“Pengaruh Kurs, Inflasi, Jumlah Uang Beredar, Suku Bunga Bank Indonesia, Dan Ihsg Terhadap Index Harga Saham Syari’ah Di Jakarta Islamic Index (Jii) Periode Januari 2011- Desember 2016”

Muttaqin, Nur Imam and , Yuni Prihadi Utomo, Drs,MM and , Drs. Harun, MH. (2017) “Pengaruh Kurs, Inflasi, Jumlah Uang Beredar, Suku Bunga Bank Indonesia, Dan Ihsg Terhadap Index Harga Saham Syari’ah Di Jakarta Islamic Index (Jii) Periode Januari 2011- Desember 2016”. Skripsi thesis, Universitas Muhammadiyah Surakarta.

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Abstract

ABSTRACT This study aims to determine whether there is influence of KURS, inflation, money supply (M2), BI rate, and the stock price index listed in the Jakarta Islamic Index (JII) and how much influence given each variable to the stock price index JII. The data in this research are included in the category of secondary time series data which is done by observing at closing price of monthly stock price index at Jakarta Islamic Index (JII) and macro variable data including KURS (rupiah exchange rate), inflation, M2 ( (BI Rate) and Composite Stock Price Index (IHSG) from January 2011 to December 2016. Data analysis tools using Error Correction Model (ECM) are equipped with cluster assumption test, model benevolence test, and validity test Influence, which is processed by using Quantitative Micro Software E-Views. From the results of Error Correction Model (ECM) method, this research stated that there are two problems of classical assumption test, multicollinearity test and autocorrelation. This study states the variables KURS, inflation, money supply, BI rate, and IHSG together affect JII. In the short term, KURS variables, inflation, money supply (M2), and BI rate do not have a significant influence on the JII stock price index. While the IHSG variable has a positive and significant influence on the JII stock price index. In the long run, KURS, inflation, BI rate and IHSG variables have a significant influence on the JII stock price index, and the money supply has no significant effect. Keywords: Stock Price, KURS, inflas, amount of money, BI rate, Composite Stock Price Index (IHSG), Jakarta Islamic Index (JII)

Item Type: Karya ilmiah (Skripsi)
Uncontrolled Keywords: Stock Price, KURS, inflas, amount of money, BI rate, Composite Stock Price Index (IHSG), Jakarta Islamic Index (JII)
Subjects: H Social Sciences > HB Economic Theory
Divisions: Fakultas Ekonomi dan Bisnis > Ilmu Ekonomi dan Studi Pembangunan
Depositing User: NUR IMAM MUTTAQIM
Date Deposited: 15 Sep 2017 06:43
Last Modified: 15 Sep 2017 06:43
URI: http://eprints.ums.ac.id/id/eprint/55963

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