Naila Salsabila, - (2024) PENGARUH VARIABEL MAKRO EKONOMI TERHADAP INDEKS HARGA SAHAM GABUNGAN DI BURSA EFEK INDONESIA : Menggunakan Pendekatan Vector Error Corection Model. S1 thesis, Universitas Pendidikan Indonesia.
Abstract
Penelitian ini dilatar belakangi oleh kondisi Indeks Harga Saham yang berfluktuatif di Bursa Efek Indonesia. Tujuan untuk menguji signalling teory, Teori Mundell-Fleming, untuk mengetahui pengaruh Inflasi, Nilai Tukar, Suku Bunga dan NASDAQ terhadap Indeks Harga Saham Gabungan di Bursa Efek Indonesia. Metode penelitian yang digunakan adalah metode kuantitatif eksplanatori. Penelitian ini menggunakan variabel inflasi, nilai tukar, suku bunga, dan Indeks Nasdaq. Teknik analisis data menggunakan model estimasi Vektor Error Corection Model (VECM) dengan data time series. Hasil yang ditemukan dalam penelitian ini adalah dalam jangka pendek maupun jangka panjang variabel inflasi, nilai tukar, suku bunga dan nasdaq berpengaruh terhadap indeks harga saham gabungan. Berdasarkan indeks harga saham gabungan, dengan menggunakan faktor makroekonomi yang digunakan, pada periode 2012.1 sampai 2023.12, dan nilai determinasi sebesar 49,37% yaitu Artinya masih ada faktor lain yang mempengaruhi return saham. This research was motivated by the fluctuating condition of the Stock Price Index on the Indonesian Stock Exchange. The aim was to test the signalling teory, Mundell-Fleming Theory, to determine the influence of Inflation, Exchange Rates, Interest Rates and NASDAQ on the Composite Stock Price Index on the Indonesian Stock Exchange. The research method used was an explanatory quantitative method. This research used inflation variables, exchange rates, interest rates, and the Nasdaq Index. The data analysis technique used the Vector Error Correction Model (VECM) estimation model with time series data. The results found in this research were that in the short term and long term the inflation, exchange rate, interest rate and Nasdaq variables interest effects the composite stock price index. Returns were based on the composite stock price index, using the macroeconomic factors used, in the period 2012.1 to 2023.12, and the determination value is 49.37%, which means that there are still other factors that influence stock returns.
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| Item Type: | Thesis (S1) |
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| Additional Information: | ID Sinta Dosen Pembimbing: Amir Machmud : 5974528 Navik Istikomah : 6668198 |
| Uncontrolled Keywords: | Variabel Makro Ekonomi, Indeks Harga Saham Gabungan, Bursa Efek Indonesia, Vector Error Corection Model. Macroeconomic Variables, The Combined Stock Price Index, The Indonesian Stock Exchange, Vector Error Correction. |
| Subjects: | L Education > L Education (General) |
| Divisions: | Fakultas Pendidikan Ekonomi dan Bisnis > Pendidikan Ekonomi |
| Depositing User: | Naila Salsabila |
| Date Deposited: | 29 Nov 2024 08:48 |
| Last Modified: | 29 Nov 2024 08:48 |
| URI: | http://repository.upi.edu/id/eprint/128613 |
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