Pengaruh Variabel Ekonomi Makro Terhadap Indeks Keuangan Indonesia Periode 2010-2014

Irawan, Fikri (2016) Pengaruh Variabel Ekonomi Makro Terhadap Indeks Keuangan Indonesia Periode 2010-2014. S1 thesis, STIE Indonesia Banking School.

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Official URL: http://lib.ibs.ac.id/index.php?p=show_detail&id=26...

Abstract

The relationship between macroeconomic variables and stock market returns is, by now, well-documented in the literature. However, a void in theliterature relates to examining the cointegration between macroeconomic variables and stock market’s sector indices rather than the composite index. Thus in this paper we examine theequilibrium relationships between selected macroeconomic variables and the IndonesiaExchange Sector index—the finance index. The study concludes that the financeindex form cointegrating relationship with changes in the interest rates, inflation, exchange rate and money supply. Implications of the study and suggestions for future research are provided. Keywords:macroeconomic variables,stock market returns,the finance index, interest rates, inflation, exchange rate, money supply.

Item Type: Thesis (S1)
Subjects: H Social Sciences > HD Industries. Land use. Labor > HD28 Management. Industrial Management
Divisions: KODEPRODI61201#Manajemen
Depositing User: Mrs. Deli Apsa
Date Deposited: 30 Jul 2020 04:23
Last Modified: 26 Aug 2020 09:39
URI: http://repository.ibs.ac.id/id/eprint/545

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