APRILIA, FADYA (2024) PENGARUH YIELD OBLIGASI DAN FAKTOR MAKROEKONOMI TERHADAP INDEKS HARGA SAHAM PADA 6 NEGARA ASEAN. S1 thesis, UNIVERSITAS SULTAN AGENG TIRTAYASA.
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Abstract
This research aims to determine the long-term and short-term relationship between Bond Yield, Inflation, Interest Rates, Exchange Rates, Money Supply and Gross Domestic Product on the Stock Price Index in 6 ASEAN countries for the period 2008Q1-2022Q4. This research uses the Pooled Mean Group (PMG) analysis model with Eviews12 software. The results of this research show that in the long term the Bond Yield, Inflation, Exchange Rate and GDP variabels have a significant negatif influence on the Stock Price Index. Meanwhile, the variabels Interest Rate and Money Supply have a significant positive influence on the Stock Price Index. Short-term results show that Bond Yield and Gross Domestic Product have a positive and significant effect on the Stock Price Index. The interest rate and exchange rate variables have a negative and significant effect on the Stock Price Index. Meanwhile, the Inflation and Money Supply variables do not have a significant influence on the Stock Price Index.
| Item Type: | Thesis (S1) | |||||||||
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| Additional Information: | Penelitian ini bertujuan untuk mengetahui jangka panjang dan jangka pendek antara Yield Obligasi, Inflasi, Suku Bunga, Nilai Tukar, Jumlah Uang Beredar, dan Produk Domestik Bruto terhadap Indeks Harga Saham pada 6 negara ASEAN periode 2008Q1-2022Q4. Penelitian ini menggunakan model analisis Pooled Mean Group (PMG) dengan software Eviews12. Hasil dari penelitian ini menunjukkan bahwa dalam jangka panjang variabel Yield Obligasi, Inflasi, Nilai Tukar, dan PDB memiliki pengaruh negatif signifikan terhadap Indeks Harga Saham. Sedangkan, variabel Suku Bunga dan Jumlah Uang Beredar memiliki pengaruh positif signifikan terhadap Indeks Harga Saham. Hasil dalam jangka pendek menunjukkan bahwa Yield Obligasi dan Produk Domestik Bruto berpengaruh positif dan signifikan terhadap Indeks Harga Saham. Variabel Suku Bunga dan Nilai Tukar berpengaruh negatif dan signifikan terhadap Indeks Harga Saham. Sedangkan, variabel Inflasi dan Jumlah Uang Beredar tidak memiliki pengaruh signifikan terhadap Indeks Harga Saham. | |||||||||
| Subjects: | H Social Sciences > HA Statistics H Social Sciences > HC Economic History and Conditions |
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| Divisions: | 05-Fakultas Ekonomi dan Bisnis 05-Fakultas Ekonomi dan Bisnis > 60201-Program Sarjana Ilmu Ekonomi Pembangunan |
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| Depositing User: | Fadya Aprilia | |||||||||
| Date Deposited: | 12 Aug 2024 10:26 | |||||||||
| Last Modified: | 12 Aug 2024 10:26 | |||||||||
| URI: | http://eprints.untirta.ac.id/id/eprint/40518 |
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