NUR CHADIDJAH, ANNISA (2018) ANALISIS FAKTOR MAKROEKONOMI TERHADAP PERMINTAAN INVESTASI PORTOFOLIO SAHAM PERTAMBANGAN DI INDONESIA. S1 thesis, UNIVERSITAS SULTAN AGENG TIRTAYASA.
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ANALISIS FAKTOR MAKROEKONOMI TERHADAPPERMINTAAN INVESTASI PORTOFOLIO SAHAM PERTAMBANGAN DI INDONESIA.PDF Restricted to Registered users only Download (3MB) |
Abstract
This research empirically investigates the influence of interest rates, crude oil prices, real exchange rates, inflation rates, and market capitalization variables to mining stock demand in Indonesia during the period of January 2012 to December 2017 uses Error Correction Model (ECM). According to the ECM model, shows that there was a negative influence of crude oil prices and market capitalization to mining stock demand, whereas; the interest rates, real exchange rates, and inflation rates have positive impact to mining stock demand in the long- run. Furthermore, the result of error correction term shows has negative sign and significant as many as 0,6063. It means that the speed of adjustment to the equilibrium point in the short-run is 60,63%. Keywords : Macroeconomic Factors, Stock Portfolio, ECM
| Item Type: | Thesis (S1) | |||||||||
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| Additional Information: | Penelitian ini secara empiris menganalisis bagaimana pengaruh variabel suku bunga, harga minyak mentah, nilai tukar riil, inflasi, dan kapitalisasi pasar terhadap investasi portofolio saham pertambangan di Indonesia selama periode bulan Januari 2012 sampai dengan bulan Desember 2017 dengan menggunakan metode Error Correction Model (ECM). Dengan menerapkan model ECM, dapat diketahui bahwa terdapat hubungan negatif antara variabel harga minyak mentah dan kapitalisasi pasar terhadap permintaan investasi saham pertambangan, sedangkan variabel suku bunga, nilai tukar riil, dan inflasi memiliki hubungan positif terhadap permintaan investasi saham pertambangan dalam jangka panjang. Selain itu, koefisien ECT signifikan dengan tanda negatif menunjukkan bahwa tingkat kecepatan penyesuaian ketidakseimbangan dalam jangka pendek sebesar 60,63% per bulannya Kata Kunci : Faktor Makroekonomi, Portofolio Saham, ECM | |||||||||
| Subjects: | H Social Sciences > HB Economic Theory | |||||||||
| Divisions: | 05-Fakultas Ekonomi dan Bisnis 05-Fakultas Ekonomi dan Bisnis > 60201-Program Sarjana Ilmu Ekonomi Pembangunan |
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| Depositing User: | Admin Eprints Untirta | |||||||||
| Date Deposited: | 13 Oct 2021 04:38 | |||||||||
| Last Modified: | 13 Oct 2021 04:38 | |||||||||
| URI: | http://eprints.untirta.ac.id/id/eprint/2783 |
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