relation: https://eprints.untirta.ac.id/60145/
title: KEBIJAKAN MONETER, FAKTOR MAKRO EKONOMI,  FAKTOR GLOBAL DAN KARAKTERISTIK BANK PADA  VOLATILITAS HARGA SAHAM PERBANKAN DI  INDONESIA
creator: YUNINGSIH, YUYUN
subject: H Social Sciences (General)
subject: HB Economic Theory
description: This study aims to identify the effect of BI rate (BI rate = BI), exchange rate  (exchange rate = KR), inflation (inflation = IF), Dow Jones = DJ), London  interbank offered rate (LBR), assets (ASSET), return on assets (ROA), capital  adequacy ratio (CAR) on stock return volatility (VRS) in the banking sector in  Indonesia in the period 2020Q1 to 2024Q4. The estimation results using the  GMM panel show that BI has a positive and significant effect on stock return  volatility. However, KR has a negative and significant effect on VRS. While IF  has a positive and significant effect on stock return volatility. Meanwhile, LBR  and return on assets have a positive and significant effect on stock return  volatility. While Dow Jones, assets and CAR have a negative effect on stock  return volatility. These findings imply that Bank Indonesia and OJK are expected  to pay attention to the impact of monetary policy, such as interest rates and money  supply, on banking sector stock volatility. Policies that are too aggressive or  inconsistent can increase market uncertainty. Therefore, more integrated policy  coordination is needed to maintain the stability of the financial sector, especially  in the capital market.
date: 2025
type: Thesis
type: NonPeerReviewed
format: text
language: en
identifier: https://eprints.untirta.ac.id/60145/1/Yuyun%20Yuningsih_7786230004_Lamp.pdf
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language: en
identifier: https://eprints.untirta.ac.id/60145/2/Yuyun%20Yuningsih_7786230004_Ref.pdf
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identifier: https://eprints.untirta.ac.id/60145/3/Yuyun%20Yuningsih_7786230004_Bab%205.pdf
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language: en
identifier: https://eprints.untirta.ac.id/60145/5/Yuyun%20Yuningsih_7786230004_03.pdf
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language: en
identifier: https://eprints.untirta.ac.id/60145/6/Yuyun%20Yuningsih_7786230004_02.pdf
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identifier: https://eprints.untirta.ac.id/60145/7/Yuyun%20Yuningsih_7786230004_Bab%201.pdf
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language: en
identifier: https://eprints.untirta.ac.id/60145/8/Yuyun%20Yuningsih_7786230004_04.pdf
identifier:   YUNINGSIH, YUYUN  (2025) KEBIJAKAN MONETER, FAKTOR MAKRO EKONOMI, FAKTOR GLOBAL DAN KARAKTERISTIK BANK PADA VOLATILITAS HARGA SAHAM PERBANKAN DI INDONESIA.  Master thesis, UNIVERSITAS SULTAN AGENG TIRTAYASA.