ANALISIS INTEGRASI INDEKS HARGA SAHAM SYARIAH INDONESIA PADA PASAR MODAL SYARIAH TURKEY, CHINA, DAN MALAYSIA

SAPUTRA, DEKY CANDRA and Syathiri, Ahmad and Hamidi, Ichsan (2022) ANALISIS INTEGRASI INDEKS HARGA SAHAM SYARIAH INDONESIA PADA PASAR MODAL SYARIAH TURKEY, CHINA, DAN MALAYSIA. Undergraduate thesis, Sriwijaya University.

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Abstract

The dynamics of the Islamic capital market are not isolated activities of economic activity outside the capital market. The increase and decrease in the performance of the Indonesian Islamic capital market (JKISSI) is influenced by various factors, both internal and external. Internally, JKISSI is influenced by domestic macroeconomic variables, Whereas externally, the economic conditions of other countries also influence the movement of JKISSI. This study aims to analyze the relationship between the Indonesian Sharia Stock Index (JKISSI) and the Dow Jones Islamic Market Turkey Index (DJIMTR), the Dow Jones Islamic Market China/Hong Kong Titans 30 Index (DJICHK), and the Dow Jones Islamic World Malaysia Titans 25 Index (DJMY25). The method used in this study is the Vector Error Correction Model (VECM), with a monthly time series from January 2016 to May 2022. The results show that in the short term all independent variables have no significant effect on JKISSI. Meanwhile, in the long term, DJIMTR and DJICHK have a significant negative influence on JKISSI. Meanwhile, DJMY25 has a significant positive effect on JKISSI.

Item Type:	Thesis (Undergraduate)
Uncontrolled Keywords:	Integrasi, Dow Jones Islamic Market
Subjects:	H Social Sciences > HG Finance > HG1723 Bank stocks. Banking as an investment
Divisions:	01-Faculty of Economics > 60201-Development Economics (S1)
Depositing User:	Deky Candra Saputra
Date Deposited:	12 Sep 2022 07:44
Last Modified:	12 Sep 2022 07:44
URI:	http://repository.unsri.ac.id/id/eprint/78642

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