ARIP PERMANA SIDIK, MUHAMAD (2024) PENGARUH KONDISI MAKROEKONOMI DAN PASAR SAHAM TERHADAP PERTUMBUHAN SUKUK KORPORASI DI INDONESIA TAHUN 2014-2021. S1 thesis, UNIVERSITAS SULTAN AGENG TIRTAYASA.
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Abstract
The purpose of this study was to determine whether macroeconomic conditions and stock market conditions have an influence on the growth of corporate sukuk in Indonesia. Macroeconomic conditions consist of inflation, money supply, exchange rates, SBIS yields, gross domestic product (GDP). While the stock market is the Jakarta Islamic Index (JII) and LQ45. In this study the data used is time series data and uses the Autoregressive Distributed Lag (ARDL) method. The sample in this study is monthly data on the outstanding value of corporate sukuk in Indonesia from January 2014 to February 2021. Data processing is done using the help of Eviews 10 software. The results showed that in the long run the variable amount of money and SBIS yields have a positive influence on the growth of corporate sukuk, while the exchange rate has a negative influence on the growth of corporate sukuk. In the short term, the SBIS yield variable and LQ45 have a negative influence on corporate sukuk growth. While inflation, gross domestic product and JII variables in the long and short term have no influence on the growth of corporate sukuk.
| Item Type: | Thesis (S1) | |||||||||
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| Additional Information: | Tujuan dari penelitian ini adalah untuk mengetahui apakah kondisi makroekonomi dan kondisi pasar saham memiliki pengaruh terhadap pertumbuhan sukuk korporasi di Indonesia. Kondisi makroekonomi terdiri dari inflasi, jumlah uang beredar, nilai tukar, imbal hasil SBIS, produk domestik bruto (PDB). Sedangkan pasar saham yakni jakarta islamic index (JII) dab LQ45. Dalam penelitian ini data yang digunakan adalah data time series dan menggunakan metode Autoregressive Distributed Lag (ARDL). Sampel dalam penelitian ini adalah data bulanan nilai outstanding sukuk korporasi di Indonesia periode Januari 2014 hingga Februari 2021. Olah data dilakukan dengan menggunakan bantuan software Eviews 10. Hasil penelitian menunjukkan bahwa dalam jangka panjang variabel jumlah uang dan imbal hasil SBIS memiliki pengaruh positif terhadap pertumbuhan sukuk korporasi, sedangkan nilai tukar memiliki pengaruh negatif terhadap pertumbuhan sukuk korporasi. Dalam jangka pendek variabel imbal hasil SBIS dan LQ45 memiliki pengaruh negatif terhadap pertumbuhan sukuk korporasi. Sedangkan variabel inflasi, produk domestik bruto dan JII dalam jangka panjang maupun jangka pendek tidak memiliki pengaruh terhadap pertumbuhan sukuk korporasi. | |||||||||
| Uncontrolled Keywords: | Macroeconomics, Stock Market, Corporate Sukuk, ARDL Makroekonomi, Pasar Saham, Sukuk Korporasi, ARDL | |||||||||
| Subjects: | H Social Sciences > HC Economic History and Conditions H Social Sciences > HJ Public Finance |
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| Divisions: | 05-Fakultas Ekonomi dan Bisnis 05-Fakultas Ekonomi dan Bisnis > Program Sarjana Ekonomi Syariah |
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| Depositing User: | Muhamad Arip Permana Sidik | |||||||||
| Date Deposited: | 21 May 2024 09:38 | |||||||||
| Last Modified: | 04 Jun 2024 16:29 | |||||||||
| URI: | http://eprints.untirta.ac.id/id/eprint/35453 |
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