CD Skripsi
Analisis Hubungan Kausalitas Antara Nilai Tukar Dengan Indeks Harga Saham (Ihsg) Di Indonesia 2007-2018
ABSTRACT
The purpose of this study was to determine the causality between the exchange rate of the rupiah with the stock price index and determine the one-way relationship between the exchange rate and stock prices. In this study the data used are secondary data, this data sourced from finance.yahoo.com and www.bi.go.id. In addition, related books are also used as references that can support this research. The data used is a type of time series data that starts from 2007 to 2018. The analysis used in this study is a method using the Granger Causality Test method. The results showed: there was no causal relationship between the exchange rate (exchange rate) with the composite stock price index (IHSG) and the rupiah exchange rate and the composite stock price index (IHSG) there was a one-way relationship. The exchange rate (exchange rate) does not affect the composite share price index (IHSG) whose probabilities and vice versa that the composite stock price index (IHSG) significantly influences the exchange rate.
Keywords: causality, exchange rate, stock price index (IHSG)
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