Text
Pengaruh pergerakan indeks harga saham gabungan, SBI, kurs tukar terhadap kinerja reksadana saham, pendapatan tetap, campuran di Indonesia : studi empiris 2000-2005
This research is an attempt to unravel the economic factors that influence on performance of mutual funds in Indonesian context. The number of mutual funds has been rapidly decreased for the last several periods in 2005. The decreased was caused by the weak economic condition since the international price of oil increased in 2005. Since mutual funds have become an interesting investment these days, the author would like to reveal the influence of the other economic variables on performance of mutual funds (return on net asset value per unit). The research considers monthly data of economic variables such as Jakarta Stock Index, 1 Month Rates of SBI and also Exchange Rates between January 2000-Desember 2005, and it tries to reveal relative influence of these variable on performance in selected mutual funds (11 stock mutual fund products, 5 fixed income mutual fund products and 8 mixed mutual fund products). This research applies panel data method on eviews 4.1. program to find the influence of choosen economic variables. The research finds that 1 Month Rates of SBI and Exchange Rates influence the performance of stock mutual funds, meanwhile Jakarta Stock Index, 1 Month Rates of SBI and Exchange Rates influence the performance of fixed income mutual funds. The finding also shows that Jakarta Stock Index and 1 Month Rates of SBI influence mixed mutual funds. Ada tabel
Ketersediaan
| Call Number | Location | Available |
|---|---|---|
| 5376 | PSB lt.2 - Karya Akhir | 1 |
| Penerbit | Depok Fakultas Ekonomi Universitas Indonesia., 2006 |
|---|---|
| Edisi | - |
| Subjek | Shares Share prices Securities |
| ISBN/ISSN | - |
| Klasifikasi | - |
| Deskripsi Fisik | xii, 92 p. ; 28 cm & lamp |
| Info Detail Spesifik | - |
| Other Version/Related | Tidak tersedia versi lain |
| Lampiran Berkas | Tidak Ada Data |