ANALISIS PENGARUH DOW JONES BANKS (DJB), DOW JONES ISLAMIC MARKET INTERNATIONAL TITANS 100 (DJI100X), NILAI KURS TERHADAP JAKARTA ISLAMIC INDEX (JII) DI INDONESIA TAHUN 2016-2018
نویسندگان
چکیده
منابع مشابه
Forecasting the Volatility of the Dow Jones Islamic Stock Market Index : Long Memory vs . Regime Switching ∗
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Appropriate modeling of the process of volatility has implications for portfolio selection, the pricing of derivative securities and risk management. Further, a large body of research has suggested that both long memory and structural changes simultaneously characterize the structure of nancial returns volatility. Given this, in this paper, we aim to model conditional volatility of the returns ...
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a r t i c l e i n f o The Dow Jones Islamic Market indices (DJIMI) are constructed by screening out stocks that are incompatible with Islam's prohibition of interest and certain lines of business. However, as a blunt instrument, the interest rate can affect discounted cash flows of any firm, even a firm with no financial leverage. This study reveals that the aggregate portfolio of Islamic stock...
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ژورنال
عنوان ژورنال: I-ECONOMICS: A Research Journal on Islamic Economics
سال: 2019
ISSN: 2548-561X,2548-5601
DOI: 10.19109/https://doi.org/10.19109/ieconomics.v5i2.4588