SKRIPSI Jurusan Akutansi - Fakultas Ekonomi UM, 2010

Ukuran Huruf:  Kecil  Sedang  Besar

Analisis Pengaruh Nilai Tukar Rupiah/US$ dan Tingkat Suku Bunga SBI terhadap IHSG di BEI tahun 2007-2008

Eprisiya Trinisa

Abstrak


ABSTRACT

 

Trinisa,  Eprisiya W.D. 2010. Influence Analyse Of Kurs US$ And SbI Interest Rate to The Jakarta Composite Indeks In Indonesia Stock Exchange Year 2007-2008. Thesis, Department of Accounting Faculty of Economics, State University of Malang. Advisors (1) Dr. Dyah Ayu W., S.E, M. Si, Ak (2) Dr. Sunaryanto, M. Ed

 

Keywords: kurs US $, SBI interest rate, Jakarta composite index

 

JCI is a reflection of capital market activities in general. Improved capital market conditions index shows is bullish, on the contrary if the decline shown in capital market conditions are bearish. These events are influenced by several factors both micro and macroeconomics. Among the macroeconomic factors that have an important role in the JCI movement is the rupiah / US $ and interest rate of SBI. This study aims to determine the effect of the rupiah / US $ and interest rate of SBI against JCI.

The population of this research is the price index of all shares listed on the Stock Exchange from January 1, 2007 until December 31, 2008. The samples in this study is to use saturated or sampling census sampling, ie sampling technique in which all members of the population is used as a sample, obtained 24 samples. The data in this study is the quantitative data collected in times series taken under study literature or documentation. Data collected were analyzed using multiple regression techniques (multiple regression analysis models).

Results showed that (1) Partially have significant negative influence kurs US $ against the JCI (2) Partially, found a significant positive influence SBI Interest Rate to JCI (3) Simultaneously, there is a very significant influence among the Exchange Rate / U.S. $ and Interest Rate SBI against JCI. The result is expected to be useful for investors, corporations, governments and researchers next. For further research is recommended to add other variables which potentially affect the stock index on the Stock Exchange as economic growth, inflation, GDP, micro-economic factors and fundamental factors. The period of observation and the sample can be added or even examine other indices in the BEI.