Pengaruh Inflasi, Produk Domestik Bruto dan Nilai Tukar Rupiah terhadap Indeks Harga Saham Gabungan di Bursa Efek Indonesia Periode Januari 2016

Pengaruh Inflasi, Produk Domestik Bruto dan Nilai Tukar Rupiah terhadap Indeks Harga Saham Gabungan di Bursa Efek Indonesia Periode Januari 2016 – Desember 2021

Published:2024-01-08 Issue:1 Volume:2 Page:15
ISSN:2776-0987
Container-title:Innovative Technologica: Methodical Research Journal
language:
Short-container-title:Innovative

Author:

Purwatiningsih Fitri,Sriyono Sriyono

Abstract

Penelitian ini bertujuan untuk mengetahui pengaruh Inflasi, Produk Domestik Bruto dan Nilai Tukar Rupiah terhadap Indeks Harga Saham Gabungan (IHSG). Teknik pengambilan sampel menggunakan metode sampling jenuh dimana seluruh populasi dalam penelitian ini digunakan sebagai sampel, dimana dalam penelitian ini data diambil setiap bulan dengan jumlah sampel 72. Analisis yang digunakan dalam penelitian ini dalam ¬eviews 10. Hasil penelitian ini menunjukkan bahwa Inflasi, Produk Domestik Bruto dan Nilai Tukar Rupiah secara simultan berpengaruh signifikan terhadap Indek Harga Saham Gabungan (IHGS). Inflasi dan Produk Domestik Bruto secara parsial tidak berpengaruh siginifikan terhadap Indeks Harga Saham Gabungan (IHSG). Sedangkan Nilai Tukar Rupiah berpengaruh signifikan dan negatif terhadap Indeks Harga Saham Gabungan (IHSG).

Publisher

Indonesian Journal Publisher

Reference22 articles.

1. Aggarwal, D. (2018). Random walk model and asymmetric effect in Korean composite stock price index. Afro-Asian Journal of Finance and Accounting, 8(1), 85–104. https://doi.org/10.1504/AAJFA.2018.089210

2. Anasthasia, C., de Rozari, P. E., & Amtiran, P. Y. (2019). The Influence of Rupiah Exchange Rate, Interest Rate Levels, and The Composite Stock Price Index to Financial Deepening in Indonesia. International Journal of Conference on Tourism Economics and Accounting Management Social Science, 103(19), 117–121. https://doi.org/10.2991/teams-19.2019.18

3. Anasthasia, C., Rozari, P. E. de, & Amtiran, P. Y. (2019). The Influence of Rupiah Exchange Rate, Interest Rate Levels, and The Composite Stock Price Index to Financial Deepening in Indonesia. International Journal of Conference on Tourism, Economics, Accounting, Management, and Social Science, 103(19), 117–121. https://doi.org/10.2991/teams-19.2019.18

4. Chen, T. (2023). Prediction Calculation of Stock Composite Index Closing Price Based on Grey Correlation Analysis Method. Lecture Notes in Electrical Engineering, 1031, 177–183. https://doi.org/10.1007/978-981-99-1428-9_20

5. FoEh, J., Suryani, N. K., & Silpama, S. (2020). The Influence of Inflation Level, Exchange Rate and Gross Domestic Product on Foreign Direct Investment in the ASEAN Countries on 2007 - 2018. European Journal of Business, Management and Research, 5(3), 3–8. https://doi.org/10.24018/ejbmr.2020.5.3.311