Macroeconomic Variables and Stock Indices (Islamic and Conventional): Evidence from Indonesia

Raditya Sukmana

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Paper

Macroeconomic Variables and Stock Indices (Islamic and Conventional): Evidence from Indonesia

In 1st International Conference on Islamic Economics, Business, and Philanthropy ICIEBP - Volume 1, 83-86, 2017 , Bandung, Indonesia

Author: Raditya Sukmana

Affiliation: Islamic Economic Department, Faculty of Economic and Business, Universitas Airlangga and Indonesia, Indonesia

Keyword(s): Jakarta Composite Index (JKSE), Jakarta Islamic Index (JII), IPI, CPI, Exchange Rate, Money Supply.

Abstract: The aims of this study is to comprehensively investigate the influence of macroeconomic indicators to equity markets (both Islamic and conventional Indices) in Indonesia as an emerging market. It relies on the unit root and co-integration test, focusing on the period from 2003:1 to 2016:12. Two indices of Jakarta Composite Index (JKSE) and Jakarta Islamic Index (JII) are adopted and Industrial Production Index (IPI), Consumer Price Index (CPI), Money Supply (M2) and Currency Exchange (EXC) are also utilized as the determinants. The result suggests that both indices share their long run movement among the variables. IPI, and CPI seem to be following the theory by indicating positive effects on JKSE and JII.

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Paper citation in several formats:

Sukmana, R. (2018). Macroeconomic Variables and Stock Indices (Islamic and Conventional): Evidence from Indonesia. In 1st International Conference on Islamic Economics, Business, and Philanthropy - ICIEBP; ISBN 978-989-758-315-5; ISSN 2184-2736, SciTePress, pages 83-86. DOI: 10.5220/0007077200830086

@conference{iciebp18,
author={Raditya Sukmana.},
title={Macroeconomic Variables and Stock Indices (Islamic and Conventional): Evidence from Indonesia},
booktitle={1st International Conference on Islamic Economics, Business, and Philanthropy - ICIEBP},
year={2018},
pages={83-86},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0007077200830086},
isbn={978-989-758-315-5},
issn={2184-2736},
}

TY - CONF

JO - 1st International Conference on Islamic Economics, Business, and Philanthropy - ICIEBP
TI - Macroeconomic Variables and Stock Indices (Islamic and Conventional): Evidence from Indonesia
SN - 978-989-758-315-5
IS - 2184-2736
AU - Sukmana, R.
PY - 2018
SP - 83
EP - 86
DO - 10.5220/0007077200830086
PB - SciTePress