SUSILO, TIMOTIUS NOTO (2010) DAMPAK TINGKAT SUKU BUNGA, INFLASI DAN NILAI TUKAR RUPIAH TERHADAP INDEKS SAHAM SEKTORAL DI BURSA EFEK INDONESIA. S2 thesis, Universitas Mercu Buana Jakarta-Menteng.
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Abstract
The objective of this study is to analyze the effect of interest rate, inflation and exchange rate toward the return of the sector stock price index; Agriculture, Mining Basic Industry and Chemicals, Miscellaneous Industry, Consumer Goods, Construction, Property and Real Estate, Transportation and Infrastructure, Finance, Trade and Service, Investment and Manufacture as well as to identify the strongest variable most influencing the sector. The data used is Time Series of the period of January 2008 to December 2009. The data is obtained from the websites of the Bank of Indonesia and Indonesian Stock Exchange. Technique of Analysis is to use linier regression by means of clausal index. Before the regression is conducted, it is necessary to conduct a testing of assumption to obtain Best Linier to obtain Best Linier Unbiased Estimated (BLUE), during the time such testing is conducted Multicoloniality occurs so that the inflation variable is removed or taken out from the model. This study result shows that the interest rate and Rupiah exchange rate has an impact on the Sector stock price index of Basic Industry and Chemicals, Miscellaneous Industry, Consumer Goods industry, Transportation and Infrastructure, Finance, Trade, Service and Investment and Manufacture, and the Rupiah exchange rate variable has an impact on the sector stock price index of the sector of Agriculture, Mining, Basic Industry and Chemicals, Miscellaneous Industry, Consumer Goods, Construction, Property and Real Estate, Transportation and Infrastructure, Finance, Trade and Service, Investment and Manufacture.Tujuan penelitian ini adalah untuk mengkaji dampak tingkat suku bunga, inflasi, dan nilai tukar rupiah terhadap indeks harga saham sektoral: Pertanian, Pertambangan, Industri Dasar dan Kimia, Aneka Industri, Industri Barang Konsumsi, Properti dan Real Estate, Trasportasi dan Infrastruktur, Keuangan, Perdagangan, Jasa dan Investasi, serta Manufaktur, sekaligus untuk mengetahui variable mana yang paling kuat mempengaruhi sektor tersebut. Data yang digunakan adalah Time Series pada periode Januari 2008 sampai dengan Desember 2009. Data diperoleh dari website Bank Indonesia dan Bursa Efek Indonesia. Tehnik analisa menggunakan regresi linier dengan menggunakan metode kausal. Sebelum melakukan regresi diperlukan pengujian asumsi untuk memperoleh Best Linier Unbiased Estimated (BLUE), pada saat dilakukan pengujian tersebut terjadi Multikoloniaritas sehingga variabel Inflasi dikeluarkan dari model. Hasil penelitian ini menunjukkan bahwa tingkat suku bunga dan nilai tukar rupiah berdampak terhadap Indeks Harga Saham Sektoral. Variabel tingkat suku bunga berdampak terhadap indeks harga saham sektoral sektor Industri Dasar dan Kimia, Aneka Industri, Industri Barang Konsumsi, Transportasi dan Infrastruktur, Keuangan, Perdagangan, Jasa dan Investasi serta Manufaktur. dan variabel nilai tukar rupiah berdampak terhadap indeks harga saham sektoral sektor Pertanian, Pertambangan, Industri Dasar dan Kimia, Aneka Industri, Property dan Real Estate, Transportasi dan Infrastruktur, Perdagangan, Jasa dan Investasi dan Manufaktur..
| Item Type: | Thesis (S2) |
|---|---|
| Call Number CD: | CDT-551-10-226 |
| NIM/NIDN Creators: | 55107110061 |
| Uncontrolled Keywords: | sektor Industri Dasar dan Kimia, Aneka Industri, Industri Barang Konsumsi, Transportasi dan Infrastruktur, Keuangan, Perdagangan, Jasa dan Investasi serta Manufaktur. MKU, MANAJEMEN KEUANGAN |
| Subjects: | 600 Technology/Teknologi > 650 Management, Public Relations, Business and Auxiliary Service/Manajemen, Hubungan Masyarakat, Bisnis dan Ilmu yang Berkaitan > 658 General Management/Manajemen Umum |
| Divisions: | Pascasarjana > Magister Manajemen |
| Depositing User: | UMMI RAHMATUSSYIFA |
| Date Deposited: | 20 May 2022 03:33 |
| Last Modified: | 09 Feb 2023 08:25 |
| URI: | http://repository.mercubuana.ac.id/id/eprint/61355 |
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