dc.contributor.advisor | Erliana, Windiani | |
dc.contributor.advisor | Ruhiyat | |
dc.contributor.author | Laksana, Muhammad Luthfi Surya | |
dc.date.accessioned | 2021-02-08T14:12:48Z | |
dc.date.available | 2021-02-08T14:12:48Z | |
dc.date.issued | 2021-02 | |
dc.identifier.uri | http://repository.ipb.ac.id/handle/123456789/105793 | |
dc.description.abstract | Sukuk merupakan salah satu bentuk investasi yang sesuai dengan prinsip
ajaran Islam. Ada banyak faktor yang memengaruhi harga sukuk, seperti faktor
makroekonomi dan faktor internal. Pada karya ilmiah ini dianalisis bagaimana
pengaruh faktor-faktor makroekonomi seperti Jakarta Islamic Index, kurs Rupiah
terhadap Dollar Amerika Serikat, harga emas, dan harga minyak mentah serta
faktor-faktor internal sukuk seperti harga sukuk SR-009 dan imbal hasil sukuk SR009 terhadap harga sukuk SR-009. Analisis tersebut dilakukan dengan membentuk
model menggunakan Vector Error Correction Model (VECM). Selanjutnya, model
tersebut diimplementasikan dalam Fungsi Respon Impuls atau Impulse Response
Function (IRF) dan Forecast Error Variance Decomposition (FEVD) untuk melihat
pengaruh jangka panjang seluruh faktor terhadap harga sukuk SR-009. Hasil yang
diperoleh ialah seluruh faktor saling terkointegrasi atau memiliki hubungan jangka
panjang bagi fluktuasi harga sukuk SR-009. Selain itu, seluruh faktor juga memiliki
hubungan kausalitas Granger atau hubungan timbal balik dengan harga sukuk SR-009. | id |
dc.description.abstract | Sukuk is a form of investment in accordance with the Islamic principles.
There are many factors that influence the sukuk price, such as macroeconomic
factors and internal factors of sukuk. In this research paper it is analyzed how the
influence of macroeconomic factors such as Jakarta Islamic Index, USD exchange
rate, gold prices, and crude oil prices, as well as internal factors of sukuk such as
prices and yileds on the sukuk SR-009 prices. The analysis was carried out by
forming a model using the Vector Error Correction Model (VECM). Furthermore,
the model is implemented in the Impulse Response Function (IRF) and Forecast
Error Variance Decomposition (FEVD) to see the long-term relationship of all
factors on the sukuk SR-009 prices. The result shows that all factors are
cointegrated or have a long-term relationship for the fluctuation of the sukuk SR009 prices. In addition, all factors have a Granger causallity or reciprocal
relationship with the sukuk SR-009 prices. | id |
dc.language.iso | id | id |
dc.publisher | IPB University | id |
dc.title | Analisis Pengaruh Faktor-Faktor Makroekonomi dan Faktor-Faktor Internal Sukuk Terhadap Harga Sukuk | id |
dc.title.alternative | Analysis of The Effect of Macroeconomic Factors and Internal Factors of Sukuk on The Fluctuation of Sukuk Prices | id |
dc.type | Undergraduate Thesis | id |
dc.subject.keyword | Forecast Error Variance Decompositon, Fungsi Respon Impuls, Sukuk, Vector Error Correction Model | id |
dc.subject.keyword | Forecast Error Variance Decompositon | id |
dc.subject.keyword | Fungsi Respon Impuls | id |
dc.subject.keyword | Sukuk | id |
dc.subject.keyword | Vector Error Correction Model | id |