Electronic Theses and Dissertation

ABSTRAK

Judul : Pengaruh Harga Minyak Dunia, Tingkat Suku Bunga dan Kurs Rupiah Terhadap Indeks Harga Saham Gabungan (IHSG)
Penulis : Chairani Dwi Habsari
NIM : 2001101010015
Fakultas/Jurusan : Ekonomi dan Bisnis/Ekonomi Pembangunan
Pembimbing : Dr. Aliasuddin, S.E., M.Si
Konsentrasi : Ekonomi Moneter


Penelitian ini bertujuan menganalisis bagaimana pengaruh harga minyak dunia, tingkat suku bunga dan kurs rupiah terhadap Indeks Harga Saham Gabungan (IHSG). Penelitian ini mengunakan pendekatan metode regresi kuantil dengan jumlah 117 sampel. Hasil menunjukkan bahwa harga minyak dunia berpengaruh positif dan signifikan terhadap Indeks Harga Saham Gabungan (IHSG). Hasil pada variabel suku bunga berpengaruh negatif dan signifikan terhadap Indeks Harga Saham Gabungan (IHSG). Dan pada variabel kurs rupiah berpengaruh positif dan signifikan terhadap Indeks Harga Saham Gabungan (IHSG). Hasil yang didapatkan dapat meberikan pemahaman kepada investor tentang faktor-faktor yang mempengaruhi fluktuasi harga saham, serta pada pemerintah dapat melakukan pemantauan akan naik turunnya faktor-faktor yang mempengaruhi pergerakan pasar saham. Penelitian selanjutnya diharapkan dapat mempertimbangkan faktor-faktor lain yang dapat mempengaruhi fluktuasi Indeks Harga Saham Gabungan (IHSG).


Kata kunci: harga minyak dunia, suku bunga, kurs rupiah, indeks harga saham gabungan (ihsg)

ABSTRACT Title : The Influence of World Oil Prices, Interest Rates and Rupiah Exchange Rates on the Composite Stock Price Index (IHSG) Author : Chairani Dwi Habsari NIM : 2001101010015 Faculty/Department : Economics and Business/Development Economics Supervisor : Dr. Aliasuddin, S.E., M.Si Concentration : Monetary Economics This research aims to analyze the influence of world oil prices, interest rates and the rupiah exchange rate on the Composite Stock Price Index (IHSG). This research uses a quantile regression method approach with a total of 117 samples. The results show that world oil prices have a positive and significant effect on the Composite Stock Price Index (IHSG). The results of the interest rate variable have a negative and significant effect on the Composite Stock Price Index (IHSG). And the rupiah exchange rate variable has a positive and significant effect on the Composite Stock Price Index (IHSG). The results obtained can provide investors with an understanding of the factors that influence stock price fluctuations, and the government can monitor the rise and fall of factors that influence stock market movements. Future research is expected to consider other factors that can influence fluctuations in the Composite Stock Price Index (IHSG). Keywords: world oil price, interest rate, rupiah exchange rate, composite stock price index