Interaction of International Sharia Stock Indices, Exchange Rates and Gold Prices against Jakarta Islamic Index (JII)

Azis, Muh. and Juliana, Ahmad and Junaid, Muhammad and Tarsyan, Tarsyan (2021) Interaction of International Sharia Stock Indices, Exchange Rates and Gold Prices against Jakarta Islamic Index (JII). In: Proceedings of the 3rd Beehive International Social Innovation Conference, BISIC 2020, 3-4 October 2020, Bengkulu, Indonesia.

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Abstract

The purpose of this study was to determine the long-term, short-term and causal relationship between the World Islamic Stock Index, Exchange Rates and Gold Prices on the Jakarta Islamic Index (JII). The analysis tool used is the Vector Autoregression (VAR) method if the data is stationary at the lev

Item Type: Conference or Workshop Item (UNSPECIFIED)
Date Deposited: 04 Mar 2026 14:21
Last Modified: 17 Apr 2026 08:35
URI: http://eprints.eai.eu/id/eprint/34406

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