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ANALISIS PENGARUH FAKTOR MAKROEKONOMI DAN PANDEMI COVID-19 TERHADAP INDEKS SAHAM SYARIAH INDONESIA (ISSI)

UMAR, UMAR (2023) ANALISIS PENGARUH FAKTOR MAKROEKONOMI DAN PANDEMI COVID-19 TERHADAP INDEKS SAHAM SYARIAH INDONESIA (ISSI). S1 thesis, UNIVERSITAS SULTAN AGENG TIRTAYASA.

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Abstract

The purpose of this study was to determine whether there is an influence between Inflation, SBI Interest Rates, Rupiah Exchange Rate, Bank Indonesia Sharia Certificate, World Oil Prices and Covid-19 Pandemic on Indonesian Sharia Stock Index (ISSI). In this study the data used is secondary data. The data used are monthly data from 2016 to 2021. Inflation, SBI Interest Rates, Rupiah Exchange Rates, Bank Indonesia Syariah Certificates, World Oil Prices, Covid-19 Pandemic and the Indonesian Sharia Stock Index (ISSI) during the 2016-2021 period. Using an approach of quantitative and multiple regression analysis techniques dummy variables using the computer program Eviews 9.0. The results of this study show that in the short term the variable inflation, SBI interest rates, Bank Indonesia Sharia Certificates (SBIS), world oil prices and the covid-19 pandemic have no effect on the Indonesian Sharia Stock Index (ISSI), while the rupiah exchange rate has a significant negative effect on the Index. Indonesian Sharia Shares (ISSI). In the long-term variable inflation, the rupiah exchange rate, Bank Indonesia Sharia Certificates (SBIS) have no effect on the Indonesian Sharia Stock Index (ISSI) while SBI interest rates, the covid-19 pandemic have a significant negative effect and world oil prices have a significant positive effect on the Sharia Stock Index Indonesia (ISSI). Simultaneously the variables inflation, SBI interest rates, the rupiah exchange rate, Islamic bank Indonesia certificates, world oil prices and the Covid-19 pandemic all have a positive effect on the Indonesian Islamic stock index.

Item Type: Thesis (S1)
Contributors:
ContributionContributorsNIP/NIM
Thesis advisorBADINA, TENNY198002182003122001
Thesis advisorNAJIB, MOHAMAD AINUN201601262100
Additional Information: Tujuan Penelitian ini adalah untuk mengetahui apakah terdapat pengaruh antara Inflasi, Suku Bunga SBI, Nilai Tukar Rupiah, Sertifikat Bank Indonesia Syariah, Harga Minyak Dunia dan Pandemi Covid-19 terhadap Indeks Saham Syariah Indonesia (ISSI). Dalam penelitian ini data yang digunakan adalah data sekunder. Data yang digunakan adalah data bulanan 2016 sampai 2021. Inflasi, Suku Bunga SBI, Nilai Tukar Rupiah, Sertifikat Bank Indonesia Syariah, Harga Minyak Dunia, Pandemi Covid-19 dan Indeks Saham Syariah Indonesia (ISSI) selama periode 2016 – 2021. Penelitian ini menggunakan pendekatan kuantitatif dan teknik analisis regresi berganda dummy variabel dengan menggunakan program komputer Eviews 9.0. Hasil dari penelitian ini menunjukan pada jangka pendek variabel inflasi, suku bunga SBI, Sertifikat Bank Indonesia Syariah (SBIS), harga minyak dunia dan pandemi covid-19 tidak berpengaruh terhadap Indeks Saham Syariah Indonesia (ISSI) sedangkan nilai tukar rupiah berpengaruh negatif signifikan terhadap Indeks Saham Syariah Indonesia (ISSI). Pada jangka panjang variabel inflasi, nilai tukar rupiah, Sertifikat Bank Indonesia Syariah (SBIS) tidak berpengaruh terhadap Indeks Saham Syariah Indonesia (ISSI) sedangkan suku bunga SBI, pandemi covid-19 berpengaruh negatif signifikan dan harga minyak dunia berpengaruh positif signifikan terhadap Indeks Saham Syariah Indonesia (ISSI). Secara simultan variabel inflasi, suku bunga SBI, nilai tukar rupiah, sertifikat bank Indonesia syariah, harga minyak dunia dan pandemi covid-19 secara bersama-sama berpengaruh positif terhadap indeks saham syariah Indonesia.
Uncontrolled Keywords: Kata kunci: Inflasi, Suku Bunga SBI, Nilai Tukar Rupiah, Sertifikat Bank Indonesia Syariah, Harga Minyak Dunia, Pandemi Covid-19, Indeks Saham Syariah Indonesia Keywords: Inflation, Money Supply, SBI Interest Rate, Rupiah Exchange Rate, Bank Indonesia Sharia Certificate ,World Oil Price, Pandemic Covid-19 Indonesia Sharia Stock Index
Subjects: H Social Sciences > HG Finance
Divisions: 05-Fakultas Ekonomi dan Bisnis
05-Fakultas Ekonomi dan Bisnis > Program Sarjana Ekonomi Syariah
Depositing User: Mr Umar Umar
Date Deposited: 13 Mar 2023 16:17
Last Modified: 13 Mar 2023 16:17
URI: http://eprints.untirta.ac.id/id/eprint/22222

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