?url_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Adc&rft.title=ANALISIS+DETERMINAN+IHSG+DAN+KAUSALITAS+ANTARA+ALIRAN+MODAL+ASING+PORTOFOLIO+DAN+NILAI+TUKAR+DENGAN+IHSG+%0D%0ADI+PASAR+MODAL+INDONESIA+%0D%0A(PERIODE+2010%3A01-2015%3A12)%0D%0A&rft.creator=M+ERIK+PRASETYO%2C+1211021073&rft.subject=HC+Economic+History+and+Conditions&rft.description=Penelitian+ini+bertujuan+menganalisis+pengaruh+Aliran+Modal+Asing+Portofolio%2C+Nilai+Tukar+IDR%2FUSD%2C+BI+Rate%2C+Inflasi+dan+Produk+Domestik+Bruto+terhadap+IHSG+serta+hubungan+Kausalitas+antara+Aliran+Modal+Asing+Portofolio%2C+Nilai+Tukar+IDR%2FUSD+dan+IHSG.+Penelitian+ini+dibuat+karena+kondisi+pasar+modal+Indonesia+yang+didominasi+oleh+investor+asing%2C+sehingga+dalam+perkembanganya+sangat+rentan+terhadap+isu+ekonomi+global+dan+makroekonomi+secara+umum.+Pengujian+pada+penelitian+ini+menggunakan+alat+analisis+Vector+Error+Correction+Model+(VECM).+Variabel+yang+digunakan+dalam+penelitian+ini+adalah+Indeks+Harga+Saham+Gabungan+(IHSG)%2C+Aliran+Modal+Asing+Portofolio+(NFP)%2C+Nilai+Tukar+IDR%2FUSD+(NT)%2C+BI+Rate+(RBI)%2C+Inflasi+(INF)%2C+dan+Produk+Domestik+Bruto+(PDB).+Jenis+dan+data+yang+digunakan+dalam+penelitian+ini+berupa+data+runtun+waktu+(time+series)+dengan+data+bulanan+pada+periode+tahun+2010%3A01+sampai+dengan+periode+2015%3A12.+Hasil+pada+penelitian+ini+menunjukan+bahwa%3A+1)+terdapat+hubungan+jangka+panjang+antar+variabel+penelitian%3B+2)+hanya+Produk+Domestik+Bruto+yang+berpengaruh+signifikan+terhadap+IHSG%3B+3)+terdapat+hubungan+satu+arah+antara+Produk+Domestik+Bruto+dengan+IHSG%2C+IHSG+dengan+Aliran+Modal+Asing+Portofolio%2C+Nilai+Tukar+IDR%2FUSD+denganAliran+Modal+Asing+Portofolio%3B+4)+tidak+ditemukan+hubungan+satu+ataupun+dua+arah+antara+Aliran+Modal+Asing+Portofolio+dengan+Nilai+Tukar+IDR%2FUSD+dan+Indeks+Harga+Saham+Gabungan+dengan+Nilai+Tukar+IDR%2FUSD.+%0D%0A%0D%0A%0D%0AKata+Kunci+%3AAliran+Modal+Asing+Portofolio%2C+BI+Rate%2C+Indeks+Harga+Saham+Gabungan%2C+Inflasi%2C+Nilai+Tukar+IDR%2FUSD%2C+Produk+Domestik+Bruto+dan+VECM.%0D%0A%0D%0A%0D%0A%0D%0Aabstract%0D%0A%0D%0AThis+study+aimed+to+analyze+the+influence+of+the+Foreign+Capital+Flow+Portfolio%2C+Exchange+Rate+IDR+%2F+USD%2C+BI+Rate%2C+inflation+and+Gross+Domestic+Product+to+IHSG%2C+with+causality+relationship+between+Foreign+Capital+Flow+Portfolio%2C+Exchange+Rate+IDR+%2F+USD+and+IHSG.+This+study+was+made+due+to+the+condition+of+the+Indonesian+capital+market+is+dominated+by+foreign+investors%2C+resulting+in+its+development+is+very+vulnerable+to+the+global+economy+issues+and+macroeconomic+in+general.+Tests+on+this+research+using+an+analysis+tool+Vector+Error+Correction+Model+(VECM).+Variables+used+in+this+research+is+the+Composite+Stock+Price+Index+(IHSG)%2C+Foreign+Capital+Flow+Portfolio+(NFP)%2C+Exchange+Rate+IDR+%2F+USD+(NT)%2C+the+BI+Rate+(RBI)%2C+inflation+(INF)%2C+and+the+Gross+Domestic+Product+(GDP).+The+type+of+data+used+in+this+study+in+the+form+of+time+series+data+(time+series)+with+monthly+data+for+the+period+2010%3A+01+until+the+period+2015%3A+12.+The+results+in+this+study+show+that%3A+1)+there+is+a+long-term+relationship+between+the+variables%3B+2)+Gross+Domestic+Product+only+significantly+influence+IHSG%3B+3)+there+is+a+one-way+relationship+between+Gross+Domestic+Product+with+IHSG%2C+IHSG+with+Foreign+Capital+Flow+Portfolio%2C+Exchange+Rate+IDR+%2F+USD+denganAliran+Foreign+Investment+Portfolio%3B+4)+no+relationship+was+found+between+the+one+or+two-way+Foreign+Capital+Flow+Portfolio+with+Exchange+Rate+IDR+%2F+USD+and+IHSG+with+Exchange+Rate+IDR+%2F+USD.%0D%0A%0D%0AKeywords%3ABI+Rate%2C+Composite+Stock+Price+Index%2C+Exchange+Rate+IDR+%2F+USD%2C+Foreign+Capital+Flow+Portfolio%2C+Gross+Domestic+Product+%2CInflation+and+VECM.%0D%0A&rft.publisher=UNIVERSITAS+LAMPUNG&rft.date=2016-10-18&rft.type=Skripsi&rft.type=NonPeerReviewed&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F24384%2F1%2FABSTRACT%2520%2528ABSTRAK%2529.pdf&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F24384%2F2%2FSKRIPSI%2520FULL.pdf&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F24384%2F19%2FSKRIPSI%2520TANPA%2520BAB%2520PEMBAHASAN.pdf&rft.identifier=++M+ERIK+PRASETYO%2C+1211021073++(2016)+ANALISIS+DETERMINAN+IHSG+DAN+KAUSALITAS+ANTARA+ALIRAN+MODAL+ASING+PORTOFOLIO+DAN+NILAI+TUKAR+DENGAN+IHSG+DI+PASAR+MODAL+INDONESIA+(PERIODE+2010%3A01-2015%3A12).++UNIVERSITAS+LAMPUNG%2C+FAKULTAS+EKONOMI+DAN+BISNIS+.+++++&rft.relation=http%3A%2F%2Fdigilib.unila.ac.id%2F24384%2F