Analisis Pengaruh Variabel Makroekonomi Terhadap Indeks Saham Syariah Indonesia (Periode Mei 2011-September 2015 Dengan Model ECM)
Journal: Jurnal Ekonomi, Bisnis & Entrepreneurship (JEBE) (Vol.10, No. 1)Publication Date: 2016-04-15
Authors : Yudhistira Ardana;
Page : 76-90
Keywords : world oil prices; inflation; ISSI; exchange rate; SBI; SBIS; macroeconomic variables.;
Abstract
This study aimed to analyze the effect of macroeconomic variables on Indonesian Islamic stock index. Macroeconomic variables used are the interest rate of Bank Indonesia (BI-rate), inflation, exchange rate, Bank Indonesia Certificates Sharia (SBIS) and world oil prices. The data used in this research is secondary data during the period May 2011 until September 2015 using a model error correction model (ECM) where the end result is going to measure the effect of macroeconomic variables on Indonesian Sharia Stock Index in the short term and long term.
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Last modified: 2016-06-07 00:49:48