Analisis Pengaruh Tingkat Suku Bunga SBI, Harga Minyak Dunia, Harga Emas Dunia, dan Straits Time Indeks terhadap Indeks Harga Saham Gabungan (IHSG) di Bursa Efek Indonesia Periode Januari 2005 - Mei 2010

Kirana, Nimas Ayu Anindya (2012) Analisis Pengaruh Tingkat Suku Bunga SBI, Harga Minyak Dunia, Harga Emas Dunia, dan Straits Time Indeks terhadap Indeks Harga Saham Gabungan (IHSG) di Bursa Efek Indonesia Periode Januari 2005 - Mei 2010. S1 thesis, STIE Indonesia Banking School.

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Abstract

Jakarta Composite Index (JCI) is an indices that can be used to represent a situation of Indonesian stock market. The movement of JCI can be caused by regional stock exchange and macroeconomic condition such as interest rate, energy price, etc. The increase in JCI showed the market has a bullish condition, conversely a decrease in JCI would show the bearish condition. This study was intended to know and analyze the affect of SBI interest rate, Oil prices, Gold prices and Straits Time Index (STI) which represents Singapore stock market. The method used in this study is multiple linear regression analysis, T test, F test at level of significance 5 % and performed with Statistic Package for Social Science (SPSS) version 17.0. This research focused on January 2005 until May 2010, using a monthly data. The results of this study showed that SBI interest rate, Gold prices, and STI has significantly affect the Jakarta Composite Index, while oil price has not significantly affect the JCI. The SBI interest rate has negative influence on JCI and the other variables(gold price and STI) has positive influence on JCI. Keywords: Jakarta Composite Index (JCI), macroeconomic variables, Straits Time Index (STI).

Item Type:	Thesis (S1)
Subjects:	H Social Sciences > HD Industries. Land use. Labor > HD28 Management. Industrial Management
Divisions:	Prodi S1 Manajemen
Depositing User:	Ms Dyta Medina
Date Deposited:	04 Nov 2020 08:35
Last Modified:	16 Jul 2024 08:17
URI:	http://repository.ibs.ac.id/id/eprint/1357

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