Analisis Pengaruh Nilai Tukar Rupiah, Suku Bunga SBI, Inflasi Terhadap Jakarta Islamic Index

Harun Santosa, Ashari Mursito Wisnu

Abstract

This research was conducted to find out whether there was an influence of the rupiah exchange rate, SBI interest rate, inflation rate on the Jakarta Islamic Index. The study population was the Jakarta Islamic Index with a sample of the Jakarta Islamic Index data for the 2007-2017 period. The method of analysis is done using multiple linear regression. The analysis shows that the rupiah exchange rate and SBI interest rate have a significant effect on the Jakarta Islamic Index, while inflation has no significant effect on the Jakarta Islamic Index. Simultaneously the exchange rate, interest rate and inflation have a significant influence on the Jakarta Islamic Index.

Keywords

Jakarta Islamic Index; rupiah exchange rate; SBI interest rate; inflation

Full Text:

PDF

References

Bank Indonesia. (2017). Jurnal Bank Indonesia. Diambil tanggal 14 Mei 2017, dari situs Web http://www.bi.go.id.

Erdem, Cumhur., Arslan, Cem Kaan., & Erdem, Meziyet Sema. (2005). Effect Of Macroeconomic Variables On Istanbul Stock Exchange Indexes. Applied Financial Economics, 15, 987-994

Fahmi Irham,2009,Teori portopolio dan Analisis Investas,Penerbit ALFABETA,

Bandung.

Ghozali, Imam. 2006, Aplikasi Analisis Multivariate dengan Program SPSS,

Badan penerbit-Undip, Semarang

Husnan,Suad,2005,Dasar-dasar Teori Portofolio dan Analisis Sekuritas,Edisi ke

Empat UPP AMP YKPN,Yogyakarta

Hussin, Mohd Yahya Mohd.,Muhammad, Fidlizan.,Abu, Mohd Fauzi., & Razak, Azila Abdul. (2012). The Relationship between Oil Price, Exange Rate and Islamic Stock Market in Malaysia. Research Journal of Finance and Accounting. Vol. 3, No. 5:83-92.

Indonesia Stock Exchange,2008,Buku panduan Indeks Harga Saham Bursa Efek

Indonesia, PT. Bursa Efek Indonesia,Jakarta

Jatiningsih, Oksiana. & Musdholifah. (2007). Pengaruh Variabel Makroekonomi terhadap Indeks Harga Saham Gabungan di Bursa Efek Jakarta.Jurnal Aplikasi Manajemen, Volume 5, Nomor 1 (April): 18-25.

Jogiyanto,2007, Teori Portfolio dan Analisis Investasi. Edisi pertama,

BPFE,Yogyakarta

Kewal, Suramaya Suci. (2012). Pengaruh Inflasi, Suku Bunga, Kurs, dan Pertumbuhan PDB Terhadap Indeks Harga Saham Gabungan. Jurnal Economia, Volume 8, Nomor 1 April : 53-64

Mulyani, (2014). Analisis Pengaruh Inflasi, Suku Bunga, Nilai Tukar Rupiah, Dan Produk Domestik. Jurnal Bisnis dan Manajemen Eksekutif , Vol. 1 No. 1, 2014, artikel 10Nopirin,1992,Pengantar Ilmu Ekonomi Makro dan Mikro,BPFE,Yogyakarta

......2017.Panduan Pelaksanaan Penelitiandan Pengabdian Pada Masyarakat

di Perguruan Tinggi. Edisi XI . Direktorat Riset dan Pengabdian Kepada

Masyarakat Dirjen Penguatan Riset dan Pengembangan Kementrian Riset,Jakarta

http://www,simlitabmas.dikti.go.id/unduh_berkas/Panduan Pelaksanaan Penelitian dan PPM Edisi XI 2017.pdf. Diakses tanggal 25 Mei 2017

Reilly & Brown ,(2006).Invesment Analysis and portofolio Management ,Eight Edition,Dryden Press,FortWorth

Ridwan.2005. Belajar Mudah Penelitian Untuk Guru, Karyawan dan Peneliti Pemula, Alfabeta, Bandung

Rusliati, Ellen., & Fathoni, Syarah Nurul. (2011). Inflasi, Suku Bunga Deposito dan Return Saham pada Industri Barang Konsumsi yang terdaftar di BEI 2006-2009. Jurnal Bisnis dan Akuntasi, Vol. 13, No. 2, Hlm:107-118

Sunariyah, 2006,Pengantar Pengetahuan Pasar Modal,Edisi kelima,UPP STIM YKPN Yogyakarta.

Serkan Yilmaz. (2008). Macroeconomic Variables, Firm Characteristics and Stock Return: Evidence from Turkey. International Research Journal of Finance and Economics. Issue 16:35-45.

Tandelilin,Eduardus,(2011), Analisis Investasi dan manajemen Portofolio,Edisi Pertama,PT BPFE,Yogyakarta.

Refbacks

  • There are currently no refbacks.