Islamic Stock Market Volatility: Is it a Problem for Investors? - Softcover

Darsono, Susilo Nur Aji Cokro; Muqorobin, Masyhudi; Yudhi, Wahdi Salasi April

 
9783659833564: Islamic Stock Market Volatility: Is it a Problem for Investors?
Softcover
ISBN 10: 3659833568 ISBN 13: 9783659833564
Publisher: LAP LAMBERT Academic Publishing, 2016

Synopsis

This book examines the relationship among Global Islamic Index, Regional Islamic Index, Macroeconomics Variables and Indonesia Islamic Index. The global islamic index is Dow Jones Islamic Market Index. The Regional Islamic Index is FTSE Bursa Malaysia Hijrah Shariah Index. The macroeconomics variables such as exchange rate, consumer price index, money supply and Bank Indonesia interest rate. The Indonesia Islamic Index is Jakarta Islamic Index. A cointegration test is used to find the long-run relationship among these variables, furthemore Vector Error Correction Model (VECM) were used to find any short-run relationship among these variables.

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About the Author

Susilo Nur Aji Cokro Darsono earned a Bachelor Degree in Islamic Finance at the University Muhammadiyah Yogyakarta, Indonesia in 2015. He is now completing his Master Degree at Khon Kaen University in Thailand.

"About this title" may belong to another edition of this title.

Publisher
LAP LAMBERT Academic Publishing
Publication date
2016
Language
English
ISBN 10 
3659833568
ISBN 13 
9783659833564
Binding
Paperback
Number of pages
88