ENGARUH VARIABEL EKONOMI MAKRO TERHADAP JAKARTA ISLAMIC INDEX (JII) PERIODE 2008-2017 DENGAN METODE GARCH

Agung, Setioadi (2018) ENGARUH VARIABEL EKONOMI MAKRO TERHADAP JAKARTA ISLAMIC INDEX (JII) PERIODE 2008-2017 DENGAN METODE GARCH. S1 thesis, Universitas Negeri Jakarta.

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Abstract

This study aims to determine the effect of macroeconomic variables on the Jakarta Islamic Index (JII) using the GARCH method in 2008-2017. The mechanism of macroeconomic variables used in this study is the exchange rate (exchance), Gross Domestic Product (GDP), world gold prices and world oil prices. The type of sample used in this study is secondary data in the form of time series. This research method uses multiple regression analysis with GARCH method. The results of this study indicate that the exchange rate (exchange) and world gold price have a negative and significant influence on the Jakarta Islamic Index (JII). While the Gross Domestic Product (GDP) has a positive and significant influence on the Jakarta Islamic Index (JII).

Item Type: Thesis (S1)
Additional Information: Dosen Pembimbing I : Dra. Umi Mardiyati M.Si. Dosen Pembimbing II: Destria Kurnianti SE. M.Sc.
Uncontrolled Keywords: Macroeconomie, Jakarta Islamic Index (JII),GARCH Methods
Subjects: Teknologi dan Ilmu-Ilmu Terapan (Technology and Applied Science) > Manajemen (Management and Auxiliary Service)
Teknologi dan Ilmu-Ilmu Terapan (Technology and Applied Science) > Manajemen (Management and Auxiliary Service) > Manajemen Umum (General Management)
Divisions: Fakultas Ekonomi > S1 Manajemen
Depositing User: Ahmad Afandi
Date Deposited: 25 Sep 2018 02:08
Last Modified: 25 Sep 2018 02:08
URI: http://repository.fe.unj.ac.id/id/eprint/6185

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