Pamungkas, Bella Cesaria (2018) Pengaruh Nilai Tukar USD dan Bursa ASEAN terhadap Indeks Harga Saham Gabungan (IHSG) (Studi pada Bursa Efek Indonesia Periode 2014 – 2016). Sarjana thesis, Universitas Brawijaya.
Abstract
Penelitian ini bertujuan untuk mengetahui pengaruh nilai tukar USD dan bursa ASEAN terhadap Indeks Harga Saham (IHSG) di Bursa Efek Indonesia (BEI) secara simultan dan parsial. Jenis penelitian yang digunakan adalah explanatory research dengan pendekatan kuantitatif. Teknik pengambilan sampel menggunakan sampling jenuh. Data yang digunakan merupakan data sekunder nilai tukar USD, Kuala Lumpur Composite Index (KLCI), Philippine Stock Exchange Index (PSEi), Straits Time Index (STI), Stock Exchange of Thailand Index (SETi), Vietnam Ho Chi Minh Stock Index (VNI) dan Indeks Harga Saham Gabungan (IHSG) periode 2014 hingga 2016, yang diperoleh melalui situs resmi Bank Indonesia (BI) (www.bi.go.id) dan situs www.investing.com. Teknik analisis yang digunakan pada penelitian ini adalah analisis regresi linier berganda dengan menggunakan beberapa uji asumsi klasik. Regresi yang baik adalah ketika hasil dari seluruh uji asumsi klasik dapat terpenuhi. Uji asumsi klasik pada penelitian ini terdiri dari uji normalitas, uji autokorelasi, uji multikolinieritas, dan uji heterokedastisitas. Hasil penelitian menunjukkan bahwa secara parsial variabel nilai tukar USD dan Straits Times Index (STI) berpengaruh negatif dan signfikan terhadap IHSG. Variabel Kuala Lumpur Composite Index (KLCI), Philippine Stock Exchange Index (PSEi), Stock Exchange of Thailand Index (SETi), dan Vietnam Ho Chi Minh Stock Index (VNI) berpengaruh positif dan signfikan terhadap IHSG. Secara simultan variabel nilai tukar USD, KLCI, PSEi, STI, SETi, dan VNI berpengaruh signifikan terhadap IHSG.
English Abstract
This research aims to examine the effect of USD exchange rate and ASEAN exchanges on Jakarta Composite Index (JCI) in Indonesia Stock Exchange simultaneously and partially. The type of research uses explanatory research with quantitative approach. The sampling technique uses saturation sampling. The data of this research uses secondary data of USD exchange rate, Kuala Lumpur Composite Index (KLCI), Philippine Stock Exchange Index (PSEi), Straits Time Index (STI), Stock Exchange of Thailand Index (SETi), Vietnam Ho Chi Minh Stock Index (VNI) and Jakarta Composite Index (JCI) 2014 until 2016 period, obtained from official website of Bank Indonesia (BI) (www.bi.go.id) and www.investing.com. This research techniques used multiple linier regression analysis with several classical assumption test. A good regression is when the results of all assumption can be accepted. The classical assumption test in this research comprised normality test, autocorrelation test, multicollinierity test and heterocedasticity test. The results showed that partially USD exchange rate and Straits Times Index (STI) variables have a negative and significant effect on JCI. Kuala Lumpur Composite Index (KLCI), Philippine Stock Exchange Index (PSEi), Stock Exchange of Thailand Index (SETi), and Vietnam Ho Chi Minh Stock Index (VNI) variables have a positive and significant effect on JCI. The variables of USD exchange rate, KLCI, PSEi, STI, SETi, and VNI simultaneously have a significant effect on JCI.
| Item Type: | Thesis (Sarjana) |
|---|---|
| Identification Number: | SKR/FIA/2018/403/051806218 |
| Uncontrolled Keywords: | Nilai Tukar USD, Bursa ASEAN, Kuala Lumpur Composite Index, Philippine Stock Exchange Index, Straits Time Index, Stock Exchange of Thailand Index, Vietnam Ho Chi Minh Stock Index, Indeks Harga Saham Gabungan. USD Exchange Rate, ASEAN Exchanges, Kuala Lumpur Composite Index, Philippine Stock Exchange Index, Straits Time Index, Stock Exchange of Thailand Index, Vietnam Ho Chi Minh Stock Index, Jakarta Composite Index. |
| Subjects: | 300 Social sciences > 332 Financial economics > 332.6 Investment |
| Divisions: | Fakultas Ilmu Administrasi > Ilmu Administrasi Bisnis / Niaga |
| Depositing User: | Budi Wahyono Wahyono |
| Date Deposited: | 23 Jul 2019 07:44 |
| Last Modified: | 16 Oct 2021 03:57 |
| URI: | http://repository.ub.ac.id/id/eprint/165701 |
Preview |
Text
Bella Cesaria Pamungkas.pdf Download (4MB) | Preview |
Actions (login required)
 |
View Item |