DAMPAK PERGANTIAN PRESIDEN DAN VOLATILITAS NILAI TUKAR TERHADAP RETURN SAHAM

Purnamasari, Sofia (2016) DAMPAK PERGANTIAN PRESIDEN DAN VOLATILITAS NILAI TUKAR TERHADAP RETURN SAHAM. Skripsi thesis, UNIVERSITAS TARUMANAGARA.

[img] Text
Sofia Purnamasari 115120218 JA.pdf
Download (811kB)

Abstract

This study aims to investigate the relationship between the long-term equilibrium exchange rate volatility, change of president in Indonesia with stock returns in the Indonesia Stock Exchange, using Johansen cointegration analysis daily data for the period July 2013 to September 2015. This study using regression analysis of time series data with error correction model to test the hypothesis. The results show that stock returns in the Indonesia Stock Exchange is not significantly positive associated with change of president and negative significant with the exchange rate volatility. Error correction model analysis revealed that the adjustment of the long-term equilibrium. Parameter cointegration and error correction model has been stationary.

Item Type: Thesis (Skripsi)
Subjects: Skripsi/Tugas Akhir
Skripsi/Tugas Akhir > Fakultas Ekonomi
Divisions: Fakultas Ekonomi > Manajemen
Depositing User: FE Perpus
Date Deposited: 16 May 2023 04:18
Last Modified: 16 May 2023 04:18
URI: http://repository.untar.ac.id/id/eprint/39895

Actions (login required)

View Item View Item
Repository UNTAR is powered by EPrints 3 which is developed by the School of Electronics and Computer Science at the University of Southampton. More information and software credits.