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PENGARUH JUMLAH UANG BEREDAR, KURS US DOLLAR DAN INDEKS HARGA KONSUMEN TERHADAP INDEKS HARGA SAHAM SEKTOR PERDAGANGAN DI BURSA EFEK INDONESIA Nurlia Rahmatika
Media Ekonomi Vol. 25 No. 2 (2017): Oktober
Publisher : Lembaga Penerbit Fakultas Ekonomi dan Bisnis

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (379.801 KB) | DOI: 10.25105/me.v25i2.4892

Abstract

This study aims to determine the analysis of the influence of the Money Supply (M2), the USD Exchange Rate and the Consumer Price Index. The research methodology used is a quantitative method with time series data and data sources derived from secondary data obtained from the Indonesia Stock Exchange. The sampling technique uses purposive sampling method with monthly data and research period from January 2009 to December 2016. The data analysis technique used is multiple linear regressions. The results of this study indicate that partially the independent variable Amount of Money has a positive and significant effect on the Trading Sector Stock Price Index. While the independent variable USD Exchange Rate and Consumer Price Index has a negative and significant effect on the Trading Sector Stock Price Index. Meanwhile, simultaneously the independent variable consisting of Money Supply, the USD Exchange Rate and the Consumer Price Index together have a significant relationship to the dependent variable, namely the Trade Sector Stock Price Index.
HOW IS THE SHOCK OF THE MACRO ECONOMICS VARIABLES AND WORLD OIL PRICE EFFECTED THE YIELD OF INDONESIA GOVERNMENT BOND INDEX (INDOBEXGB)? Nurlia Rahmatika
Media Ekonomi Vol. 27 No. 2 (2019): Oktober
Publisher : Lembaga Penerbit Fakultas Ekonomi dan Bisnis

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (620.733 KB) | DOI: 10.25105/me.v27i2.6280

Abstract

This study aims to measure how is the shock of the macro economics variables and world oil price effected the yield of indonesia government bond index (INDOBEXGB). The research methodology used is quantitative method uses time series data. The source of the data derived with monthly data and secondary data from Bank Indonesia (BI), Central Bureau of Statistics (BPS), Indonesia Bond Pricing Agency (IBPA) and Bloomberg. This research is analyzed by using Vector Error Correction Model (VECM) since there is cointegrated variables which could be seen in Trace Statistic and Max-Eigenvalues Statistic is greater than Critical Value. The result of the analysis shows that the shock of macro economics variables money supply and forex reserves give a negative and significant effect to yield on Indonesia Government Bond Index (INDOBEXGB). Whereas the shock of macro economics variables consumer price index, BI rate, exchange rate, and world oil prices each give a positive and significant effect to Indonesia Government Bond Index (INDOBEXGB).
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