ANALISIS PENGARUH NYSE, IRD, KURS, DAN SIBOR TERHADAP PERGERAKAN IHSG DI INDONESIA (PERIODE 2007:01 – 2013:12)

CHAIR RUNNISA ANSYORI, 1011021115 (2014) ANALISIS PENGARUH NYSE, IRD, KURS, DAN SIBOR TERHADAP PERGERAKAN IHSG DI INDONESIA (PERIODE 2007:01 – 2013:12). Fakultas ekonomi dan bisnis, Universitas Lampung.

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Abstract

ABSTRAK INDONESIA Indeks Harga Saham Gabungan (IHSG) merupakan indikator yang penting untuk melihat keadaan di pasar modal. Indeks ini mencakup pergerakan seluruh harga saham baik harga saham preferen maupun harga saham biasa yang semuanya merupakan saham yang tercatat di BEI. Tujuan dari penelitian ini adalah menganalisis pengaruh variabel indeks New York Stock Exchange (NYSE), Interest Rate Differential (IRD) antara the Fed rate dan BI rate, Kurs tengah, dan Singapore Inter Bank Offerate Rate (SIBOR) terhadap pergerakan Indeks Harga Saham Gabungan (IHSG) di Indonesia selama periode 2007:01 sampai 2013:12. Metode yang digunakan dalam penelitian ini adalah Error Correction Model (ECM). Data yang digunakan adalah data sekunder yang merupakan data bulanan selama periode 2007:01 – 2013:12. Hasil penelitian menunjukan bahwa variabel NYSE berpengaruh positif signifikan terhadap pergerakan IHSG, variabel IRD berpengaruh positif signifikan terhadap pergerakan IHSG, variabel kurs berpengaruh negatif terhadap pergerakan IHSG, dan variabel SIBOR berpengaruh negatif terhadap pergerakan IHSG. Kata kunci : Indeks Harga Saham Gabungan (IHSG), indeks New York Stock Exchange (NYSE), Interest Rate Differential (IRD) antara the Fed rate dan BI rate, Kurs tengah, dan Singapore Inter Bank Offerate Rate (SIBOR). ABSTRAK BAHASA INGGRIS IHSG is the indicator to show the situation on stock market. It is include of all stock prices even it is preference stock or common stock which is listing in BEI. The purpose of this research is to analyze the effect of variable New York Stock Exchange (NYSE), Interest Rate Differential (IRD) between the Fed rate and BI rate, middle rate, and Singapore Inter Bank Offerate Rate (SIBOR) on IHSG over the period 2007:01 to 2013:12. The method used in this research is the Error Correction Model (ECM). The data used are secondary data which is monthly data over the period 2007:01 - 2013:12. The results showed that NYSE has a significantly positive effect on IHSG, IRD has a significantly positive effect on IHSG, middle rate has a negative effect on IHSG, and SIBOR has a negative effect on IHSG, Keywords : IHSG, New York Stock Exchange (NYSE), Interest Rate Differential (IRD) between the Fed rate and BI rate, Middle Rate, and Singapore Inter Bank Offerate Rate (SIBOR).

Item Type: Other
Subjects: A General Works = Karya Karya Umum
Divisions: Fakultas Ekonomi dan Bisnis > Prodi Ekonomi Pembangunan
Depositing User: UPT Perpustakaan Unila
Date Deposited: 27 Oct 2014 02:41
Last Modified: 27 Oct 2014 02:41
URI: http://digilib.unila.ac.id/id/eprint/4647

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