Detail Analisis Pengaruh Nilai Tukar Rupiah-Usd, Harga Emas, Dan Harga Minyak Terhadap Indeks LQ45 Tahun 2018 Bibliografi Author: Hapsari, Yudith Dyah (Advisor); Wiryawan, Ivan Topik: Nilai Tukar Rupiah-USD; Harga Emas; Harga Minyak; Indeks LQ45; GARCH Bahasa: (ID )     Penerbit: Program Studi Manajemen Fakultas Ekonomi dan Bisnis Unika Atma Jaya     Tempat Terbit: Jakarta    Tahun Terbit: 2020     Jenis: Theses - Undergraduate Thesis Fulltext: IVAN WIRYAWAN_UNDERGRADUATED THESES_2020.pdf (4.6MB; 30 download) Abstract This study aims to determine and analyze the influence that Indonesian Rupiah exchange rate, gold price, and oil price have against LQ45 Index in 2018. This research utilizes Generalized Auto-Regressive Conditional Heteroscedasticity (GARCH) method on 261 daily observations throughtout the whole year. The result of this study stated that the Indonesian Rupiah exchange rate has a negative and significant impact, gold price has a positive and significant impact, and oil price has a negative and significant impact on LQ45 Index in 2018. In addition to this results, the discovery and usage of GARCH method as the optimum econometric model states that the variance of residuals of LQ45 Index in 2018 is also affected by residuals of the previous day, but is not affected by the variance of previous. Another thing that results from this research is the absence of symmetrical effect both Rupiah exchange rate, gold price, and oil price when the variable increase or decrease. Opini Anda Klik untuk menuliskan opini Anda tentang koleksi ini! Lihat Sejarah Pengadaan  Konversi Metadata   Kembali

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