PENGARUH BI REPO RATE, TINGKAT INFLASI DAN NILAI TUKAR RUPIAH TERHADAP INDEKS SAHAM SYARIAH INDONESIA

ULFA NURUL ARIYANTI, NIM: 13820198 (2017) PENGARUH BI REPO RATE, TINGKAT INFLASI DAN NILAI TUKAR RUPIAH TERHADAP INDEKS SAHAM SYARIAH INDONESIA. Skripsi thesis, UIN Sunan Kalijaga.

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Abstract

Stock price was not only determined by company profits but also influenced by economic factors, political, and financial of state. The objective of this research was to examine the effect of macro economy variables, namely BI repo rate, inflation, and foreign exchange to Indeks Saham Syariah Indonesia (ISSI) in long term and short term in May 2011 to February 2017. This study used secondary data, while the methods of analysis used were the data stationary test (Augmented Dickey Fuller), co-integration test and error correction model. The results of this study indicated that all the variables had been stationary. Co-integration test showed that there was a long-term relationship among the variables. There was a long term relationship among BI Repo rates and foreign exchange rates to Indeks Saham Syariah Indonesia ( ISSI) for May 2011 – February 2017 periods, while the Error Correction Model test showed that there was a short-term relationship among BI Repo rate and foreign exchange rates to the Indeks Saham Syariah Indonesia for period start on May 2011 to February 2017 . Key words:BI Repo rate, inflation, foreign exchange rates, Indeks Saham Syariah Indonesia [INDONESIA] Harga saham tidak hanya ditentukan oleh keuntungan yang diperoleh perusahaan tetapi juga dipengaruhi oleh faktor ekonomi, politik, dan keuangan negara. Tujuan dari penelitian ini adalah untuk menguji adanya pengaruh variabel makro ekonomi, yaitu BI repo rate, inflasi, dan nilai tukar terhadap Indeks Saham Syariah Indonesia (ISSI) dalam jangka panjang dan jangka pendek pada periode Mei 2011- Februari 2017. Penelitian ini menggunakan data sekunder, sedangkan metode analisis yang digunakan adalah uji stasioneritas (Augmented Dickey Fuller), uji kointegrasi dan error correction model. Hasil penelitian ini menunjukkan bahwa semua variabel bersifat stasioner. Uji kointegrasi menunjukkan bahwa terdapat hubungan jangka panjang antar variabel. Hubungan jangka panjang yang terjadi antara BI Repo Rate dan nilai tukar rupiah terhadap Indeks Saham Syariah Indonesia untuk periode 2011-2017, sedangkan uji Model Koreksi Kesalahan menunjukkan adanya hubungan jangka pendek antara BI Repo Rate dan nilai tukar rupiah terhadap Indeks Saham Syariah Indonesia pada periode Mei 2011 – Februari 2017. Kata Kunci: BI repo rate, inflasi, nilai tukar rupiah, Indeks Saham Syariah Indonesia

Item Type: Thesis (Skripsi)
Additional Information: Muh Ghafur Wibowo, SE., M.Sc
Uncontrolled Keywords: BI Repo rate, inflation, foreign exchange rates, Indeks Saham Syariah Indonesia, BI repo rate, inflasi, nilai tukar rupiah, Indeks Saham Syariah Indonesia
Subjects: Perbankan Syariah
Divisions: Fakultas Ekonomi dan Bisnis Islam > Perbankan Syari'ah (S1)
Depositing User: Sugeng Hariyanto, SIP (sugeng.hariyanto@uin-suka.ac.id)
Date Deposited: 22 Dec 2017 09:36
Last Modified: 22 Dec 2017 09:36
URI: http://digilib.uin-suka.ac.id/id/eprint/28726

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