Jurnal Manajemen USNI
Vol 3 No 1 (2018): Volume 3 No 1 Tahun 2018

ANALISIS MAKRO EKONOMI DAN INDEKS DOW JONES TERHADAP VOLATILITAS PASAR SAHAM INDONESIA

Noviarti (Unknown)

Article Info

Publish Date
01 Aug 2018

Abstract

This study aims to determine how macroeconomic factors and the Dow Jones Index affect the volatility of the Indonesian stock market. Volatility The Indonesian stock market is represented by Indonesia Composite Index, and macroeconomic factors are represented by variables of Inflation, Exchange Rate, BI Rate, Gold Price and American Capital Market Performance represented by the Dow Jones Index. Observation period from January 1, 2018 to January 15, 2018 with daily data. From the results of the test data obtained results that the Exchange Rate and Dow Jones Index significantly affect the volatility of Indonesian stock market prices during the observation period. Inflation variables, BI rates and gold prices have no significant effect.

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Journal Info
Jurnal Manajemen USNI
Website

Abbrev

manajemen

Publisher

Universitas Satya Negara Indonesia

Subject

Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Environmental Science Industrial & Manufacturing Engineering

Description

The USNI Management Journal is a Scientific Journal with the aim of publishing the latest issues and developments in the form of articles on the results of research on theory development and its implementation, as well as other scientific studies related to the field of Management. The USNI ...