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

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

 
9783659833564: Islamic Stock Market Volatility: Is it a Problem for Investors?
Couverture souple
ISBN 10 : 3659833568 ISBN 13 : 9783659833564
Editeur : 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.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Présentation de l'éditeur

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.

Biographie de l'auteur

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.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
LAP LAMBERT Academic Publishing
Date d'édition
2016
Langue
anglais
ISBN 10 
3659833568
ISBN 13 
9783659833564
Reliure
Broché
Nombre de pages
88
Coordonnées du fabricant
non disponible
Personne responsable
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