KETERKAITAN ANTARA NILAI TUKAR, TINGKAT SUKU BUNGA DAN INDEKS HARGA SAHAM DI INDONESIA
| Main Author: | Setyastuti, Rini; Fakultas Ekonomi, Universitas Atma Jaya, Yogyakarta |
|---|---|
| Format: | Article info application/pdf eJournal |
| Bahasa: | eng |
| Terbitan: |
Universitas Muhammadiyah Yogyakarta
, 2015
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| Subjects: | |
| Online Access: |
https://journal.umy.ac.id/index.php/esp/article/view/1287 https://journal.umy.ac.id/index.php/esp/article/view/1287/1340 |
| ctrlnum |
article-1287 |
|---|---|
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<dc schemaLocation="http://www.openarchives.org/OAI/2.0/oai_dc/ http://www.openarchives.org/OAI/2.0/oai_dc.xsd"><title lang="en-US">KETERKAITAN ANTARA NILAI TUKAR, TINGKAT SUKU BUNGA DAN INDEKS HARGA SAHAM DI INDONESIA</title><creator>Setyastuti, Rini; Fakultas Ekonomi, Universitas Atma Jaya, Yogyakarta</creator><subject lang="en-US">exchange rate; stock price; interest rate; Vector Autoregression</subject><description lang="en-US">Abstract: This study examine the relation between exchange rate, interest rate, and stock price. Vector Autoregression (VAR) is employed to simultaneously estimate the dynamic relationship of the variables. Using monthly data covering the August 1997– May 2012 period, empirical results showed that there is no causal relation between variables in the all of period. There is only one way relation between interest rate and exchange rate in the crises period. There is a positive effect on the exchange rate when the interest rate increased.Abstrak: Penelitian ini menguji hubungan antara nilai tukar, suku bunga, dan harga saham. Vector Autoregression (VAR) digunakan untuk secara bersamaan memperkirakan hubungan dinamis dari variabel. Penelitian ini menggunakan data bulanan yang mencakup periode Agustus 1997 hingga Mei 2012. Hasil empiris menunjukkan bahwa ada hubungan kausal antarvariabel dalam semua periode. Hanya ada satu cara hubungan antara tingkat bunga dan nilai tukar pada periode krisis. Ada efek positif pada nilai tukar saat suku bunga meningkat. </description><publisher lang="en-US">Universitas Muhammadiyah Yogyakarta</publisher><contributor lang="en-US"/><date>2015-04-01</date><type>Journal:Article</type><type>Other:info:eu-repo/semantics/publishedVersion</type><type>Journal:Article</type><type>File:application/pdf</type><identifier>https://journal.umy.ac.id/index.php/esp/article/view/1287</identifier><source lang="en-US">Jurnal Ekonomi & Studi Pembangunan; JESP Volume 16 Nomor 1, April 2015; 14-25</source><source>2541-5506</source><source>1411-9900</source><language>eng</language><relation>https://journal.umy.ac.id/index.php/esp/article/view/1287/1340</relation><rights lang="en-US">Copyright (c) 2016 Jurnal Ekonomi & Studi Pembangunan</rights><recordID>article-1287</recordID></dc>
|
| language |
eng |
| format |
Journal:Article Journal Other:info:eu-repo/semantics/publishedVersion Other File:application/pdf File Journal:eJournal |
| author |
Setyastuti, Rini; Fakultas Ekonomi, Universitas Atma Jaya, Yogyakarta |
| title |
KETERKAITAN ANTARA NILAI TUKAR, TINGKAT SUKU BUNGA DAN INDEKS HARGA SAHAM DI INDONESIA |
| publisher |
Universitas Muhammadiyah Yogyakarta |
| publishDate |
2015 |
| topic |
exchange rate stock price interest rate Vector Autoregression |
| url |
https://journal.umy.ac.id/index.php/esp/article/view/1287 https://journal.umy.ac.id/index.php/esp/article/view/1287/1340 |
| contents |
Abstract: This study examine the relation between exchange rate, interest rate, and stock price. Vector Autoregression (VAR) is employed to simultaneously estimate the dynamic relationship of the variables. Using monthly data covering the August 1997– May 2012 period, empirical results showed that there is no causal relation between variables in the all of period. There is only one way relation between interest rate and exchange rate in the crises period. There is a positive effect on the exchange rate when the interest rate increased.Abstrak: Penelitian ini menguji hubungan antara nilai tukar, suku bunga, dan harga saham. Vector Autoregression (VAR) digunakan untuk secara bersamaan memperkirakan hubungan dinamis dari variabel. Penelitian ini menggunakan data bulanan yang mencakup periode Agustus 1997 hingga Mei 2012. Hasil empiris menunjukkan bahwa ada hubungan kausal antarvariabel dalam semua periode. Hanya ada satu cara hubungan antara tingkat bunga dan nilai tukar pada periode krisis. Ada efek positif pada nilai tukar saat suku bunga meningkat. |
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