| dc.contributor.advisor | ENDAH SAPTUTYNINGSIH | |
| dc.contributor.author | AMRIANTO, RUDI D | |
| dc.date.accessioned | 2018-01-23T03:33:22Z | |
| dc.date.available | 2018-01-23T03:33:22Z | |
| dc.date.issued | 2017-12-20 | |
| dc.identifier.uri | http://repository.umy.ac.id/handle/123456789/17172 | |
| dc.description | Penelitian ini dilakukan untuk menganalisis pengaruh Foreign Net Value ,
The Fed Rate dan Harga Minyak Dunia (WTI) terhadap Indeks Harga Saham
Gabungan (IHSG). Penelitian menggunakan data time series bulanan dari
Januari 2016 sampai Desember 2016. Metode yang digunakan dalam penelitian ini
adalah Vector Autoregressive (VAR) dengan program Eviews 7.
Berdasarkan analisis yang telah dilakukan diperoleh hasil penelitian yang
menunjukan bahwa Foreign Net Value berpengaruh positif dan signifikan terhadap
Indeks Harga Saham Gabungan (IHSG). The Fed Rate berpengaruh positif dan
signifikan terhadap Indeks Harga Saham Gabungan (IHSG). Sementara Harga
Minyak Dunia (WTI) tidak berpengaruh signifikan terhadap Indeks Harga Saham
Gabungan (IHSG). | en_US |
| dc.description.abstract | This study is aims to analyze the influence of Foreign Net Value, The Fed
Rate and World Oil Price (WTI) towards the Composite Stock Price Index (IHSG).
The study uses the monthly time series data from January 2007 to December 2016.
The method used in this study is Vector Autoregressive (VAR) with Eviews 7
program.
The result concluded that Foreign Net Value has positive effect and
significant on Composite Stock Price Index (IHSG). The Fed Rate has positive effect
and significant to Composite Stock Price Index (IHSG). While World Oil Price
(WTI) has not effect significant on Composite Stock Price Index (IHSG). | en_US |
| dc.publisher | FAKULTAS EKONOMI DAN BISNIS UNIVERSITAS MUHAMMADIYAH YOGYAKARTA | en_US |
| dc.subject | Foreign Net Value , The Fed Rate, World Oil Price, Composite Stock Price Index, Vector Autoregressive. Foreign Net Value , The Fed Rate, Harga Minyak Dunia, IHSG, Vector Autoregressive (VAR). | en_US |
| dc.title | ANALISIS PENGARUH FOREIGN NET VALUE, THE FED RATE DAN HARGA MINYAK DUNIA TERHADAP INDEKS HARGA SAHAM GABUNGAN (IHSG) PERIODE 2007:1-2016:12 | en_US |
| dc.title.alternative | Studi pada Bursa Efek Indonesia | en_US |
| dc.type | Thesis
SKR
F E
767 | en_US |
