THE EFFECT OF MACROECONOMIC VARIABLES IN PREDICTING INDONESIAN SHARIA STOCK INDEX

ABSTRACT This study examines the impact of macroeconomic variables, namely the exchange rate, interest rates, industrial production index, SBIS and inflation on the Indonesian Islamic stock index. This study uses monthly data from May 2011 to December 2018. This research is a quantitative study that...

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Bibliographic Details
Main Authors: Angga Khoerul Umam, Ririn Tri Ratnasari, Sri Herianingrum
Format: Article
Language:English
Published: Universitas Airlangga 2019-12-01
Series:JEBIS (Jurnal Ekonomi dan Bisnis Islam)
Online Access:https://e-journal.unair.ac.id/JEBIS/article/view/15031