Santoso, Fery (2005) ANALISIS PENGARUH NILAI TUKAR USD TERHADAP RUPIAH, PDB, INFLASI, TINGKAT SUKU BUNGA SBI, NERACA PERDAGANGAN DAN PEMBAYARAN TERHADAP INDEKS HARGA SAHAM GABUNGAN (IHSG) PERIODE JANUARI 2000 – MARET 2005. S2 thesis, UAJY.
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Abstract
This research aims to know the relationship between economic variables toward compound stock price index, also to know the existance of interaction relationship between each of the economic variables toward compound stock price index and the existance of interaction relationship between variables economic each other. This research using time period between January 2000 - March 2005. The analyses used in this research are cointegration regression analysis and engle-granger causality test. The results concluded that all the economic variables have a strong and significant relationship toward compound stock price index, only gross domestic product variable that has interaction relationship with compound stock price index, and there is no interaction relationship found between variables economic each other.
| Item Type: | Thesis (S2) |
|---|---|
| Uncontrolled Keywords: | USD-Rupiah exhange rate, gross domestic product, domestic interest rate of Bank Indonesia Certificate - 1 Month, inflation rate, current account -goods net (Trade Balance), compound stock price index. |
| Subjects: | Magister Manajemen > Manajemen Keuangan |
| Divisions: | Pasca Sarjana > Magister Manajemen |
| Depositing User: | Editor UAJY |
| Date Deposited: | 19 Aug 2013 08:58 |
| Last Modified: | 19 Aug 2013 08:58 |
| URI: | http://e-journal.uajy.ac.id/id/eprint/3557 |
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