THE INFLUENCE OF DOW JONES ISLAMIC MARKET, WORLD GOLD PRICE AND INFLATION ON JAKARTA ISLAMIC INDEX FROM JANUARY 2008 TO SEPTEMBER 2013

EGAN JANITRA (2014) THE INFLUENCE OF DOW JONES ISLAMIC MARKET, WORLD GOLD PRICE AND INFLATION ON JAKARTA ISLAMIC INDEX FROM JANUARY 2008 TO SEPTEMBER 2013. S1 thesis, Universitas Muhammadiyah Yogyakarta.

[thumbnail of Halaman Judul] Text (Halaman Judul)
Halaman Judul.pdf
Download (101kB)
[thumbnail of Bab I] Text (Bab I)
Full Text-1-9.pdf
Download (405kB)
[thumbnail of Bab II] Text (Bab II)
Full Text-10-33.pdf
Restricted to Registered users only
Download (249kB)
[thumbnail of Bab III] Text (Bab III)
Full Text-34-42.pdf
Restricted to Registered users only
Download (243kB)
[thumbnail of Bab IV] Text (Bab IV)
Full Text-43-50.pdf
Restricted to Registered users only
Download (474kB)
[thumbnail of Bab V] Text (Bab V)
Full Text-51-70.pdf
Download (362kB)
[thumbnail of Bab VI] Text (Bab VI)
Full Text-71-75.pdf
Restricted to Registered users only
Download (93kB)
[thumbnail of Daftar Pustaka] Text (Daftar Pustaka)
Full Text-76-79.pdf
Restricted to Registered users only
Download (150kB)
[thumbnail of Lampiran] Text (Lampiran)
Full Text-80-93.pdf
Restricted to Registered users only
Download (472kB)
[thumbnail of Full Text] Text (Full Text)
Full Text.pdf
Restricted to Repository staff only
Download (1MB)

Abstract

This study aims to analyze the influece of Dow Jones Islamic Market, world gold price and inflation towards the Jakarta Islamic Index (JII) in Indonesia Stock Exchange (IDX) from January 2008 to September 2013. The object of the study is publicly traded company listed on the Jakarta Islamic Index (JII). Data are obtained from Bank Indonesia site, Yahoo!! Finance, Google Finance, Kitco Gold Historical Price and HOTS KDB Daewoo securities. The obtained index is 30 companies listed in Jakarta Islamic Index (JII) with 69 observation data. Data analysis is performed using Error Correction Model (ECM). The result shows that whole variables have significant influence toward Jakarta Islamic Index in the long run. While in case of short run, Dow Jones Islamic Market has a significant influence toward Jakarta Islamic Index, but world gold price and inflation are not.
Keyword: Jakarta Islamic Index, Dow Jones Islamic Market, World Gold Price, Inflation, Error Correction Model.

Item Type: Thesis (S1)
Uncontrolled Keywords: JAKARTA ISLAMIC INDEX, DOW JONES ISLAMIC MARKET, WORLD GOLD PRICE, INFLATION, ERROR CORRECTION MODEL
Divisions: Fakultas Ekonomi dan Bisnis > Ekonomi S1
Depositing User: Unnamed user with email robi@umy.ac.id
Date Deposited: 21 Jun 2022 06:30
Last Modified: 05 Nov 2024 01:45
URI: https://etd.umy.ac.id/id/eprint/15649

Actions (login required)

View Item
View Item