Sensitivitas Makroekonomi dan Moneter Terhadap IHSG

AFRE Accounting and Financial Review Pub Date : 2019-08-08 DOI:10.26905/AFR.V2I1.3018

R. Pahlevi

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引用次数: 2

Abstract

This study aims to examine the sensitivity of the dollar exchange rate of the dollar (USD), inflation rate, SBI and the money supply against the Composite Stock Price Index. The study sample used Monthly data in the period January 1, 2008 to January 1, 2018, which data was obtained from the monthly report of Bank Indonesia. The research method used is a quantitative approach, namely Error Correction Model (ECM) with E-Views software. The results showed that the dollar (USD) exchange rate was sensitive to the Composite Stock Price Index, SBI was not sensitive to the Composite Stock Price Index, the money supply was sensitive to the Composite Stock Price Index and the inflation rate was sensitive to the Composite Stock Price Index DOI: https://doi.org/10.26905/afr.v2i1.3018 This study aims to examine the sensitivity of the dollar exchange rate of the dollar (USD), inflation rate, SBI and the money supply against the Composite Stock Price Index. The study sample used Monthly data in the period January 1, 2008 to January 1, 2018, which data was obtained from the monthly report of Bank Indonesia. The research method used is a quantitative approach, namely Error Correction Model (ECM) with E-Views software. The results showed that the dollar (USD) exchange rate was sensitive to the Composite Stock Price Index, SBI was not sensitive to the Composite Stock Price Index, the money supply was sensitive to the Composite Stock Price Index and the inflation rate was sensitive to the Composite Stock Price Index

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宏观经济和货币对IHSG的敏感度

本研究旨在检验美元汇率、通货膨胀率、SBI和货币供应量对综合股票价格指数的敏感性。研究样本使用了2008年1月1日至2018年1月1日期间的月度数据，这些数据来自印度尼西亚银行的月度报告。研究方法采用定量方法，即误差修正模型(Error Correction Model, ECM)。结果表明，美元汇率对综合股价指数敏感，国家储备银行对综合股价指数不敏感，货币供应量对综合股价指数敏感，通货膨胀率对综合股价指数敏感DOI: https://doi.org/10.26905/afr.v2i1.3018本研究旨在检验美元汇率、通货膨胀率、印度国家银行和货币供应与综合股票价格指数。研究样本使用了2008年1月1日至2018年1月1日期间的月度数据，这些数据来自印度尼西亚银行的月度报告。研究方法采用定量方法，即误差修正模型(Error Correction Model, ECM)。结果表明，美元汇率对综合股价指数敏感，国家储备银行对综合股价指数不敏感，货币供应量对综合股价指数敏感，通货膨胀率对综合股价指数敏感

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来源期刊

AFRE Accounting and Financial Review

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审稿时长

24 weeks