Media Trend: Berkala Kajian Ekonomi dan Studi Pembangunan
Vol 11, No 2 (2016): Oktober

VARIABEL MAKROEKONOMI TERHADAP INDEKS SAHAM SYARIAH INDONESIA (PERIODE MEI 2011-SEPTEMBER 2015 DENGAN MODEL ECM)

Yudhistira Ardana (STMIK Pringsewu)



Article Info

Publish Date
10 Oct 2016

Abstract

This study aimed to analyze the effect of macroeconomic variables on Indonesian Islamic stock index. Macroeconomic variables used is 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.

Copyrights © 2016






Journal Info

Abbrev

MEDIATREND

Publisher

Subject

Economics, Econometrics & Finance

Description

Economic Development Program provides a platform for researchers who want to publish their research results through "MEDIATREND", the periodical Journal of economic studies and development studies. Journal "MEDIATREND" published two (2) times a year in March and October and can be accessed online. ...