Path: Top Journal Jurnal_Keuangan_dan_Perbankan 2013

PERGERAKAN HARGA SAHAM AKIBAT PERUBAHAN NILAI TUKAR, INFLASI, TINGKAT BUNGA, DAN GROSS DOMESTIC PRODUCT

Jurnal Keuangan dan Perbankan: Volume 17, Nomor 3, September 2013
Journal from JIPTUNMERPP / 2014-07-03 13:17:03
Oleh : Shinta Heru Satoto ; Sri Budiwati, Diploma 3 of Finance and Banking Merdeka University Malang (jurkeubank@yahoo.com)
Dibuat : 2013-09-01, dengan file

Keyword : BI rate, exchange rate, gross domestic product, inflation, time varying volatiliy

The purposes of this study were to provide an empirical evidence of the influence of macroeconomic variables and the time varying volatility phenomena on stock price. This research used manufactured firms that list on Indonesian Capital Market on 2009 until 2011 periods for the sampel. This research also used several macroeconomics variables such as exchange rate, inflation, BI rate, and Gross Domestic Product. The empirical result showed that exchange rate, BI rate, and Gross Domestic Product influenced stock price. The result also showed that time varying volatility was happenend on stock price fluctuation. This result indicated that Indonesian stock price have high volatility on 2009 til 2011 periods

Deskripsi Alternatif :

The purposes of this study were to provide an empirical evidence of the influence of macroeconomic variables and the time varying volatility phenomena on stock price. This research used manufactured firms that list on Indonesian Capital Market on 2009 until 2011 periods for the sampel. This research also used several macroeconomics variables such as exchange rate, inflation, BI rate, and Gross Domestic Product. The empirical result showed that exchange rate, BI rate, and Gross Domestic Product influenced stock price. The result also showed that time varying volatility was happenend on stock price fluctuation. This result indicated that Indonesian stock price have high volatility on 2009 til 2011 periods

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PropertiNilai Properti
ID PublisherJIPTUNMERPP
OrganisasiD
Nama KontakDra. Wiwik Supriyanti, SS
AlamatJl. Terusan Halimun 11 B
KotaMalang
DaerahJawa Timur
NegaraIndonesia
Telepon0341-563504
Fax0341-563504
E-mail Administratorperpus@unmer.ac.id
E-mail CKOwsupriyanti@yahoo.com

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  • Editor: Wiwik Supriyanti, Dra. SS.