Wisnugroho, Venentius Sri Patria (2016) ANALISIS PENGARUH HARGA EMAS DUNIA, HARGA MINYAK DUNIA, KURS RUPIAH DAN TINGKAT INFLASI TERHADAP INDEKS HARGA SAHAM GABUNGAN DI BEI (PERIODE 2000 - 2015). Other thesis, UPN "Veteran" Yogyakarta.
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Abstract
Abstract Capital market is one of today's economic instrument that has developed very rapidly. One way to measure the performance of capital market is a stock index. Many factors can affect the stock index, such as domestic interest rates, foreign exchange rates, international economic conditions, the country's economic cycle, inflation rates, tax regulations, the amount of money in circulation (M. Samsul, 2008). During the observation period between the years 2000-2009 occurs a phenomenon in which the relationship between macroeconomic variables with the JCI movement is not in accordance with the theory. This is supported by the discrepancy of the results of previous research. The purpose of this study was to analyze the effect of variable World Gold Prices, World Oil Prices, Inflation, Exchange Rate of Rupiah against IHSG. The analytical method used in this research is the method of Ordinary Least Square (OLS) analysis with Partial Adjusment Model (PAM) approach method. Then, to assess the goodness of fit of a model to test the coefficient of determination, F test and t test. This study uses annual data from 2000 – 2015 for each study variable. Result of this study indicate that the World Gold Price, World Oil Price, Inflation and Rupiah Exchange rate negatively affect the IHSG. The value of adjusted R square is 98.83%. This means that 98.83% IHSG movement can be predicted from the movement of the fourth independent variables. Keyword: World Gold Price, World Oil Price, Inflation, Rupiah Exchange rate and IHSG.
| Item Type: | Thesis (Other) |
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| Subjects: | H Social Sciences > HG Finance |
| Divisions: | Faculty of Law, Arts and Social Sciences > School of Social Sciences |
| Depositing User: | Basir Umaryadi |
| Date Deposited: | 08 Sep 2016 04:41 |
| Last Modified: | 08 Sep 2016 04:41 |
| URI: | http://eprints.upnyk.ac.id/id/eprint/6123 |
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