CD Tesis
Analisis Perbandingan Indek Saham Utama Dunia, Indek Sektor Bursa Efek Indonesia Dan Nilai Tukar Mata Uang, Sebelum Dan Sesudah Kebijakan Moneter Bank Sentral Amerika Serikat (The Fed Rate) (Periode 10-23 Desember 2015)
This research aims to compare analysis world major composite index, Indonesia sectoral index and currency exchange, before and after the fed rate hike by central bank of United Stated on 17 December 2015. Event study was used as the research model. The reseach based on quantitative positivism metodoly, statistic non parametris (pair sample t-test). Population was world major composite index, Indonesia sectoral index and currency exchange on developed markets and emerging markets. Sample by Purposive sampling method, classified into two group, 5 day before event and 5 day after event. Pair t-test was used to compare two group of data. The result shows that fed rate hike on 17 desember 2015, are positive significant to IHSG (Indonesia), FTSE (United Kingdom), STI (Singapore), AORD (Australia), HSI (Hongkong), 000001.SS (China), but significant negative for DJI (United Stated). However, there is no significant difference for KLSE (Malaysia), and N225 (Japan). The result shows that fed rate hike on 17 desember 2015, are positive significant to Infrastructure, Basic Industry Chemical, Trade & Service, Manufacture, Consumer Goods, and Construction sector. However, there is no significant difference on Agriculture, Mining and Finance sector. The result shows that fed rate hike on 17 desember 2015, are negative significant to currency exchange GBP (United Kingdom), HKD (Hongkong), and Yuan (China), However, there is no significant difference for IDR (Indonesia), MYR (Malaysia), YEN (Japan), SGD (Singapore), AUD (Australia).
Keywords : fed rate , Index, currency exchange, event study
Tidak tersedia versi lain