Pengaruh Inflasi Dan Nilai Tukar Terhadap Indeks Harga Saham LQ45

Authors

  • Tiar Lina Situngkir Universitas Singaperbangsa Karawang
  • Reminta Lumban Batu Universitas Singaperbangsa Karawang

DOI:

https://doi.org/10.33506/sl.v9i1.708

Keywords:

ECM, Inflasi, Kurs, LQ45

Abstract

Tujuan penelitian ini adalah untuk menganalisa pengaruh inflasi dan nilai tukar terhadap Indeks harga saham LQ45 di Bursa Efek Indonesia.Penelitian menggunakan Metode  Error Correction Model  yang menganalisa pengaruh variabel jangaka pendek dan jangka panjang. Hasil penelitian menunjukan  pengujian secara parsial dan simultan individu variabel jangka pendek dan jangka panjang  dapat dijelaskan sebagai berikut inflasi memiliki nilai koefisien estimasi sebesar -22.94 yang artinya meningkatnya nilai inflasi sebesar 22.94 akan berdampak penurunan indeks harga saham LQ45. Hasil penelitian menunjukan bahwa  estimasi koefisien kurs -0.026 mengindikasikan bahwa meningkatnya nilai kurs senilai 0.026 akan berdampak penurunan indeks harga saham LQ45 senilai tersebut. Hal ini  secara simultan dalam jangka pendek dan jangka panjang terbukti secara keseluruhan variabel bebas yang digunakan dalam penelitian ini berdamapk signifikan terhadap indeks harga saham LQ45.

 

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Published

2020-01-27

How to Cite

Situngkir, T. L., & Batu, R. L. (2020). Pengaruh Inflasi Dan Nilai Tukar Terhadap Indeks Harga Saham LQ45. SENTRALISASI, 9(1), 36–44. https://doi.org/10.33506/sl.v9i1.708

Issue

Vol. 9 No. 1 (2020): Sentralisasi

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Articles

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