Article Per Year (5 Year)
p-Index From 2021 - 2026
0.408
P-Index
This Author published in this journals
All Journal Jurnal Ekonomi Kuantitatif Terapan Jurnal Ekonomi Kuantitatif Terapan
Tinjung Desy Nursanti
Unknown Affiliation
Economics, Econometrics & Finance

Published : 2 Documents Claim Missing Document
Claim Missing Document
Check
Articles

Found 2 Documents
Search

 1 
Analisis Kondisi Makro Ekonomi Terhadap Kinerja Reksa Dana Terproteksi di Indonesia: Moderasi Umur dan Ukuran Reksa Dana Tinjung Desy Nursanti; Susiyanti Susiyanti; Nugraha Nugraha; Ika Putera Waspada; Erric Wijaya; Maya Sari
Jurnal Ekonomi Kuantitatif Terapan Vol 17 No 2 (2024): Vol. 17, No. 2, Agustus 2024 (pp.156-369)
Publisher : Universitas Udayana

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24843/JEKT.2024.v17.i02.p09

Abstract

Penelitian ini bertujuan untuk menemukan bukti apakah Kondisi Makro Ekonomi dapat mempengaruhi Kinerja Reksa Dana Terproteksi di Indonesia yang di Moderasi Umur dan Ukuran Reksa Dana periode Januari 2018 – Agustus 2023. Motivasi untuk penelitian ini berasal bahwa dari mengidentifikasi hubungan antara kondisi makroekonomi dan kinerja reksa dana secara simultan sangat penting karena memiliki implikasi yang signifikan dalam upaya meningkatkan kinerja reksa dana terhadap kondisi makroekonomi. Namun, terdapat keterbatasan studi empiris tentang dampak reksa dana ini karena series tahun datanya terbatas hanya mencakup beberapa tahun. Dengan menggunakan pendekatan metode regresi panel Random Effect Model (REM), periode analisis dari januari tahun 2018 sampai Agustus tahun 2023 data panel pada makroekonomi dan reksa dana, ditemukan terdapat bahwa variabel makro ekonomi nilai tukar rupiah terhadap dollar AS (NT) memiliki pengaruh signifikan terhadap kinerja reksa dana terproteki yang di ukur dari rasio sharpe. Sementara variabel makro ekonomi yang tidak memiliki pengaruh signifikan terhadap kinerja reksa dana terproteksi adalah variabel suku bunga (SBI) dan inflasi (INF). Variabel umur (age) dan ukuran (size) reksa dana memiliki pengaruh signifikan terhadap kinerja reksa dana terproteksi. Selain variabel independent tersebut, dalam penelitian ini juga menggunakan variabel moderator/moderating. Variabel moderator untuk melihat hubungan interaksi antara variabel moderator dengan variabel predictor (independent). Variabel moderator merupakan variabel yang dapat memperkuat atau memperlemah hubungan antar variabel independent dengan dependen. Variabel moderator dari penelitian ini adalah umur (age) dan ukuran (size) reksa dana
Analysis Of Macroeconomic Conditions On The Performance Of Protected Mutual Funds In Indonesia In Moderated Age And Size Of Mutual Funds For The Period January 2018 – August 2023 Tinjung Desy Nursanti; Nugraha; Ika Putera; Maya Sari; Erric Wijaya
Jurnal Ekonomi Kuantitatif Terapan Vol. 17 No. 2 (2024): Vol. 17, No. 2, Agustus 2024 (pp.155-369)
Publisher : Universitas Udayana

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24843/JEKT.2024.v17.i02.p09

Abstract

This study aims to find evidence whether Macroeconomic Conditions can affect the Performanceof Protected Mutual Funds in Indonesia which is Moderated Age and Size of Mutual Funds forthe period January 2018 – August 2023. The motivation for this study comes from identifying therelationship between macroeconomic conditions and mutual fund performance simultaneously isvery important because it has significant implications in efforts to improve mutual fundperformance against macroeconomic conditions. However, there are limitations to empiricalstudies on the impact of these mutual funds because the data year series is limited to only a fewyears. Using the Random Effect Model (REM) panel regression method approach, the analysisperiod from January 2018 to August 2023 panel data on macroeconomics and mutual funds, itwas found that macroeconomic variables of the rupiah exchange rate against the US dollar (NT)had a significant influence on the performance of the highest mutual funds measured by the sharperatio. Meanwhile, macroeconomic variables that do not have a significant influence on theperformance of protected mutual funds are interest rate (SBI) and inflation (INF) variables. Thevariable age and size of mutual funds have a significant influence on the performance of protectedmutual funds. In addition to these independent variables, this study also used moderator /moderating variables. Moderator variables to see the interaction relationship between moderatorvariables and predictor variables (independent). Moderator variables are variables that canstrengthen or weaken the relationship between independent and dependent variables. Themoderator variables of this study are age and size of mutual funds
Co-Authors Erric Wijaya, Erric Ika Putera Ika Putera Waspada Maya Sari Nugraha Nugraha Nugraha Susiyanti Susiyanti