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      •   UMY Repository
      • 03. DISSERTATIONS AND THESIS
      • Students
      • Undergraduate Thesis
      • Faculty of Economics
      • Department of Economics Science
      • View Item
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      ANALISIS PENGARUH INDEKS HARGA SAHAM DUNIA DAN VARIABEL MAKRO TERHADAP JAKARTA ISLAMIC INDEX

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      COVER (190.9Kb)
      HALAMAN JUDUL (541.7Kb)
      HALAMAN PENGESAHAN (431.1Kb)
      ABSTRAK (178.6Kb)
      BAB I (399.5Kb)
      BAB II (612.7Kb)
      BAB III (340.6Kb)
      BAB IV (415.2Kb)
      BAB V (640.2Kb)
      BAB VI (181.3Kb)
      DAFTAR PUSTAKA (185.3Kb)
      LAMPIRAN (788.5Kb)
      NASKAH PUBLIKASI (628.6Kb)
      Date
      2018-07-06
      Author
      YUSUF, A INDRIYANI
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      Abstract
      The purpose of this research is to examine and analyze the influence of world price stock index and macro economic variables on the Jakarta Islamic Index (JII). The Data used in this research were monthly time series data from January 2013 to December 2017. This research used Vector Error Correction Model (VECM) method with Eviews 7 program. The result of research shows that the influence of DJIA to JII in short and long term is negative (-) and significant. N225 in the short term does not influence to JII, while in the long term N225 has a positive (+) and significant influence on JII. SSECI in short term has a positive (+) and significant influence on JII, while in the long term SSECI does not influence to JII. KURS and PDB have positive (+) and significant influence on JII in the short term, while in the long term KURS and PDB have negative (-) and significant influence on JII.
      URI
      http://repository.umy.ac.id/handle/123456789/20436
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      • Department of Economics Science

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