PENGARUH VOLATILITY INDEX, CORRUPTION PERCEPTION INDEX, GDP DAN SUKU BUNGA TERHADAP COMPOSITE STOCK PRICE INDEX DI NEGARA EMERGING MARKET

GULTOM, JOGI IMANUEL and Hidayat, Ariodillah (2025) PENGARUH VOLATILITY INDEX, CORRUPTION PERCEPTION INDEX, GDP DAN SUKU BUNGA TERHADAP COMPOSITE STOCK PRICE INDEX DI NEGARA EMERGING MARKET. Undergraduate thesis, Sriwijaya University.

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Abstract

This study aims to determine the effect of volatility index, corruption perception index, GDP and interest rates on the composite stock price index in emerging market countries for the period 2005-2023. This study uses a quantitative approach. The data used are annual data sourced from CBOE, Transparency International, World Bank, Investing.com and IMF. This research technique uses panel data regression analysis with the Random Effect Model (REM) type. The results of this study indicate that the volatility index and interest rates have a negative effect while the corruption perception index and GDP have a positive effect on the composite stock price index. In general, emerging markets need adaptive and responsive policies to market conditions that can increase investor confidence and create economic stability with a proactive approach in managing market volatility through coordinated monetary and fiscal policies. Then, emerging markets need to implement regulations that maintain capital market stability by providing flexibility to companies in managing risk.

Item Type:	Thesis (Undergraduate)
Uncontrolled Keywords:	Volatility Index, Corruption Perception Index, Macroeconomics, Composite stock price index, Emerging market.
Subjects:	H Social Sciences > HB Economic Theory > HB221-236 Price H Social Sciences > HG Finance > HG1621-1638 Interest rates. Interest tables
Divisions:	01-Faculty of Economics > 60201-Development Economics (S1)
Depositing User:	Jogi Imanuel Gultom
Date Deposited:	22 Jan 2025 04:22
Last Modified:	22 Jan 2025 04:23
URI:	http://repository.unsri.ac.id/id/eprint/166298

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