The Effect of Interest Rate, Exchange Rate, Amount of Money Supply, World Oil Price and Singapore Stock Index on the Jakarta Composite Index for August 2016 – October 2022 Period

Sudjono, Sudjono (2023) The Effect of Interest Rate, Exchange Rate, Amount of Money Supply, World Oil Price and Singapore Stock Index on the Jakarta Composite Index for August 2016 – October 2022 Period. International Journal of Innovative Science and Research Technology, 8 (6). pp. 1374-1387. ISSN 2456-2165

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Official URL: https://doi.org/10.5281/zenodo.8108323

Abstract

This study aims to determine and prove the effects of interest rates, exchange rates, money supply, oil prices, and the Singapore stock index on the Jakarta Composite Index (JCI). The sampling technique used in this study was purposive sampling, with 75 samples selected based on the research period from August 2016 to October 2022. The data analysis method used Auto Regressive Distributed Lag (ARDL), and the data processing was performed using E Views application version 12. The results of this study indicate that interest rates, money supply, and the Singapore stock index have a positive effect on the JCI, whereas the exchange rate has a negative effect. However, there is no significance effect of oil prices on the JCI.

Item Type: Article
NIM/NIDN Creators: 0311025901
Uncontrolled Keywords: Component; Exchange Rates, Interest Rates, Jakarta Composite Index, Money Supply, Oil Price, Singapura Stock Index.
Subjects: 300 Social Science/Ilmu-ilmu Sosial > 330 Economics/Ilmu Ekonomi
300 Social Science/Ilmu-ilmu Sosial > 330 Economics/Ilmu Ekonomi > 332 Financial Economics, Finance/Ekonomi Keuangan dan Finansial, Ekonomi Biaya dan Pembiayaan
700 Arts/Seni, Seni Rupa, Kesenian > 720 Architecture/Arsitektur > 725 Public Structures Architecture/Arsitektur Struktur Umum > 725.2 Commercial and Communication Buildings/Arsitektur Gedung Perdagangan dan Komunikasi > 725.25 Exchanges/Bursa
Divisions: Fakultas Ekonomi dan Bisnis > Manajemen
Depositing User: NAJLA
Date Deposited: 19 Feb 2024 03:45
Last Modified: 19 Feb 2024 03:45
URI: http://repository.mercubuana.ac.id/id/eprint/86221

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