Analisis Pengaruh Inflasi, Nilai Tukar, Suku Bunga, Dow Jones INDEX dan PDB Terhadap Volatilitas Indeks Harga Saham Gabungan (IHSG) Periode 2003-2018

Palupi, Desyana Hadyuna and -, Ir. Maulidiyah Indira Hasmarini, MS (2020) Analisis Pengaruh Inflasi, Nilai Tukar, Suku Bunga, Dow Jones INDEX dan PDB Terhadap Volatilitas Indeks Harga Saham Gabungan (IHSG) Periode 2003-2018. Skripsi thesis, Universitas Muhammadiyah Surakarta.

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Abstract

In transactions in the capital market, investors often observe the volatility of share prices to estimate the risks or benefits that will be obtained. Volatility is a statistical measure of price fluctuation over a certain period. The level of stock price volatility depends on the information obtained by investors regarding the stock price, both information from inside and outside the company. The purpose of this study is to analyze the effect of inflation, exchange rates, interest rates, the Dow Jones index and GDP on the volatility of the JCI in the Indonesia Stock Exchange. The data used is secondary data, namely data on inflation, interest rates, exchange rates, the Dow Jones Index, GDP and JCI from 2003 to 2018 (15 years). The model used in this study is an econometric model with the Partial Adjustment Model (PAM) method.

Item Type:	Karya ilmiah (Skripsi)
Uncontrolled Keywords:	Volatility IHSG, Exchange Rates, Interest Rates, Dow Jones Index, GDP, Inflation, Partial Adjustment Model (PAM).
Subjects:	H Social Sciences > HB Economic Theory H Social Sciences > HJ Public Finance
Divisions:	Fakultas Ekonomi dan Bisnis > Ilmu Ekonomi dan Studi Pembangunan
Depositing User:	DESYANA HADYUNA PALUPI
Date Deposited:	12 Aug 2020 03:34
Last Modified:	12 Aug 2020 03:34
URI:	http://eprints.ums.ac.id/id/eprint/84637

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