Skripsi

The impact of macroeconomic indicators and uncertainty in US economic policy on islamic stock index capitalization in the Jakarta Islamic Index (JII) (January 2018 - September 2022) / Faiq Maulana Wafi

Abstrak
Indonesian Islamic capital markets are developing as seen by capitalization value increase and investor interest. This research examines the long-term effects of macroeconomic factors and US economic policy uncertainty on the Jakarta Islamic Index (JII) and its reaction to macroeconomic shocks and the US EPU from January 2018 to September 2022. Inflation exchange rates GDP and EPU are macroeconomic factors. The Vector Error Correction Model analyzes (VECM). This research shows that long-term GDP affects the Jakarta Islamic Index (JII). In structural analysis JII capitalization responds volatilely to inflation positively to exchange rate movement (USD/IDR) and adversely to US GDP and EPU. This analysis also shows that the exchange rate (USD/IDR rate) explains the JII variable the most followed by the US EPU GDP and inflation.

Informasi Detail

DDC

SKRIPSI DIGITAL

Prodi

Universitas Negeri Malang. Program Studi Ekonomi dan Studi Pembangunan, 2023.

Deskripsi Fisik

xii, 52 lembar : ilus.

Bahasa

No Reg

2216/RS/23

Edisi

Skripsi (Sarjana)--Universitas Negeri Malang. 2023

Subjek

1. PASAR MODAL SYARIAH - MINAT INVESTOR
2. SHARIA CAPITAL MARKET - INVESTOR'S INTEREST

Pembimbing

1. Santi Merlinda, S.E., M.E.

Lampiran Berkas