PENGARUH INFLASI, SUKU BUNGA DAN NILAI TUKAR TERHADAP INDEKS HARGA SAHAM GABUNGAN DI BURSA EFEK INDONESIA PERIODE 2007.1-2016.12
| Main Author: | Salihin, Husmawana |
|---|---|
| Format: | Thesis NonPeerReviewed Book |
| Bahasa: | eng |
| Terbitan: |
, 2018
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| Subjects: | |
| Online Access: |
http://eprints.umm.ac.id/41199/1/PENDAHULUAN.pdf http://eprints.umm.ac.id/41199/2/BAB%20I.pdf http://eprints.umm.ac.id/41199/3/BAB%20II.pdf http://eprints.umm.ac.id/41199/4/BAB%20III.pdf http://eprints.umm.ac.id/41199/5/BAB%20IV.pdf http://eprints.umm.ac.id/41199/6/BAB%20V.pdf http://eprints.umm.ac.id/41199/7/LAMPIRAN.pdf http://eprints.umm.ac.id/41199/ |
Daftar Isi:
- One of the indicators to know the performance of the stocks that traded the stock index is disbursed. In Indonesia, one of the known stock indexes is the CPSI. The purpose of this research is to find out and analyze the effect of inflation, interest rates and the exchange rate pegged to the composite stock price Index on the Indonesia stock exchange. This study uses secondary data (time series) of the monthly period 2007.1-2016.12. Analytical tools used in this research is the regression approach using error correction model (ECM) in the long term as well as short-term and classic Assumption Test processed by Quantitative Micro Software E-Views. Based on the results of the estimation of equation Granger pointed out that interest rates on long-term and significant negative effect and a positive exchange rate effect was significant. While ECM model is considered valid because the error correction term (ECT) bernilai significant. Only in the short-term interest rates and the exchange rate effect is significant against the composite stock price index on the Indonesia stock exchange.