{
      "userid": 28088,
      "keywords": "Stock Return Volatility, Exchange Rate, Inflation, Dow Jones, Libor,\r\nASEETS, ROA, CAR, GMM (Generalized Method of Momen)\r\nVolatilitas Return Saham, Kurs, Inflasi, Dow Jones, Libor,\r\nASEETS, ROA, CAR, GMM (Generalized Method of Moment).",
      "type": "thesis",
      "note": "Penelitian ini bertujuan untuk mengidentifikasi pengaruh dari BI rate (BI rate =\r\nBI), kurs (exchange rate =KR), inflasi (inflation =IF), dow jones = DJ), london\r\ninterbank offered rate (LBR), asset (ASSET), return on assets (ROA), capital\r\nadequacy ratio (CAR) terhadap volatilitas return saham (volatility return stock =\r\nVRS) pada sektor perbankan di Indonesia pada periode 2020Q1 sampai dengan\r\n2024Q4. Hasil estimasi menggunakan panel GMM menunjukan bahwa BI\r\nmemiliki pengaruh positif dan signifikan terhadap volatility return stock. Akan\r\ntetapi KR memiliki pengaruh negatif dan signifikan terhadap VRS. Sedangkan IF\r\nmemiliki pengaruh positif dan signifikan terhadap volatility return stock.\r\nSementara itu, LBR dan return on assets memiliki pengaruh positif dan signifikan\r\nterhadap volatility return stock. Sedangkan dow jones, asset dan CAR memiliki\r\npengaruh negatif terhadap volatility return stock.. Temuan tersebut memberi\r\nimplikasi bahwa Bank Indonesia dan OJK diharapkan dapat memperhatikan\r\ndampak kebijakan moneter, seperti suku bunga dan jumlah uang beredar, terhadap\r\nvolatilitas saham sektor perbankan. Kebijakan yang terlalu agresif atau tidak\r\nkonsisten dapat memperbesar ketidakpastian pasar. Oleh karena itu, dibutuhkan\r\nkoordinasi kebijakan yang lebih terintegrasi untuk menjaga stabilitas sektor\r\nkeuangan, khususnya di pasar modal.",
      "lastmod": "2026-04-29 07:49:33",
      "thesis_name": "mphil",
      "divisions": [
        "FEB"
      ],
      "title": "KEBIJAKAN MONETER, FAKTOR MAKRO EKONOMI,\r\nFAKTOR GLOBAL DAN KARAKTERISTIK BANK PADA\r\nVOLATILITAS HARGA SAHAM PERBANKAN DI\r\nINDONESIA",
      "institution": "UNIVERSITAS SULTAN AGENG TIRTAYASA",
      "status_changed": "2026-04-29 07:49:33",
      "documents": [
          {
            "files": [
                {
                  "mime_type": "application\/pdf",
                  "hash_type": "MD5",
                  "datasetid": "document",
                  "uri": "http:\/\/eprints.untirta.ac.id\/id\/file\/1035019",
                  "fileid": 1035019,
                  "filesize": 1278096,
                  "hash": "7a766083e6806d6e963eb0c61b20d43e",
                  "objectid": 377658,
                  "mtime": "2026-04-29 06:39:15",
                  "filename": "Yuyun Yuningsih_7786230004_Lamp.pdf"
                }
            ],
            "language": "en",
            "placement": 1,
            "main": "Yuyun Yuningsih_7786230004_Lamp.pdf",
            "eprintid": 60145,
            "pos": 1,
            "security": "validuser",
            "docid": 377658,
            "format": "text",
            "uri": "http:\/\/eprints.untirta.ac.id\/id\/document\/377658",
            "mime_type": "application\/pdf",
            "rev_number": 2
          },
          {
            "language": "en",
            "files": [
                {
                  "hash": "7463a64e2772861d9c62851fcbbc9f37",
                  "objectid": 377659,
                  "mtime": "2026-04-29 06:39:22",
                  "filename": "Yuyun Yuningsih_7786230004_Ref.pdf",
                  "mime_type": "application\/pdf",
                  "hash_type": "MD5",
                  "datasetid": "document",
                  "uri": "http:\/\/eprints.untirta.ac.id\/id\/file\/1035021",
                  "fileid": 1035021,
                  "filesize": 410384
                }
            ],
            "eprintid": 60145,
            "main": "Yuyun Yuningsih_7786230004_Ref.pdf",
            "pos": 2,
            "placement": 2,
            "docid": 377659,
            "security": "validuser",
            "rev_number": 2,
            "mime_type": "application\/pdf",
            "format": "text",
            "uri": "http:\/\/eprints.untirta.ac.id\/id\/document\/377659"
          },
          {
            "files": [
                {
                  "fileid": 1035023,
                  "uri": "http:\/\/eprints.untirta.ac.id\/id\/file\/1035023",
                  "filesize": 282327,
                  "mime_type": "application\/pdf",
                  "datasetid": "document",
                  "hash_type": "MD5",
                  "filename": "Yuyun Yuningsih_7786230004_Bab 5.pdf",
                  "objectid": 377660,
                  "hash": "808098d40e0ddb8e0979676154419590",
                  "mtime": "2026-04-29 06:40:34"
                }
            ],
            "language": "en",
            "pos": 3,
            "main": "Yuyun Yuningsih_7786230004_Bab 5.pdf",
            "eprintid": 60145,
            "placement": 3,
            "docid": 377660,
            "security": "validuser",
            "mime_type": "application\/pdf",
            "rev_number": 2,
            "uri": "http:\/\/eprints.untirta.ac.id\/id\/document\/377660",
            "format": "text"
          },
          {
            "security": "validuser",
            "docid": 377662,
            "format": "text",
            "uri": "http:\/\/eprints.untirta.ac.id\/id\/document\/377662",
            "mime_type": "application\/pdf",
            "rev_number": 2,
            "files": [
                {
                  "mime_type": "application\/pdf",
                  "datasetid": "document",
                  "hash_type": "MD5",
                  "fileid": 1035027,
                  "uri": "http:\/\/eprints.untirta.ac.id\/id\/file\/1035027",
                  "filesize": 600102,
                  "objectid": 377662,
                  "hash": "c1f04d74c7f9d6972872d65c8d12c919",
                  "mtime": "2026-04-29 06:40:54",
                  "filename": "Yuyun Yuningsih_7786230004_03.pdf"
                }
            ],
            "language": "en",
            "placement": 5,
            "main": "Yuyun Yuningsih_7786230004_03.pdf",
            "eprintid": 60145,
            "pos": 5
          },
          {
            "eprintid": 60145,
            "main": "Yuyun Yuningsih_7786230004_02.pdf",
            "pos": 6,
            "placement": 6,
            "files": [
                {
                  "fileid": 1035029,
                  "uri": "http:\/\/eprints.untirta.ac.id\/id\/file\/1035029",
                  "filesize": 628691,
                  "mime_type": "application\/pdf",
                  "hash_type": "MD5",
                  "datasetid": "document",
                  "filename": "Yuyun Yuningsih_7786230004_02.pdf",
                  "objectid": 377663,
                  "hash": "ddc999217cf54982eaacf9b950f469fd",
                  "mtime": "2026-04-29 06:41:07"
                }
            ],
            "language": "en",
            "mime_type": "application\/pdf",
            "rev_number": 2,
            "uri": "http:\/\/eprints.untirta.ac.id\/id\/document\/377663",
            "format": "text",
            "docid": 377663,
            "security": "validuser"
          },
          {
            "docid": 377673,
            "security": "validuser",
            "rev_number": 2,
            "mime_type": "application\/pdf",
            "format": "text",
            "uri": "http:\/\/eprints.untirta.ac.id\/id\/document\/377673",
            "language": "en",
            "files": [
                {
                  "filename": "Yuyun Yuningsih_7786230004_Bab 1.pdf",
                  "hash": "e39384177180d6e368dc6e06ade7d85d",
                  "objectid": 377673,
                  "mtime": "2026-04-29 07:22:09",
                  "uri": "http:\/\/eprints.untirta.ac.id\/id\/file\/1035073",
                  "fileid": 1035073,
                  "filesize": 23163745,
                  "mime_type": "application\/pdf",
                  "hash_type": "MD5",
                  "datasetid": "document"
                }
            ],
            "pos": 7,
            "main": "Yuyun Yuningsih_7786230004_Bab 1.pdf",
            "eprintid": 60145,
            "placement": 7
          },
          {
            "language": "en",
            "files": [
                {
                  "mime_type": "application\/pdf",
                  "hash_type": "MD5",
                  "datasetid": "document",
                  "fileid": 1035076,
                  "uri": "http:\/\/eprints.untirta.ac.id\/id\/file\/1035076",
                  "filesize": 539195,
                  "objectid": 377674,
                  "hash": "9efff1b703e773df20fb1b9ae016a675",
                  "mtime": "2026-04-29 07:27:07",
                  "filename": "Yuyun Yuningsih_7786230004_04.pdf"
                }
            ],
            "pos": 8,
            "eprintid": 60145,
            "main": "Yuyun Yuningsih_7786230004_04.pdf",
            "placement": 8,
            "docid": 377674,
            "security": "validuser",
            "rev_number": 2,
            "mime_type": "application\/pdf",
            "uri": "http:\/\/eprints.untirta.ac.id\/id\/document\/377674",
            "format": "text"
          }
      ],
      "full_text_status": "restricted",
      "metadata_visibility": "show",
      "datestamp": "2026-04-29 07:49:33",
      "rev_number": 16,
      "creators": [
        {
          "id": 7786230004,
          "name": {
            "lineage": null,
            "honourific": null,
            "given": "YUYUN",
            "family": "YUNINGSIH"
          }
        }
      ],
      "pages": 133,
      "corp_creators": [
        "UNIVERSITAS SULTAN AGENG TIRTAYASA",
        "FAKULTAS EKONOMI DAN BISNIS",
        "MAGISTER EKONOMI"
      ],
      "dir": "disk0\/00\/06\/01\/45",
      "eprintid": 60145,
      "department": "MAGISTER EKONOMI",
      "ispublished": "pub",
      "date_type": "published",
      "eprint_status": "archive",
      "contributors": [
        {
          "id": 198003182010121004,
          "type": "http:\/\/www.loc.gov\/loc.terms\/relators\/THS",
          "name": {
            "lineage": null,
            "family": "JANDI ANWAR",
            "honourific": null,
            "given": "CEP"
          }
        },
        {
          "id": 197012162003122001,
          "type": "http:\/\/www.loc.gov\/loc.terms\/relators\/THS",
          "name": {
            "honourific": null,
            "given": "DESWITA",
            "family": "HERLINA",
            "lineage": null
          }
        }
      ],
      "date": 2025,
      "abstract": "This study aims to identify the effect of BI rate (BI rate = BI), exchange rate\r\n(exchange rate = KR), inflation (inflation = IF), Dow Jones = DJ), London\r\ninterbank offered rate (LBR), assets (ASSET), return on assets (ROA), capital\r\nadequacy ratio (CAR) on stock return volatility (VRS) in the banking sector in\r\nIndonesia in the period 2020Q1 to 2024Q4. The estimation results using the\r\nGMM panel show that BI has a positive and significant effect on stock return\r\nvolatility. However, KR has a negative and significant effect on VRS. While IF\r\nhas a positive and significant effect on stock return volatility. Meanwhile, LBR\r\nand return on assets have a positive and significant effect on stock return\r\nvolatility. While Dow Jones, assets and CAR have a negative effect on stock\r\nreturn volatility. These findings imply that Bank Indonesia and OJK are expected\r\nto pay attention to the impact of monetary policy, such as interest rates and money\r\nsupply, on banking sector stock volatility. Policies that are too aggressive or\r\ninconsistent can increase market uncertainty. Therefore, more integrated policy\r\ncoordination is needed to maintain the stability of the financial sector, especially\r\nin the capital market.",
      "uri": "http:\/\/eprints.untirta.ac.id\/id\/eprint\/60145",
      "thesis_type": "masters",
      "subjects": [
        "H1",
        "HB"
      ]
    }