Analisis Hubungan Kausalitas Antara BI Rate dengan Stock Price (Harga Saham Sektor Keuangan) Di Indonesia

Imaniar, Canik Dynia and -, (Ir. Maulidiyah Indira Hasmarini, MS) (2018) Analisis Hubungan Kausalitas Antara BI Rate dengan Stock Price (Harga Saham Sektor Keuangan) Di Indonesia. Skripsi thesis, Universitas Muhammadiyah Surakarta.

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Abstract

This study entitled “The analysis of causality relationship between BI Rate with stock price (stock price of financial sector) in Indonesia”. This research aims to analyze the causality relationship between BI Rate and Financial Stock Price in Indonesia using monthly data from January 2012 – Desember 2016 period. Using secondary data obtained from monthly report which has been published on Bank Indonesia official website (BI) for BI Rate data and Indonesian Stock Exchange (IDX) for Financial Stock Price data. This research uses Granger Causality test analysis method which is processed using Eviews analysis tool. The result of granger causality test shows that there is one way causal relationship between BI Rate and financial stock price. The results of the study stated that the change in BI Rate influences changes in fluctuations in financial stock prices.

Item Type:	Karya ilmiah (Skripsi)
Uncontrolled Keywords:	BI Rate, Financial Stock Price, Causality, Granger Causality
Subjects:	H Social Sciences > HB Economic Theory
Divisions:	Fakultas Ekonomi dan Bisnis > Ilmu Ekonomi dan Studi Pembangunan
Depositing User:	CANIK DYNIA IMANIAR
Date Deposited:	07 Aug 2018 06:56
Last Modified:	07 Aug 2018 06:56
URI:	http://eprints.ums.ac.id/id/eprint/65247

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