PENGARUH INFLASI, NILAI TUKAR TERHADAP RISIKO SISTEMATIS (BETA) DENGAN TINGKAT SUKU BUNGA SEBAGAI VARIABEL MODERASI (Studi Empiris Pada Perusahaan sektor Farmasi yang Terdaftar Di Bursa Efek Indonesia (BEI) Periode 2010-2014)
| Main Author: | Roslina, 5551112159 |
|---|---|
| Format: | Thesis NonPeerReviewed Book |
| Bahasa: | ind |
| Terbitan: |
, 2015
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| Subjects: | |
| Online Access: |
https://eprints.untirta.ac.id/13700/1/PENGARUH%20INFLASI%2C%20NILAI%20TUKAR%20TERHADAP%20RISIKO%20SISTEMATIS%20%28BETA%29%20DENGAN%20TINGKAT%20SUKU%20BUNGA%20SEBAGAI%20VARIABEL%20MODERASI.pdf https://eprints.untirta.ac.id/13700/ https://feb.untirta.ac.id |
Daftar Isi:
- This research aims to analyze the impact of inflation and Exchange Rate on Systematic Risk with intwrest rate as moderating variable. Population in this research is pharmaceutical companies of manufacture sector listed on Indonesia Stock Exchange with the period 2010-2014. Samples of this research are 8 (eight) companies taken by using purposive sampling method. Analyzing technique used in this research is Multivariate Linear Regression Analysis and Moderated Regression Analysis. The result of MRA analysis shows that both of inflation and exchange rate have probability value 0.277 and 0.399 and the are higher than alpha (0.05). It shows that inflation and exchange rate do not affect on systematic risk. Interaction test between inflation with interest rate and exchange rate with interest rate, it shows that probability result is 0.291 and 0.370. They are higher than alpha (0.05), and it means that interest rate could not be moderating variable on correlation of inflation to systematic risk. Also, interest rate could not be moderating variable on correlation of exchange rate to systematic risk.