PENGARUH NILAI TUKAR RUPIAH DAN SUKU BUNGA SBI TERHADAP RETURNSAHAM D3 INDONESIA

TRIWINDY W, OSA and Djambak, Syaipan and Asngari, Imam (2009) PENGARUH NILAI TUKAR RUPIAH DAN SUKU BUNGA SBI TERHADAP RETURNSAHAM D3 INDONESIA. Undergraduate thesis, Sriwijaya University.

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Abstract

Tujuan dari penelitian ini adalah untuk mengetahui bagaimana pengaruh nilai tukar rupiah (Rp/USD) dan suku bunga SBI terhadap return Saham di Indonesia. Data yang digunakan dalam penetian ini adalah data sekunder, yaitu data bulan Januari tahun 2005 sampai bulan Desember tahun 2007. Teknik analisis yang digunakan adalah analisis regresi berganda dengan Metode Autoregresive Moving Average (ARMA). Hasil regresi menunjukkan bahwa nilai tukar rupiah (Rp/USD) dan suku bunga SBI berpengaruh terhadap return Saham dan signifikan. Depresiasi nilai tukar rupiah dan peningkatan suku bunga SBI akan mengakibatkan tingkat return Saham menurun. Kata Kunci : Nilai Tukar Rupiah (Rp/USD), Suku Bunga SBI, Return Saham, Metode Autoregresive MovingAverage (ARMA).

Item Type:	Thesis (Undergraduate)
Uncontrolled Keywords:	Nilai Tukar Rupiah (Rp/USD), Suku Bunga SBI, Return Saham, Metode Autoregresive MovingAverage (ARMA).
Subjects:	H Social Sciences > HG Finance > HG1656 Bank reserves. Bank liquidity. Loan loss reserves
Divisions:	01-Faculty of Economics > 61201-Management (S1)
Depositing User:	Mrs. Elly Suryani
Date Deposited:	21 Jun 2021 08:04
Last Modified:	21 Jun 2021 08:04
URI:	http://repository.unsri.ac.id/id/eprint/48219

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