Rahmayani, Deshinta and , Muhammad Anas, S.E., M.Si. (2024) Faktor-faktor Yang Memengaruhi Indeks Harga Saham Sektor Keuangan Tahun 2019-2022. Skripsi thesis, Universitas Muhammadiyah Surakarta.
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Abstract
Finance is a crucial sector to fund investment and development needs, so it requires continuous attention from both financial markets and financial institutions while still paying attention to risk management and financial system stability. Financial sector stock price index is affected by various factors, including interest rates, inflation, money supply, and exchange rates. This study aimed to estimate the short-run and long-run effects of interest rates, inflation, money supply, and exchange rates on the financial sector stock price index from January 2019 to May 2022 using a Partial Adjustment Model (PAM) regression. The regression results shows that both in the short and long run, interest rates, inflation and money supply had no effect on the financial sector stock price index, while the exchange rate had a negative effect. The government is expected to implement fiscal policies to stimulate economic growth, so that fiscal stimulus can increase investors’ confidence and boost companies’ performances, which in turn can positively affect the stock market. The government should also be able tomaintain political stability to create a safe and reliable investment environment. On the other side, Bank Indonesia as Indonesia’s central bank can implement monetary policies, such as maintaining a good level of interest rates to control inflation and boost investment.
| Item Type: | Thesis (Skripsi) |
|---|---|
| Uncontrolled Keywords: | stock price, financial sector, interest rates, inflation, money supply, exchange rates, Partial Adjustment Model |
| Subjects: | H Social Sciences > H Social Sciences (General) |
| Divisions: | Fakultas Ekonomi dan Bisnis > Ilmu Ekonomi dan Studi Pembangunan |
| Depositing User: | DESHINTA RAHMAYANI |
| Date Deposited: | 12 Feb 2024 04:47 |
| Last Modified: | 12 Feb 2024 04:47 |
| URI: | http://eprints.ums.ac.id/id/eprint/121784 |
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