creators_name:  M JULIAN RIANO , 1211021075
creators_id: m.julianriano14@gmail.com
type: other
datestamp: 2016-12-23 04:59:23
lastmod: 2016-12-23 04:59:23
metadata_visibility: show
title: HUBUNGAN KAUSALITAS ANTARA KURS, BI RATE, DAN INDEKS
HARGA SAHAM GABUNGAN DI INDONESIA
PERIODE Q1 : 2006 – Q4 : 2015A
ispublished: pub
subjects: HB
full_text_status: restricted
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.

date: 2016-12-07
publisher: FAKULTAS EKONOMI DAN BISNIS
place_of_pub: UNIVERSITAS LAMPUNG
citation:    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.     
document_url: http://digilib.unila.ac.id/24846/1/ABSTRAK%20%28ABSTRACT%29.pdf
document_url: http://digilib.unila.ac.id/24846/4/SKRIPSI%20FULL.PDF
document_url: http://digilib.unila.ac.id/24846/5/SKRIPSI%20TANPA%20BAB%20PEMBAHASAN.pdf