HUBUNGAN KAUSALITAS ANTARA KURS, BI RATE, DAN INDEKS HARGA SAHAM GABUNGAN DI INDONESIA PERIODE Q1 : 2006 – Q4 : 2015A

M JULIAN RIANO , 1211021075 (2016) HUBUNGAN KAUSALITAS ANTARA KURS, BI RATE, DAN INDEKS HARGA SAHAM GABUNGAN DI INDONESIA PERIODE Q1 : 2006 – Q4 : 2015A. FAKULTAS EKONOMI DAN BISNIS, UNIVERSITAS LAMPUNG.

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Abstract

ABSTRAK Penelitian ini bertujuan untuk mengetahui hubungan kausalitas antara kurs, BI rate, dan indeks harga saham gabungan di Indonesia selama periode Q1 : 2006 – Q4 : 2015 dengan menggunakan uji kausalitas granger. Hasil penelitian menunjukan bahwa adanya hubungan satu arah antara kurs dan BI rate, adanya hubungan kausalitas dua arah variabel kurs dan indeks harga saham gabungan, dan adanya hubungan kausalitas dua arah variabel BI rate dan indeks harga saham gabungan. Kata kunci : BI rate, Indeks harga saham gabungan, kurs. ABSTRACT This research aims to analyze the causal relationship between exchange rate, BI rate, and composite stock price index in Indonesia during the period Q1 : 2006 – Q4 : 2015 by granger causality test. The results of this research showed one-away relation between exchange rate and BI rate, causal relationship between exchange rate and composite stok price index, and causal relationship between BI rate and composite stock price index Keyword : BI rate, composite stock price index, exchange rate.

Item Type: Other
Subjects: H Ilmu Sosial = Social Sciences > HB Economic Theory
Divisions: Fakultas Ekonomi dan Bisnis > Prodi Ekonomi Pembangunan
Depositing User: 2417890 . Digilib
Date Deposited: 23 Dec 2016 04:59
Last Modified: 23 Dec 2016 04:59
URI: http://digilib.unila.ac.id/id/eprint/24846

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