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題名 通膨、利率、匯率及標準普爾500指數對印尼雅加達綜合指數之影響
The influences of inflation, interest rate, exchange rate, and S&P 500 on indonesia composite stock price index作者 范涵凝
Fadhilla, Hanifa Nur貢獻者 蔡政憲
Tsai, Jason
范涵凝
Fadhilla, Hanifa Nur關鍵詞 通或膨脹
利率
匯率
普爾500指數
印尼雅加達綜合指數
inflation
interest rate
exchange rate
S&P 500
Indonesia Composite Stock Price Index日期 2019 上傳時間 1-七月-2019 10:57:01 (UTC+8) 摘要 無
This research is aimed to investigate the influence of inflation, interest rate, exchange rate, and S&P 500 on Indonesia Composite Stock Price (I-CSPI). This study examines the factors influencing I-CSPI in Indonesia Stock Exchange (IDX). The period of this study is from 2014 to 2018. The object of this research is I-CSPI. This study used secondary data. The hypotheses are examined using four models to support the factors influencing I-CSPI.The result of this research expressed that from independent variables do not influence I-CSPI. Thus, the hypotheses are rejected. This research result derives from t-test statistics. Based on F-test, independent variables are not simultaneously influence I-CSPI.參考文獻 Abort, J & Biekpe. (2006). An empirical test of agency problem and capital structure of South African quoted SMEs. SAJAR, 20(1), 51-65.Amadeo, K. (2018). The S&P 500 and how it works. Retrieved from https://www.thebalance.com/what-is-the-sandp-500-3305888Amadeo, K. (2019). 2008 financial crisis. Retrieved from https://www.thebalance.com/2008-financial-crisis-3305679Ang, Robert. (1997). Buku pintar pasar modal Indonesia. Jakarta: Media Soft Indonesia.Anoraga, P, & Pakarti, P. (2001). Pengantar pasar modal. Jakarta: PT Asdi Mahasatya.Banton, C. (2019). An introduction to U.S. stock market indexes. Retrieved from https://www.investopedia.com/insights/introduction-to-stock-market-indices/BI rate 2005-2019. (2019). Retrieved from https://www.bps.go.id/linkTableDinamis/view/id/1061Boediono. (2001). Ekonomi moneter. Yogyakarta: BPFE.Chen, J. (2019). Inflation. Retrieved from https://www.investopedia.com/terms/i/inflation.aspDi Maggio, P, J., & Powell, W, W. (1983). The iron cage revisited: institutional isomorphism and collective rationality in organizational fields. American Sociological Review.Exchange rate data. (2018). Retrieved from https://finance.yahoo.com/quote/IDR%3DX/chartHady, H. (2010). Manajemen keuangan Internasional. Jakarta: Mitra Wacana Media.Hartono, J. (2000). Teori portofolio dan analisis investasi. Yogyakarta: BPFE.Hasan, A, N. (2015). Analisis pengaruh harga emas, tingkat inflasi, harga minyak, nilai tukar rupiah, dan indek regional terhadap pergerakan IHSG. Retrieved from http://etd.repository.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=91486&obyek_id=4Hirt, G, A., & Block, S, B. (1993). Fundamentals of Investment Mangement. (4thed). Boston, USA: Richard D. Irwin. Inc.Hooker, M, A. (2004). Macroeconomics factors and emerging market equity returns: a bayesian model selection approach. Emerging Market Review, 5, 379-387.IDX: Foreign investment ownership keeps rising. (2017). Retrieved from https://en.tempo.co/read/914170/idx-foreign-investment-ownership-keeps-risingIndeks harga saham gabungan. (n.d). Retrieved from https://id.wikipedia.org/wiki/Indeks_Harga_Saham_GabunganIni yang dimaksud dengan BI rate. (2017). Retrieved from https://www.amarbank.co.id/artikel/ini-yang-dimaksud-dengan-bi-rateKandir, S, Y. (2008). Macroeconomics variables, firm characteristics and stock returns: evidence from Turkey. International research Journal of Finance And Economics. 16.Kenton, W,. & Murphy, C, B. (2019). S&P 500 index – Standard & Poor`s 500 index definition. Retrieved from https://www.investopedia.com/terms/s/sp500.aspKewal, S, S. (2012). Pengaruh inflasi, suku bunga, kurs, dan pertumbuhan PDB terhadap indeks harga saham gabungan. Jurnal Economica. 8.La Porta, R,. Lopez-De-Silances, F,. & Shleifer, A. (1999). Corporate ownership around the world. The Journal of Finance, 471-517.Lins K, V. (2003). Equity ownership and firm value in emerging market. The Journal of Financial and Quantitative Analysis, 38(1), 159-184.Octafia, S, M. (2011). Pengaruh tingkat suku bunga SBI, nilai tukar dan jumlah uang beredar terhadap indeks harga saham sektor properti dan real estate dengan pendekatan error correction model. Jurnal. Fakultas Ekonomi Universitas Negeri Padang.Pengertian indeks harga saham gabungan (IHSG). (2017). Retrieved from https://www.sahamonline.id/2017/05/pengertian-indeks-harga-saham-gabungan.htmlPrabaningtyas, H. (2017). Analisis pengaruh nilai tukar terhadap indeks harga saham gabungan di Indonesia tahun 2010-2015. Retrieved from http://etd.repository.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=111766&obyek_id=4Riadi, M. (2018). Pengertian, jenis, fungsi, dan faktor tingkat suku bunga. Retrieved from https://www.kajianpustaka.com/2018/03/pengertian-jenis-fungsi-dan-faktor-tingkat-suku-bunga.htmlRiadi, M. (2017). Jenis, sistem, dan faktor penyebab perubahan kurs (nilai tukar) tingkat suku bunga. Retrieved from https://www.kajianpustaka.com/2017/09/jenis-sistem-faktor-penyebab-perubahan-kurs.htmlRiantani, S., & Tambunan, M. (2013). Analisis pengaruh variabel makroekonomi dan indeks global terhadap return saham.Schipper, K. (1981). Discussion of voluntary corporate disclosure: the case of interim reporting. Journal of Accounting Research, 19, 85.Siregar, S, V., Bachtiar, & Yanivi. (2010). Corporate social reporting: empirical evidence from Indonesia Stock Exchange. International Journal of Islamic and Middle Eastern Finance and Management, 3, 241-252.Stock market index: Meaning, Importance, NSE & BSE and more. (2018). Retrieved from https://cleartax.in/s/stock-market-indexSunariyah. (2006). Pengantar pengetahuan pasar modal. Yogyakarta: UPP STIMYKPN.Susanti. E. (2017). Pengaruh suku bunga BI 7 days reserve repo rate dan tingkat inflasi terhadap indeks harga saham gabungan (IHSG) pada bulan april-desember 2016. Retrieved from http://etd.repository.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=110538&obyek_id=4Tandelilin, E. (2010). Portofolio dan investasi. Yogyakarta: Kanisius.Teori inflasi, strukturalis, Keynes. (n.d). Retrieved from https://ardra.biz/ekonomi/ekonomi-makro/teori-inflasi/Thobarry, A. (2009). Analisis pengaruh nilai tukar, suku bunga, laju inflasi dan pertumbuhan GDP terhadap Indeks Harga Saham sektor properti (kajian empiris pada Bursa Efek Indonesia periode pengamatan tahun 2000-2008. Universitas Diponegoro. Semarang.Weston, J, F,. & Brigham, E, F. (1990). Dasar – dasar manajemen keuangan. Jakarta: Erlangga 描述 碩士
國立政治大學
國際經營管理英語碩士學位學程(IMBA)
106933041資料來源 http://thesis.lib.nccu.edu.tw/record/#G0106933041 資料類型 thesis dc.contributor.advisor 蔡政憲 zh_TW dc.contributor.advisor Tsai, Jason en_US dc.contributor.author (作者) 范涵凝 zh_TW dc.contributor.author (作者) Fadhilla, Hanifa Nur en_US dc.creator (作者) 范涵凝 zh_TW dc.creator (作者) Fadhilla, Hanifa Nur en_US dc.date (日期) 2019 en_US dc.date.accessioned 1-七月-2019 10:57:01 (UTC+8) - dc.date.available 1-七月-2019 10:57:01 (UTC+8) - dc.date.issued (上傳時間) 1-七月-2019 10:57:01 (UTC+8) - dc.identifier (其他 識別碼) G0106933041 en_US dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/124183 - dc.description (描述) 碩士 zh_TW dc.description (描述) 國立政治大學 zh_TW dc.description (描述) 國際經營管理英語碩士學位學程(IMBA) zh_TW dc.description (描述) 106933041 zh_TW dc.description.abstract (摘要) 無 zh_TW dc.description.abstract (摘要) This research is aimed to investigate the influence of inflation, interest rate, exchange rate, and S&P 500 on Indonesia Composite Stock Price (I-CSPI). This study examines the factors influencing I-CSPI in Indonesia Stock Exchange (IDX). The period of this study is from 2014 to 2018. The object of this research is I-CSPI. This study used secondary data. The hypotheses are examined using four models to support the factors influencing I-CSPI.The result of this research expressed that from independent variables do not influence I-CSPI. Thus, the hypotheses are rejected. This research result derives from t-test statistics. Based on F-test, independent variables are not simultaneously influence I-CSPI. en_US dc.description.tableofcontents 1. Introduction 11.1. Background 11.2. Research Questions 71.3. Research Objectives 81.4. Limitation of Research 81.5. Research Contribution 82. Literature Review 92.1. Indonesia Composite Stock Price Index (I-CSPI) 92.2. The Factors that Influence I-CSPI 92.2.1. Inflation 92.2.2. Interest Rate (BI rate) 102.2.3. Exchange Rate 112.2.4. S&P 500 122.3. Previous Researches on Factors affecting I-CSPI 132.4. Conceptual Framework 142.4.1. The Influence of Inflation on I-CSPI 142.4.2. The Influence of Interest Rate on I-CSPI 142.4.3. The Influence of Exchange Rate Changes on I-CSPI 142.4.4. The Influence of S&P 500 on I-CSPI 153. Research Methodology 163.1. Research Method 163.2. The Object of Research 163.3. Type and Sources of Data 163.4. Variable Definition & Measurement 163.4.1. I-CSPI 163.4.2. Inflation 173.4.3. Interest Rate 173.4.4. Exchange Rate 173.4.5. S&P 500 183.5. Analytical Method 183.5.1. Regression Model 183.5.2. Classical Assumption Test 193.6. Hypotheses Testing 214. Research Result and Analysis 224.1. Descriptive Statistic Analysis 224.2. Correlation Matrix 244.3. The Classical Assumption Test 254.3.1. Multicollinearity Test 254.3.2. Auto-correlation Test 264.3.3. Heteroscedasticity test 264.4. Multiple Linear Regression 274.5. Hypotheses Test Result and Analysis 284.5.1. T-test 284.5.2. F-test 305. Conclusions 316. References 327. Appendix 35 zh_TW dc.source.uri (資料來源) http://thesis.lib.nccu.edu.tw/record/#G0106933041 en_US dc.subject (關鍵詞) 通或膨脹 zh_TW dc.subject (關鍵詞) 利率 zh_TW dc.subject (關鍵詞) 匯率 zh_TW dc.subject (關鍵詞) 普爾500指數 zh_TW dc.subject (關鍵詞) 印尼雅加達綜合指數 zh_TW dc.subject (關鍵詞) inflation en_US dc.subject (關鍵詞) interest rate en_US dc.subject (關鍵詞) exchange rate en_US dc.subject (關鍵詞) S&P 500 en_US dc.subject (關鍵詞) Indonesia Composite Stock Price Index en_US dc.title (題名) 通膨、利率、匯率及標準普爾500指數對印尼雅加達綜合指數之影響 zh_TW dc.title (題名) The influences of inflation, interest rate, exchange rate, and S&P 500 on indonesia composite stock price index en_US dc.type (資料類型) thesis en_US dc.relation.reference (參考文獻) Abort, J & Biekpe. (2006). An empirical test of agency problem and capital structure of South African quoted SMEs. SAJAR, 20(1), 51-65.Amadeo, K. (2018). The S&P 500 and how it works. Retrieved from https://www.thebalance.com/what-is-the-sandp-500-3305888Amadeo, K. (2019). 2008 financial crisis. Retrieved from https://www.thebalance.com/2008-financial-crisis-3305679Ang, Robert. (1997). Buku pintar pasar modal Indonesia. Jakarta: Media Soft Indonesia.Anoraga, P, & Pakarti, P. (2001). Pengantar pasar modal. Jakarta: PT Asdi Mahasatya.Banton, C. (2019). An introduction to U.S. stock market indexes. Retrieved from https://www.investopedia.com/insights/introduction-to-stock-market-indices/BI rate 2005-2019. (2019). Retrieved from https://www.bps.go.id/linkTableDinamis/view/id/1061Boediono. (2001). Ekonomi moneter. Yogyakarta: BPFE.Chen, J. (2019). Inflation. Retrieved from https://www.investopedia.com/terms/i/inflation.aspDi Maggio, P, J., & Powell, W, W. (1983). The iron cage revisited: institutional isomorphism and collective rationality in organizational fields. American Sociological Review.Exchange rate data. (2018). Retrieved from https://finance.yahoo.com/quote/IDR%3DX/chartHady, H. (2010). Manajemen keuangan Internasional. Jakarta: Mitra Wacana Media.Hartono, J. (2000). Teori portofolio dan analisis investasi. Yogyakarta: BPFE.Hasan, A, N. (2015). Analisis pengaruh harga emas, tingkat inflasi, harga minyak, nilai tukar rupiah, dan indek regional terhadap pergerakan IHSG. Retrieved from http://etd.repository.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=91486&obyek_id=4Hirt, G, A., & Block, S, B. (1993). Fundamentals of Investment Mangement. (4thed). Boston, USA: Richard D. Irwin. Inc.Hooker, M, A. (2004). Macroeconomics factors and emerging market equity returns: a bayesian model selection approach. Emerging Market Review, 5, 379-387.IDX: Foreign investment ownership keeps rising. (2017). Retrieved from https://en.tempo.co/read/914170/idx-foreign-investment-ownership-keeps-risingIndeks harga saham gabungan. (n.d). Retrieved from https://id.wikipedia.org/wiki/Indeks_Harga_Saham_GabunganIni yang dimaksud dengan BI rate. (2017). Retrieved from https://www.amarbank.co.id/artikel/ini-yang-dimaksud-dengan-bi-rateKandir, S, Y. (2008). Macroeconomics variables, firm characteristics and stock returns: evidence from Turkey. International research Journal of Finance And Economics. 16.Kenton, W,. & Murphy, C, B. (2019). S&P 500 index – Standard & Poor`s 500 index definition. Retrieved from https://www.investopedia.com/terms/s/sp500.aspKewal, S, S. (2012). Pengaruh inflasi, suku bunga, kurs, dan pertumbuhan PDB terhadap indeks harga saham gabungan. Jurnal Economica. 8.La Porta, R,. Lopez-De-Silances, F,. & Shleifer, A. (1999). Corporate ownership around the world. The Journal of Finance, 471-517.Lins K, V. (2003). Equity ownership and firm value in emerging market. The Journal of Financial and Quantitative Analysis, 38(1), 159-184.Octafia, S, M. (2011). Pengaruh tingkat suku bunga SBI, nilai tukar dan jumlah uang beredar terhadap indeks harga saham sektor properti dan real estate dengan pendekatan error correction model. Jurnal. Fakultas Ekonomi Universitas Negeri Padang.Pengertian indeks harga saham gabungan (IHSG). (2017). Retrieved from https://www.sahamonline.id/2017/05/pengertian-indeks-harga-saham-gabungan.htmlPrabaningtyas, H. (2017). Analisis pengaruh nilai tukar terhadap indeks harga saham gabungan di Indonesia tahun 2010-2015. Retrieved from http://etd.repository.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=111766&obyek_id=4Riadi, M. (2018). Pengertian, jenis, fungsi, dan faktor tingkat suku bunga. Retrieved from https://www.kajianpustaka.com/2018/03/pengertian-jenis-fungsi-dan-faktor-tingkat-suku-bunga.htmlRiadi, M. (2017). Jenis, sistem, dan faktor penyebab perubahan kurs (nilai tukar) tingkat suku bunga. Retrieved from https://www.kajianpustaka.com/2017/09/jenis-sistem-faktor-penyebab-perubahan-kurs.htmlRiantani, S., & Tambunan, M. (2013). Analisis pengaruh variabel makroekonomi dan indeks global terhadap return saham.Schipper, K. (1981). Discussion of voluntary corporate disclosure: the case of interim reporting. Journal of Accounting Research, 19, 85.Siregar, S, V., Bachtiar, & Yanivi. (2010). Corporate social reporting: empirical evidence from Indonesia Stock Exchange. International Journal of Islamic and Middle Eastern Finance and Management, 3, 241-252.Stock market index: Meaning, Importance, NSE & BSE and more. (2018). Retrieved from https://cleartax.in/s/stock-market-indexSunariyah. (2006). Pengantar pengetahuan pasar modal. Yogyakarta: UPP STIMYKPN.Susanti. E. (2017). Pengaruh suku bunga BI 7 days reserve repo rate dan tingkat inflasi terhadap indeks harga saham gabungan (IHSG) pada bulan april-desember 2016. Retrieved from http://etd.repository.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=110538&obyek_id=4Tandelilin, E. (2010). Portofolio dan investasi. Yogyakarta: Kanisius.Teori inflasi, strukturalis, Keynes. (n.d). Retrieved from https://ardra.biz/ekonomi/ekonomi-makro/teori-inflasi/Thobarry, A. (2009). Analisis pengaruh nilai tukar, suku bunga, laju inflasi dan pertumbuhan GDP terhadap Indeks Harga Saham sektor properti (kajian empiris pada Bursa Efek Indonesia periode pengamatan tahun 2000-2008. Universitas Diponegoro. Semarang.Weston, J, F,. & Brigham, E, F. (1990). Dasar – dasar manajemen keuangan. Jakarta: Erlangga zh_TW dc.identifier.doi (DOI) 10.6814/NCCU201900015 en_US
