Analisis Pengaruh Inflasi, Tingkat Suku Bunga, Dan Harga Emas Dunia Terhadap Index Harga Saham Di Jakarta Islamic Index (JII)’’ (Periode 2010 –2015)”

Wahid, Abdul and , Eny Setyowati, SE,.M.Si (2018) Analisis Pengaruh Inflasi, Tingkat Suku Bunga, Dan Harga Emas Dunia Terhadap Index Harga Saham Di Jakarta Islamic Index (JII)’’ (Periode 2010 –2015)”. Skripsi thesis, Universitas Muhammadiyah Surakarta.

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Abstract

The type of data used in this study is secondary data, in the form of annual time series data. These data include Jakarta Islamic Index (JII) as dependent variable and Inflation variable (INF), World Gold Price (EMS) and Interest Rate (BI rate) as independent variable. Research period from 2010 to 2016. The method of analysis in this study using quantitative analysis and analysis tool used is Error Correction Model (ECM) or Error Correction Model that is processed by using Eviews7 software, From the result of regression of Error Correction Model (ECM), From result of Regression Error Correction Model (ECM), JII variable lies between 0 <λ <1, that is equal to 0 <0,1 <166851, and can be seen probability value from ECT equal to 0, 0698 <0.05, this indicates that the model is really an ECM model. Based on the classical assumption test there is one problem that is Multicolinearity test does not pass, meanwhile there is no problem of heterokedastisitas and otokorelasi. In the variable of World Gold Price (EMS), operational cost to Jakarta Islamic Index (JII) found the existence of multicollinearity problem in long term. Based on t-test conducted, obtained result on profitability of syariah bank.Variabel INF, EMS in the short term there is no which has a significant effect on Jarta Islamic Index (JII) during the period of january 2010 to December 2015. In the long term, INF variable, Bi rate has significant influence on profitability of Jakarta Islamic Index during the period of january 2010 until December 2015. Keywords: Jakarta Islamic Index (JII) as dependent variable and Inflation variable (INF), World Gold Price (EMS) and Interest Rate (BI rate)

Item Type: Thesis (Skripsi)
Uncontrolled Keywords: Jakarta Islamic Index (JII) as dependent variable and Inflation variable (INF), World Gold Price (EMS) and Interest Rate (BI rate)
Subjects: H Social Sciences > HB Economic Theory
Divisions: Fakultas Ekonomi dan Bisnis > Ilmu Ekonomi dan Studi Pembangunan
Depositing User: ABDUL WAHID
Date Deposited: 01 Feb 2018 07:51
Last Modified: 01 Feb 2018 07:51
URI: http://eprints.ums.ac.id/id/eprint/58905

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