ANALISIS PERKEMBANGANPASAR SAHAM SUKU BUNGA DAN KURS TERHADAPPERTUMBUHAN SEKTOR RIILDI INDONESIA

SUPRIYONO, Penulis and DrSuyanto, S.E., M.M., MAk., Pembimbing (2013) ANALISIS PERKEMBANGANPASAR SAHAM SUKU BUNGA DAN KURS TERHADAPPERTUMBUHAN SEKTOR RIILDI INDONESIA. Masters thesis, Yayasan IPWIJA.

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Abstract

Various studies have long focused on macroeconomic issues and relationships influence the capital market. It is based on an understanding of the capital markets as one of the investment instruments that trade the stock becomes a representation of the business units that carry out activities in the macroeconomic environment of a country, so the macroeconomic picture of economic activity within a country should affect the stock or the overall stock market.Economic growth will take place in a sustainable manner if the availability of funds, the bank rate and the exchange rate maintained in a balanced condition. Several previous studies are limited in getting the relationship between the stock price index for gross domestic product growth in empiris.This research will examine and study the effects and relationships composite stock price index, interest rates, the U.S. dollar exchange rate against the growth of gross domestic product. Growth in gross domestic product as the dependent variable and the stock price index, Bank Indonesia interest rate, exchange rate-the U.S. dollar is the independent variable.Population and samples used are all companies listed on the Indonesia Stock Exchange in the period 2005 to 2011. The method used for analyzing and drawing conclusions are multiple linear regression analysis with a significancy0.05. Calculation and data processing using the software Statistical Product and Social Sciences.Regression equations were constructed in this study meets classic test is normally distributed, no multicollinearity, no autocorrelation and heteroscedasticity did not happen so it is worth using to describe the effect of independent variables to the variation in the dependent variable. Partial regression analysis indicates that the stock price index and interest rates do not significantly affect the growth of gross domestic product. While the exchange rate is a significant effect on the growth of gross domestic product.Keywords:Growth in gross domestic product, stock exchange index, bank rate and exchange rate

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