Kausalitas Dinamis Harga Saham di Bursa Efek Jakarta dan Nilai Tukar IDR/US$ Periode 2005 – 2007

Wibowo, Nugroho Adi (2008) Kausalitas Dinamis Harga Saham di Bursa Efek Jakarta dan Nilai Tukar IDR/US$ Periode 2005 – 2007. Other thesis, Prodi Manajemen Unika Soegijpranata.

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Abstract

Informasi mengenai perkembangan indeks harga saham dan nilai tukar rupiah menyatakan adanya hubungan yang searah tapi kadang berkebalikan antara perubahan indeks harga saham gabungan (IHSG) dengan perubahan nilai tukar rupiah terhadap dollar AS. Peneliti tertarik untuk melanjutkan penelitian Haere (2007) dengan menggunakan uji Vector Analysis Regression. Peneliti tertarik untuk meneliti kausalitas dinamis anatara variabel harga saham dan nilai tukar di Indonesia dengan periode analisis 2005-2007. Hasil penelitian ini disusun menjadi skripsi dengan judul "Kausalitas Dinamis Harga Saham di Bursa Efek Jakarta dan Nilai Tukar IDR/US$ Periode 2005 - 2007."

Item Type: Thesis (Other)
Subjects: 300 Social Sciences > 330 Economics > Financial Economics > Stock Exchange
Divisions: Faculty of Economics and Business > Department of Management
Depositing User: Mrs Ratnasasi Wijayanti
Date Deposited: 23 May 2016 03:35
Last Modified: 23 May 2016 03:35
URI: http://repository.unika.ac.id/id/eprint/9400

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