTA ISLAMIC INDEX (JII) DENGAN INFLASI SEBAGAI VARIABEL MODERASI PERIODE 2020-2024)
22108030099_BAB-II_sampai_SEBELUM-BAB-TERAKHIR.pdf Restricted to Registered users only Download (6MB) | Request a copy |
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.
| Item Type: | Thesis (Skripsi) |
|---|---|
| Additional Information / Supervisor: | Sunarsih, S.E., M. Si. |
| Uncontrolled Keywords: | financial risk exposure; volatilitas nilai tukar; OVX; GEPU; inflasi. |
| Subjects: | Ekonomi > Makroekonomi |
| Divisions: | Fakultas Ekonomi dan Bisnis Islam > Manajemen Keuangan Syariah (S1) |
| Depositing User: | Muchti Nurhidaya [muchti.nurhidaya@uin-suka.ac.id] |
| Date Deposited: | 12 Oct 2026 11:24 |
| Last Modified: | 12 Oct 2026 11:24 |
| URI: | http://digilib.uin-suka.ac.id/id/eprint/79005 |
Share this knowledge with your friends :
Actions (login required)
 |
View Item |
