%A 1211021075  M JULIAN RIANO 
%T HUBUNGAN KAUSALITAS ANTARA KURS, BI RATE, DAN INDEKS
HARGA SAHAM GABUNGAN DI INDONESIA
PERIODE Q1 : 2006 ? Q4 : 2015A
%X 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.

%C UNIVERSITAS LAMPUNG
%D 2016
%I FAKULTAS EKONOMI DAN BISNIS
%L eprints24846