Analisis pengaruh variabel-variabel macroeconomi terhadap return portofolio saham perusahaan pertambangan dan transportasi di Bursa Efek Indonesia

Deskripsi

This paper investigates the role of macroeconomics variables [(inflation rate (INF), exchange rate return (RKURS), interest rate return (SBI), international crude oil price return (ROIL), IHSG return (RIHSG)] toward mining companies and infrastructure, utility, and transportastion companies portfolio return for the period that spans from January 2004 to December 2008.Empirical findings reveal that IHSG seem to affect significantly portfolio return of mining companies and infrastructure, utility, and transportation companies. Inflation, exchange rate, and interest rate (SBI) do not appear to have any significant affect on portfolio return of mining companies and infrastructure, utility, and transportation companies. International crude oil price seems to affect significantly portfolio return of mining companies but does not appear to have any significant affect on portfolio return of infrastructure, utility, and transportation companies.Ada tabel