DETERMINAN VARIABEL MAKROEKONOMI TERHADAP INDEKS SAHAM SYARIAH INDONESIA

SARI, LINDA and Asngari, Imam and Yunisvita, Yunisvita (2025) DETERMINAN VARIABEL MAKROEKONOMI TERHADAP INDEKS SAHAM SYARIAH INDONESIA. Masters thesis, Sriwijaya University.

	Text RAMA_60101_01022682125016_Cover.pdf - Accepted Version Available under License Creative Commons Public Domain Dedication. Download (63kB)
	Text RAMA_60101_01022682125016.pdf - Accepted Version Restricted to Repository staff only Available under License Creative Commons Public Domain Dedication. Download (42MB) | Request a copy
	Text RAMA_60101_01022682125016_TURNITIN.pdf - Accepted Version Restricted to Repository staff only Available under License Creative Commons Public Domain Dedication. Download (6MB) | Request a copy
	Text RAMA_60101_01022682125016_007067304_029067002_01_front_ref.pdf - Accepted Version Available under License Creative Commons Public Domain Dedication. Download (42MB)
	Text RAMA_60101_01022682125016_007067304_029067002_02.pdf - Accepted Version Restricted to Repository staff only Available under License Creative Commons Public Domain Dedication. Download (290kB) | Request a copy
	Text RAMA_60101_01022682125016_007067304_029067002_03.pdf - Accepted Version Restricted to Repository staff only Available under License Creative Commons Public Domain Dedication. Download (180kB) | Request a copy
	Text RAMA_60101_01022682125016_007067304_029067002_04.pdf - Accepted Version Restricted to Repository staff only Available under License Creative Commons Public Domain Dedication. Download (191kB) | Request a copy
	Text RAMA_60101_01022682125016_007067304_029067002_05.pdf - Accepted Version Restricted to Repository staff only Available under License Creative Commons Public Domain Dedication. Download (100kB) | Request a copy
	Text RAMA_60101_01022682125016_007067304_029067002_06_ref.pdf - Bibliography Restricted to Repository staff only Available under License Creative Commons Public Domain Dedication. Download (142kB) | Request a copy
	Text RAMA_60101_01022682125016_007067304_029067002_07_lamp.pdf - Accepted Version Restricted to Repository staff only Available under License Creative Commons Public Domain Dedication. Download (300kB) | Request a copy

Abstract

Studi ini menganalisis pengaruh variabel makroekonomi, yaitu inflasi, nilai tukar, bagi hasil, dan pertumbuhan ekonomi, terhadap Indeks Saham Syariah Indonesia (ISSI). Menggunakan metode Error Correction Model (ECM), penelitian ini mengidentifikasi hubungan jangka pendek dan jangka panjang antara variabel-variabel tersebut. Data diperoleh dari Otoritas Jasa Keuangan (OJK), Bursa Efek Indonesia (BEI), dan Badan Pusat Statistik (BPS) selama periode 2012–2022. Hasil penelitian menunjukkan bahwa nilai tukar dan pertumbuhan ekonomi memiliki dampak signifikan terhadap ISSI baik dalam jangka pendek maupun jangka panjang. Namun, inflasi tidak menunjukkan pengaruh yang signifikan dalam kedua kerangka waktu tersebut. Studi ini memberikan implikasi penting bagi investor dan pembuat kebijakan dalam memahami dinamika pasar modal syariah di Indonesia.

Item Type:	Thesis (Masters)
Uncontrolled Keywords:	Inflasi, Nilai Tukar, Bagi Hasil, Pertumbuhan Ekonomi, ISSI
Subjects:	H Social Sciences > HB Economic Theory > HB1-3840 Economic theory. Demography H Social Sciences > HG Finance > HG1-9999 Finance
Divisions:	01-Faculty of Economics > 60101-Economics (S2)
Depositing User:	Linda Sari
Date Deposited:	06 May 2025 03:07
Last Modified:	06 May 2025 03:07
URI:	http://repository.unsri.ac.id/id/eprint/171484

Actions (login required)

View Item