Skripsi

ANALISIS HUBUNGAN KAUSALITAS NILAI TUKAR DAN INDEKS HARGA SAHAM GABUNGAN PERIODE JANUARI 2007 - DESEMBER 2009

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Penilaian

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This research is aimed at identifying cause and effect relationship of rupiah and dollar exchange rates and overall stock indices (OVI) of January 2007 to December 2009. This research uses secondary data and the data is analyzed in qualitative and quantitative manner using the Granger causality test and the Vector Autoregression model. The research results shovv that there is a one-way causality relationship; the overall stock indices variable influences the exchange rate variable. Conversely, the exchange rate variable does not statistically influence the change of overall stock indices. The trends of two variables are negative; the change of the overall stock indices affects the exchange rates in a negative vvay. In other words, increase (decrease) of OVI will affect appreciation (depreciation) of the rupiah and dollar exchange rates. Statistically, when OVI increase, investments flow in and therefore affect the exchange rates. Conversely, the exchange rates do not influence the OVI.

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Availability

Inventory Code	Barcode	Call Number	Location	Status
1107000321	T48362	T483622011	Central Library (REFERENCES)	Available but not for loan - Not for Loan

Detail Information

Series Title

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Call Number

T483622011

Publisher

Inderalaya : Prodi Ekonomi Pembangunan Fakultas Ekonomi Universitas Sriwijaya., 2011

Collation

xiv, 72 hlm.; tab.; 29 cm.

Language

Indonesia

ISBN/ISSN

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Classification

332.632 207

Content Type

Text

Media Type

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Carrier Type

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Edition

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Subject(s)

Nilai tukar rupiah
Indeks Harga Saham
Ekonomi pembangunan

Specific Detail Info

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Statement of Responsibility

MI

Other version/related

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