Pengaruh Inflansi, Harga Saham, cadangan devisa dan Harga MInyak Dunia terhadap Nilai Tukar Rupiah dengan Dolar AS Periode Sebelum Pandemi dan pada Era-Pandemi Covid-19

Hattantyo., Febby Satya and Prof. Dr. Sumiati,, SE., M.Si., CSRS., CFP. and Dr,Himmiyatul Amanah Jiwa Juwita,, SE.,MM. (2023) Pengaruh Inflansi, Harga Saham, cadangan devisa dan Harga MInyak Dunia terhadap Nilai Tukar Rupiah dengan Dolar AS Periode Sebelum Pandemi dan pada Era-Pandemi Covid-19. Magister thesis, Universitas Brawijaya.

Abstract

Penelitian ini mengambil sudut pandang manajemen keuangan. Meski banyak kajian terkait inflasi, harga saham, cadangan devisa, dan minyak dunia, tetapi masih sedikit penelitian yang mengaitkan keempatya dengan nilai tukar rupiah, khususnya membandingkan dengan kondisi sebelum pandemi covid-19 dan pada era-pandemi covid-19. Tujuan dari ini Penelitian ini menguji dan menganalisis pengaruh inflasi, harga saham, cadangan devisa dan harga minyak dunia terhadap kurs rupiah terhadap dolar AS (Amerika Serikat) dalam jangka pendek. Objek penelitian ini adalah Bank Indonesia dan Bursa Efek dengan menghasilkan sampel dalam penelitian ini yaitu 62 bulan dimana datanya dibagi menjadi 2 kategori 31 bulan sebelum pandemi covid-19 dan 31 bulan pada periode era-pandemi covid-19. Teknik pengumpulan data dalam penelitian ini menggunakan data sekunder Hasil penelitian menunjukkan bahwa dalam keadaan normal sebelum pandemi covid-19 inflasi, harga saham, cadangan devisa dan harga minyak dunia memiliki pengaruh signifikan terhadap nilai tukar rupiah dengan Dolar AS. Pada era-pandemi covid-19 hanya variable harga saham saja yang memiliki pengaruh signifikan, sedangkan pada ketiga variable yaitu inflansi. Cadangan devisa dan harga minyak dunia memiliki pegaruh tidak signifikan terhadap nilai tukar rupiah dengan dolar AS. Kesimpulan yang di dapat inflansi, cadangan devisa dan harga minyak dunia memiliki perbedaan pengaruh terhadap nilai tukar rupiah dengan dolar AS sedangkan harga saham tidak terdapat perbedaan pengaruh pada kondisi sebelum pandemic covid-19 dan pada era-pandemi covid-19.

English Abstract

This research takes the perspective of financial management. Even though numerous studies have discussed inflation, stock price, foreign exchange reserve, and oil price, only a few of them have related those factors with Indonesian rupiah’s exchange rate, not to mention comparing it between before and during the Covid-19 pandemic. The objective of this research is to assess and analyze the effects of inflation, stock price, foreign exchange reserve, and world oil price on the exchange rate of Indonesian rupiah against US dollar in the short term. The objects of this research are Bank Indonesia and the Indonesia Stock Exchange, from which 62 samples were acquired, divided into 31 months prior and 31 months during the outbreak. Here secondary data was used. This study finds that during the normal condition, i.e., prior to the Covid-19 pandemic; inflation, stock price, foreign exchange reserve, and world oil price have significant effects on the exchange rate of Indonesian rupiah against US dollar. Meanwhile, during the pandemic, only does stock price significantly influence the rate, and the other three variables, i.e., inflation, foreign exchange reserve, and world oil price do not significantly affect the exchange rate of Indonesian rupiah against US dollar. Therefore, it can be concluded that inflation, foreign exchange reserve, and world oil price are different in affecting the exchange rate of Indonesian rupiah against US dollar between before and during the pandemic, while the effect stock price on the said exchange rate remains the same between both periods.

Item Type:	Thesis (Magister)
Identification Number:	0423020099
Uncontrolled Keywords:	Inflansi, Harga saham, Cadangan devisa, Harga minyak dunia, Nilai tukar, Pandemi Covid-19.
Divisions:	Fakultas Ekonomi dan Bisnis > Manajemen
Depositing User:	Unnamed user with username nova
Date Deposited:	08 Jan 2024 07:31
Last Modified:	08 Jan 2024 07:31
URI:	http://repository.ub.ac.id/id/eprint/206224

Text (DALAM MASA EMBARGO) Febby Satya H.pdf Restricted to Registered users only until 31 December 2025. Download (4MB)

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