PENGARUH MAKROEKONOMI TERHADAP HARGA INDEKS SAHAM SYARIAH INDONESIA 2011-2022

Muhammar Dinda Fahlepi Anggoro, . (2024) PENGARUH MAKROEKONOMI TERHADAP HARGA INDEKS SAHAM SYARIAH INDONESIA 2011-2022. Skripsi thesis, Universitas Pembangunan Nasional Veteran Jakarta.

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Abstract

Unstable changes in the Indonesian Sharia Stock Index (ISSI) were found to be due to macroeconomic factors. Previous research shows different outcomes regarding the elements that influence ISSI price changes, with the research focus generally limited to the short to medium term. This research aims to investigate and evaluate the extent to which independent variables influence ISSI. The research method used is a descriptive quantitative data approach, with secondary data sources.Error Correction Model (ECM) used in this research with quarterly time series data from the 2nd quarter of 2011 to the 4th quarter of 2022. This research concludes that over a long period of time the variables that influence the price of the Indonesian Sharia Stock Index (ISSI) are Inflation and Gross Domestic Product. In a short period of time, only the exchange rate influences the price of the Indonesian Sharia Stock Index (ISSI). The Money Supply does not significantly influence the price of the Indonesian Sharia Stock Index (ISSI) in the long term or short term.

Item Type: Thesis (Skripsi)
Additional Information: [No.Panggil: 2010116032] [Pembimbing: Faizi] [Penguji 1: Muhammad Anwar Fathoni] [Penguji 2: Fadhli Shuko Wiryanto]
Uncontrolled Keywords: Exchange Rate, Gross Domestic Product, Indonesian Sharia Stock Index, Inflation, Money Supply
Subjects: H Social Sciences > HA Statistics
H Social Sciences > HB Economic Theory
H Social Sciences > HC Economic History and Conditions
H Social Sciences > HJ Public Finance
Z Bibliography. Library Science. Information Resources > ZA Information resources > ZA4450 Databases
Divisions: Fakultas Ekonomi dan Bisnis > Program Studi Ekonomi Syariah (S1)
Depositing User: Muhammar Dinda Fahlepi Anggoro
Date Deposited: 21 Mar 2024 04:31
Last Modified: 21 Mar 2024 04:31
URI: http://repository.upnvj.ac.id/id/eprint/28417

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