Open AccessANALISIS PENGARUH DOW JONES ISLAMIC MARKET ASIAPACIFIC EX-JAPAN (DJIP2), DOW JONES ARABIA TITANS 50 (DJARB50), HARGA EMAS DUNIA, DAN NILAI KURS TERHADAP JII TAHUN 2016-2018
Author(s) -
M. Asri Setiawan
Publication year - 2019
Publication title -
li falah
Language(s) - English
Resource type - Journals
eISSN - 2549-6085
pISSN - 2541-6545
DOI - 10.31332/lifalah.v4i1.1343
Subject(s) - islam , exchange rate , economics , business administration , humanities , business , theology , monetary economics , philosophy
AbstractThis study aims to find out empirically the influence Dow Jones Islamic Market Asia/Pacific ex-japan (DJIP2), Dow Jones Arabia Titans 50 (DJARB50), World Gold Price, Exchange Rate on the Jakarta Islamic Index (JII) movement. This research uses quantitative research methods, using multiple linear regression analysis models. Data collection uses secondary data from documentation related data. Data is taken from the monthly closing price of each variable from 2016-2018 (36 months). The research test uses the t test and F test and is processed using SPSS16. The results showed that DJIP2, DJARB50, and exchange rates had a significant effect on JII both partially and simultaneously while the world gold price did not have a significant effect on JII partially but simultaneously had a significant effect on JII.Keywords: Dow Jones Islamic Market Asia/Pacific ex-japan, Dow Jones Arabia Titans 50 (DJARB50), World gold Price, Exchange Rate, and Jakarta Islamic Index (JII)AbstrakPenelitian ini bertujuan untuk mengetahui secara empiris pengaruh Dow Jones Islamic Market Asia/Pacific ex-japan (DJIP2), Dow Jones Arabia Titans 50 (DJARB50), World Gold Price, Nilai Kurs terhadap pergerakan Jakarta Islamic Index (JII). Penelitian ini menggunakan metode penelitian kuantitatif, dengan menggunakan model analisis regresi linear berganda. Pengumpulan data menggunakan data sekunder dari dokumentasi data terkait. Data diambil dari harga penutupan bulanan masing-masing variabel dari tahun 2016-2018 (36 bulan). Pengujian penelitian menggunakan uji t dan uji F dan diolah menggunakan SPSS16. Hasil penelitian menunjukkan DJIP2, DJARB50, dan nilai kurs berpengaruh signifikan terhadap JII baik secara parsial maupun secara simultan sedangkan harga emas dunia tidak berpengaruh signifikan terhadap JII secara parsial namun secara simultan berpengaruh signifikan terhadap JII.Kata Kunci: Dow Jones Islamic Market Asia/Pacific ex-japan(DJIP2), Dow Jones Arabia Titans 50 (DJARB50), Harga Emas Dunia, Nilai Kurs , dan Jakarta Islamic Index (JII)