PENGARUH VARIABEL MAKROEKONOMI TERHADAP INDEKS HARGA SAHAM GABUNGAN (IHSG)

PURNAMA, ISMI LINDA and Yuliani, Yuliani and Ghasarma, Reza (2018) PENGARUH VARIABEL MAKROEKONOMI TERHADAP INDEKS HARGA SAHAM GABUNGAN (IHSG). Undergraduate thesis, Sriwijaya University.

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Abstract

Capital market is the one of economic instrument that has developed very rapidly. One way to measure the performance of capital market is a stock price index. Many factors can affect the stock index, such as the inflation changes, exchange rate changes and interest rates changes. That shows macroeconomic have a close impact on stock price index. The purpose of this study was to analyze the effect of variable inflation changes, exchange rate changes and interest changes on the composite stock price index during the period 2008-2017. The data for this research are time series data from inflation cahanges, exchange rate changes, interest rate changes and stock price composite index that consist of 120 months data during 2008-2017. The statistical method uses the multiple regression with data processing Eviews 9.0. Based on the analysis of research that has been done, showed that the Inflation Changes not have a significant impact on Composite Stock Price Index, The Exchange Rate Changes have significant and Positive impact on Composite Stock Price Index and The Interest Rate Changes have negative and significant impact on Composite Stock Price Index.

Item Type:	Thesis (Undergraduate)
Uncontrolled Keywords:	Inflation, Exchange Rate of Rupiah, Interest Rate, Composite Stock Price Index
Subjects:	H Social Sciences > HB Economic Theory > HB3711-3840 Business cycles. Economic fluctuations H Social Sciences > HG Finance > HG4551-4598 Stock exchanges
Divisions:	01-Faculty of Economics > 61201-Management (S1)
Depositing User:	Mrs Dies Meirita Sari
Date Deposited:	09 Oct 2019 04:01
Last Modified:	09 Oct 2019 04:01
URI:	http://repository.unsri.ac.id/id/eprint/11255

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