Purnamasari, Sofia (2016) DAMPAK PERGANTIAN PRESIDEN DAN VOLATILITAS NILAI TUKAR TERHADAP RETURN SAHAM. Skripsi thesis, UNIVERSITAS TARUMANAGARA.
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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://untar.idwordpres.com/id/eprint/39895 |
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