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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

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Journal : Al-Iqtishad : Jurnal Ilmu Ekonomi Syariah (Journal of Islamic Economics)

 1 
Analisis Responsivitas Bursa Syariah oleh Variable Makroekonomi Pratama, Yoghi Citra
Al-Iqtishad: Journal of Islamic Economics Vol 4, No 2: July 2012
Publisher : Faculty of Shariah and Law

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.15408/aiq.v4i2.2100

Abstract

The objective of this study is to analyze the stock response because of M2, exchange rate (rupiah to US dollar), and rate of SBI. The data used in this study is monthly time series data from January 2006 until May 2012. Those variables are JII, M2, exchange rate rupiah to US dollar, and rate of SBI. 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 show that the effect of SBI rate and M2 are negative and the effect of exchange rat is positive. The result on variance decomposition test, show that the most effect of JII shock is influenced by JII itself.DOI: 10.15408/aiq.v4i2.2100
Macroeconomic Variable and It's Influence On Performance of Indonesian Islamic Banking Yoghi Citra Pratama
Al-Iqtishad: Jurnal Ilmu Ekonomi Syariah Vol 7, No 1: January 2015
Publisher : Faculty of Shariah and Law, UIN Syarif Hidayatullah Jakarta

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (636.85 KB) | DOI: 10.15408/aiq.v7i1.1359

Abstract

The  purpose  of  this  research  is  to  analyze  the macroeconomics  variables  that  affect  to  the  performance  of  Islamic  banks  in Indonesia. Methods used in this research is the Vector Auto regressive (VAR) / Vector Error correction model (VECM) to see the effect of the shock and the long-term effect on the performance of Islamic Banking. The results show that based on the analysis of IRF, the performance of Islamic banking having short-term shocks to fluctuations in macroeconomics variables but stable in the long term, and based on the variance decomposition, shocks of macro variables only gives little effect on the performance of Islamic banking.DOI:10.15408/aiq.v7i1.1359
Macroeconomic Variables, International Islamic Indices, and The Return Volatility in Jakarta Islamic Index Yoghi Citra Pratama; Abdul Azzis
Al-Iqtishad: Jurnal Ilmu Ekonomi Syariah Vol 10, No 1: January 2018
Publisher : Faculty of Shariah and Law, UIN Syarif Hidayatullah Jakarta

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (542.616 KB) | DOI: 10.15408/aiq.v10i1.5550

Abstract

According to understand the behavior of Islamic equity markets the primary objective of this research is to analyze the effect of macroeconomic indicators and International Islamic Index on return volatility of Jakarta Islamic Index. The analysis method used in this study is AutoRegressive Conditional Heteroscedastic-Generalized AutoRegressive Conditional Heteroscedastic (ARCH-GARCH). The result of this research showed that all variables, i.e., BI rate, inflation rate, IDR-USD exchange rate, DJIUS index, DJIUK index, FTSJP index and FTSMY index have a simultaneously significant impact on return volatility of JII. While t-test results show that BI rate, IDR-USD exchange rate, DJIUK index and FTSMY index have a substantial effect on return volatility of JII.DOI: 10.15408/aiq.v10i1.5550
Co-Authors Abdul Azzis