Article Per Year (5 Year)
p-Index From 2020 - 2025
0
P-Index
This Author published in this journals
All Journal JDM (Jurnal Dinamika Manajemen)
Tara Ninta Ikrima
Fakultas Ekonomika dan Bisnis, Universitas Diponegoro, Semarang
Decision Sciences, Operations Research & Management

Published : 3 Documents Claim Missing Document
Claim Missing Document
Check
Articles

Found 3 Documents
Search
Journal : JDM (Jurnal Dinamika Manajemen)

 1 
CO-INTEGRATION DAN CONTAGION EFFECT ANTARA PASAR SAHAM SYARIAH DI INDONESIA, MALAYSIA, EROPA, DAN AMERIKA SAAT TERJADINYA KRISIS YUNANI Ikrima, Tara Ninta; Muharam, Harjum
Jurnal Dinamika Manajemen Vol 5, No 2 (2014): September 2014 (DOAJ Indexed)
Publisher : Department of Management, Faculty of Economics, Semarang State University, Indonesia

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.15294/jdm.v5i2.3656

Abstract

Penelitian ini bertujuan untuk menganalisis dampak krisis di Yunani terhadap pergerakan harga saham syariah di Indonesia, Malaysia, Amerika Serikat, dan Eropa. Selain itu, penelitian ini juga menganalisis co-integrasi dan efek penularan (contagion effect) yang terjadi selama periode ini. Penelitian ini dilakukan karena ada perbedaan antara hasil penelitian tentang US Subprime Mortgage periode krisis tentang dampak pasar saham syariah. Penelitian ini menggunakan VAR (Vector Auto Regressive) dan VECM (Vector Error Correction Model) untuk menguji hipotesis dengan EViews 6 digunakan sebagai alat analisis statistik. Data yang digunakan dalam penelitian ini adalah indeks harga saham penutupan mingguan yang diambil dari perwakilan pasar saham syariah masing-masing negara, JII untuk Indonesia, DJIMY untuk Malaysia, DJIM US, dan MSCI untuk Eropa. Hasilnya menunjukkan bahwa Krisis Yunani tidak memiliki pengaruh terhadap pergerakan harga saham Islam di AS, Malaysia, Indonesia, dan Eropa. Namun ada co-integrasi dan penularan berpengaruh terhadap harga saham Islam di empat wilayah saat krisis Yunani itu terjadi. The objective of the study was to analyze the Greece’s crisis impacts toward the movement of Islamic stock prices in Indonesia, Malaysia, USA, and Europe. Moreover, this study also analyzed co-integration and contagion effect which occurred during the period. VAR (Vector Auto Regressive) and VECM (Vector Error Correction Model) with eviews 6 were used to test the hypothesis as the statistical analysis tools. The data of this study were the weekly closing stock price indices taken from the representatives of Islamic stock markets of each country; JII in Indonesia, DJIMY in Malaysia, DJIM in USA, and MSCI in Europe. The result showed that the Greece’s crisis did not give any influence toward the movement of Islamic stock prices in USA, Malaysia, Indonesia, and Europe. However; there were co-integration and contagion effect which influenced on Islamic stock prices in those four regions at Greece’s crisis time.
Co-Integration dan Contagion Effect antara Pasar Saham Syariah di Indonesia, Malaysia, Eropa, dan Amerika Saat Terjadinya Krisis Yunani Ikrima, Tara Ninta; Muharam, Harjum
JDM (Jurnal Dinamika Manajemen) Vol 5, No 2 (2014): September 2014 (DOAJ Indexed)
Publisher : Department of Management, Faculty of Economics, Universitas Negeri Semarang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.15294/jdm.v5i2.3656

Abstract

The objective of the study was to analyze the Greeces crisis impacts toward the movement of Islamic stock prices in Indonesia, Malaysia, USA, and Europe. Moreover, this study also analyzed co-integration and contagion effect which occurred during the period. VAR (Vector Auto Regressive) and VECM (Vector Error Correction Model) with eviews 6 were used to test the hypothesis as the statistical analysis tools. The data of this study were the weekly closing stock price indices taken from the representatives of Islamic stock markets of each country; JII in Indonesia, DJIMY in Malaysia, DJIM in USA, and MSCI in Europe. The result showed that the Greeces crisis did not give any influence toward the movement of Islamic stock prices in USA, Malaysia, Indonesia, and Europe. However; there were co-integration and contagion effect which influenced on Islamic stock prices in those four regions at Greeces crisis time.
Co-Integration dan Contagion Effect antara Pasar Saham Syariah di Indonesia, Malaysia, Eropa, dan Amerika Saat Terjadinya Krisis Yunani Ikrima, Tara Ninta; Muharam, Harjum
JDM (Jurnal Dinamika Manajemen) Vol 5, No 2 (2014): September 2014
Publisher : Department of Management, Faculty of Economics and Business, Universitas Negeri Semarang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.15294/jdm.v5i2.3656

Abstract

The objective of the study was to analyze the Greeces crisis impacts toward the movement of Islamic stock prices in Indonesia, Malaysia, USA, and Europe. Moreover, this study also analyzed co-integration and contagion effect which occurred during the period. VAR (Vector Auto Regressive) and VECM (Vector Error Correction Model) with eviews 6 were used to test the hypothesis as the statistical analysis tools. The data of this study were the weekly closing stock price indices taken from the representatives of Islamic stock markets of each country; JII in Indonesia, DJIMY in Malaysia, DJIM in USA, and MSCI in Europe. The result showed that the Greeces crisis did not give any influence toward the movement of Islamic stock prices in USA, Malaysia, Indonesia, and Europe. However; there were co-integration and contagion effect which influenced on Islamic stock prices in those four regions at Greeces crisis time.
Co-Authors Harjum Muharam