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No. Panggil

Analisis pengaruh jangka panjang variabel makroekonomi terhadap indeks harga sah...

Ruslan Prijadi (Pembimbing/Promotor) - , Femo Alfi...

Progran Studi Departemen Ilmu Manajemen ... (2010)

Ketersediaan

PSB lt.2 - Tugas Akhir

1/1

Kode	No. Panggil	Lokasi	Status
S7039	7039	PSB lt.2 - Tugas Akhir

Skripsi

Analisis pengaruh jangka panjang variabel makroekonomi terhadap indeks harga saham gabungan (2000 - 2009) dengan pendekatan kointegrasi heteroskedastis

Pengarang: Ruslan Prijadi (Pembimbing/Promotor) - ; Femo Alfian Taufik Rizki -

Deskripsi

This research is aimed to test the relationship of macroeconomic variables included inflation rate, interest rate (SBI), and exchange rate was connected with Jakarta Stock Exchange. The test is conducted with Least Square and then followed by Johansen?s Cointegration and then followed by Generalized Auto Regressive with Condition Heteroscedasticity (GARCH). The writer found that interest rate has negative relationship with Jakarta Stock Exchange, and exchange rate has positif relationship with Jakarta Stock Exchange.Ada tabel

Informasi Detail

Penerbit	Depok: Progran Studi Departemen Ilmu Manajemen Fakultas Ekonomi Universitas Indonesia 2010
Subjek	Exchange rates ; Macroeconomics ; Inflation ; Share index ; Interst rates ; least square ;
Deskripsi Fisik	xii, 75 p. : diagr., il. ; 30 cm & lamp