%A NIM.  12390012 MILLATI AZKA
%O M. Ghafur Wibowo, S.E., M. Sc
%T PENGARUH TINGKAT BUNGA, TINGKAT INFLASI, DAN NILAI
TUKAR RUPIAH TERHADAP INDEKS SAHAM SYARIAH INDONESIA
(ISSI) TAHUN 2011-2016
%X Indonesia Sharia Stock Index (ISSI) is one of stock indexes in indonesia
that calculates the index price stock average for business activity type that fiil up
the sharia criteria. Macro-economic condition oftenly causes market sentiment
and ISSI fluctuation. The sensitivity of macro-economic changing comes as a
interesting theme to get attention. The study purpose is to analyze the influence
among the Interest Rate, Inflation, and Exchange Rate toward ISSI, around June
2011-March 2016 period observation.
The data used in this study is a quantitative secondary data consisting of
monthly ISSI variable data and variable macro-economic which are interest rate,
inflation, and exchange rate. Method analysis used here is multiple linear
regression which has been previously through classical assumption of test phase.
Besides, the coefficient determination test and the hypothesis testing using partial
statistical test (uji t) are used. The data processing is done by SPSS 16 for
windows aplication.
The research results shows that the partial degree to interest level and
inflation do not significantly influence the ISSI. Exchange rate value get negative
significant influence toward ISSI. The result of coefficient determination test
shows that the value of Adjusted R Square is 27.8%, which means the dependen
variabel changing (interest rate, inflation, and the exchange rate) reaches 27.8%,
while the rest 72.2% which is explained and influenced by other variables that are
not included on this research.
%K Interest, Inflation, Exchange Rate, ISSI.
%D 2016
%I UIN SUNAN KALIJAGA YOGYAKARTA
%L digilib22377