ANALISIS PENGARUH INFLASI, BI RATE, KURS RUPIAH/US$, DAN HARGA EMAS DUNIA TERHADAP INDEKS HARGA SAHAM SEKTOR KEUANGAN PADA BURSA EFEK INDONESIA PERIODE 2010-2014
ABSTRACT: This
study aims to analyze the effect of inflation rate, BI Rate, Rp/US$ exchange
rate, and world gold price to finance sector stock price index in Indonesia
Stock Exchange during January 2010 until December 2014. The sample used in this
study are secondary data consist of monthly closing price of finance sector
stock price index. This study used multiple linear regression analysis using
SPSS 20 application. Hypothesis test used using t-test to test the effect of
independent variable to dependent variable individually. F-test will be used to
test the effect of dependent variable simultaneously in 5% significant level. The
results of this study indicate that only exchange rate that have negative and
significant effect to finance sector stock price index. While, inflation rate,
BI Rate, and world gold price has no significant effect to finance sector stock
price index.
Keywords:
Inflation Rate, Interest Rate, Exchange Rate, World Gold Price, Stock Price Index,
Finance Sector
Penulis: Shinta Puspitarani, R. Djoko Sampurno
