Article Per Year (5 Year)
p-Index From 2019 - 2024
0
P-Index
This Author published in this journals
All Journal ESENSI: JURNAL BISNIS DAN MANAJEMEN ETIKONOMI Al-Iqtishad : Jurnal Ilmu Ekonomi Syariah (Journal of Islamic Economics) Tauhidinomics Tazkia Islamic Finance and Business Review
Yoghi Citra Pratama
Economic Sciences and Development Study UIN Syarif Hidayatullah Jakarta
Religion Economics, Econometrics & Finance Social Sciences

Published : 7 Documents Claim Missing Document
Claim Missing Document
Check
Articles

Found 1 Documents
Search
Journal : ETIKONOMI

 1 
PENGARUH INDEKS REGIONAL TERHADAP JAKARTA ISLAMIC INDEX (JII) Yoghi Citra Pratama
ETIKONOMI Vol. 11, No. 2, October 2012
Publisher : Faculty of Economic and Business

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (216.041 KB) | DOI: 10.15408/etk.v11i2.1888

Abstract

The objectives of this study are to analyze the influence of IHSG, Dowjones, and Nikkei to JII. The data used in this study are monthly time series data from January 2006 – May 2012. Those data are JII, IHSG, Dowjones Index and Nikkei Index. Research method used in this study is Vector Error Correction Model (VECM). The cointegration test indicates that among research variables there is long term equilibrium and simultaneous relationship. The Empirical result of Impulse Response Function shown that the effect of IHSG, DowJones and Nikkei to JII are negative.  The result on variance decomposition test had shown that the most effect of JII shock is influenced by JII itself. It can be conclude that Islamic Capital Market is more stable from the external shock rather than the conventional one.DOI: 10.15408/etk.v11i2.1888
Co-Authors Abdul Azzis