Journal of Advances in Accounting, Economics, and Management
Vol. 1 No. 3 (2024): March

Analisis Variabel Makroekonomi terhadap Indeks Saham Kompas 100: Pendekatan VECM

Andani, Gina (Unknown)
Kurniawan, Mahrus Lutfi Adi (Unknown)

Article Info

Publish Date
31 Mar 2024

Abstract

This study aims to determine the effect of world gold prices, interest rates, inflation, exchange rates, and the LQ45 Index on the stock price of the Kompas 100 index. This research was conducted using research data in 2015-2020 and analyzed using the Vector Error Correction Model approach. From the VECM estimation results, it is found that world gold prices, interest rates, inflation, exchange rates, and the LQ45 index affect the Kompas 100 index stock price in the long term. Meanwhile, in the short term, world gold prices, interest rates, inflation, exchange rates, and the LQ45 index have no effect on the stock price of the Kompas 100 index.

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Journal Info
Journal of Advances in Accounting, Economics, and Management
Website

Abbrev

aaem

Publisher

Indonesian Journal Publisher

Subject

Decision Sciences, Operations Research & Management Economics, Econometrics & Finance

Description

Journal of Advances in Accounting, Economics, and Management publishes original research that advances the frontiers of knowledge in accounting, economics, and management. The journals scope includes a wide range of topics, such as Accounting theory and practice Financial accounting and reporting ...