Analisis Pengaruh Tingkat Suku Bunga Dan Nilai Tukar Terhadap Resiko Sistematis Saham Perusahaan Di Bursa Efek Indonesia
This study aims to analyze the effect of interest rates and exchange rates on the systematic risk of stocks in Indonesia Stock Exchange, and to know the magnitude of the effect of these variables on the systematic risk of all industry groups in the Indonesia Stock Exchange. Technique sampling used p...
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| Format: | Thesis |
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[Yogyakarta] : Universitas Gadjah Mada
2013
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| _version_ | 1826045996020269056 |
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| author | , Taufik , Dr. Khomsiyah, M.Si. |
| author_facet | , Taufik , Dr. Khomsiyah, M.Si. |
| author_sort | , Taufik |
| collection | UGM |
| description | This study aims to analyze the effect of interest rates and exchange rates on
the systematic risk of stocks in Indonesia Stock Exchange, and to know the magnitude
of the effect of these variables on the systematic risk of all industry groups in the
Indonesia Stock Exchange.
Technique sampling used purposive sampling method with listed criteria in
Indonesia Stock Exchange. Sample of research are consist of 35 companies of the
existing nine industry groups. Data technique analysis used in this research is
doubled linear regression.
The result of this research indicates that the interest rate and exchange rate
risks affecting the company's stock is listed on the Indonesia Stock Exchange. If the
test is based on the industry, Basic Chemical Manufacturing Sector, Finance,
Commerce, Agriculture, Real Estate Property variable exchange rates and interest
rates have a significant effect on systematic risk. in various industries sector
exchange change variable affect the systematic risk while the interest rate risk is not,
while the Consumer Goods sector, Transportation Infrastructure, and Mining
variable exchange rate does not affect the systematic risk while the interest rate
influence.
The result of this research indicates that the level of interest rates and
exchange rates affect the systematic risk, but is not consistent with some industry, in
some industries, systematic risk is also influenced by the level of consumer demand,
industrial demand for raw materials and the type of business. |
| first_indexed | 2024-03-13T22:46:12Z |
| format | Thesis |
| id | oai:generic.eprints.org:118356 |
| institution | Universiti Gadjah Mada |
| last_indexed | 2024-03-13T22:46:12Z |
| publishDate | 2013 |
| publisher | [Yogyakarta] : Universitas Gadjah Mada |
| record_format | dspace |
| spelling | oai:generic.eprints.org:1183562016-03-04T08:44:00Z https://repository.ugm.ac.id/118356/ Analisis Pengaruh Tingkat Suku Bunga Dan Nilai Tukar Terhadap Resiko Sistematis Saham Perusahaan Di Bursa Efek Indonesia , Taufik , Dr. Khomsiyah, M.Si. ETD This study aims to analyze the effect of interest rates and exchange rates on the systematic risk of stocks in Indonesia Stock Exchange, and to know the magnitude of the effect of these variables on the systematic risk of all industry groups in the Indonesia Stock Exchange. Technique sampling used purposive sampling method with listed criteria in Indonesia Stock Exchange. Sample of research are consist of 35 companies of the existing nine industry groups. Data technique analysis used in this research is doubled linear regression. The result of this research indicates that the interest rate and exchange rate risks affecting the company's stock is listed on the Indonesia Stock Exchange. If the test is based on the industry, Basic Chemical Manufacturing Sector, Finance, Commerce, Agriculture, Real Estate Property variable exchange rates and interest rates have a significant effect on systematic risk. in various industries sector exchange change variable affect the systematic risk while the interest rate risk is not, while the Consumer Goods sector, Transportation Infrastructure, and Mining variable exchange rate does not affect the systematic risk while the interest rate influence. The result of this research indicates that the level of interest rates and exchange rates affect the systematic risk, but is not consistent with some industry, in some industries, systematic risk is also influenced by the level of consumer demand, industrial demand for raw materials and the type of business. [Yogyakarta] : Universitas Gadjah Mada 2013 Thesis NonPeerReviewed , Taufik and , Dr. Khomsiyah, M.Si. (2013) Analisis Pengaruh Tingkat Suku Bunga Dan Nilai Tukar Terhadap Resiko Sistematis Saham Perusahaan Di Bursa Efek Indonesia. UNSPECIFIED thesis, UNSPECIFIED. http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=58303 |
| spellingShingle | ETD , Taufik , Dr. Khomsiyah, M.Si. Analisis Pengaruh Tingkat Suku Bunga Dan Nilai Tukar Terhadap Resiko Sistematis Saham Perusahaan Di Bursa Efek Indonesia |
| title | Analisis Pengaruh Tingkat Suku Bunga Dan Nilai Tukar Terhadap Resiko Sistematis Saham Perusahaan Di Bursa Efek Indonesia |
| title_full | Analisis Pengaruh Tingkat Suku Bunga Dan Nilai Tukar Terhadap Resiko Sistematis Saham Perusahaan Di Bursa Efek Indonesia |
| title_fullStr | Analisis Pengaruh Tingkat Suku Bunga Dan Nilai Tukar Terhadap Resiko Sistematis Saham Perusahaan Di Bursa Efek Indonesia |
| title_full_unstemmed | Analisis Pengaruh Tingkat Suku Bunga Dan Nilai Tukar Terhadap Resiko Sistematis Saham Perusahaan Di Bursa Efek Indonesia |
| title_short | Analisis Pengaruh Tingkat Suku Bunga Dan Nilai Tukar Terhadap Resiko Sistematis Saham Perusahaan Di Bursa Efek Indonesia |
| title_sort | analisis pengaruh tingkat suku bunga dan nilai tukar terhadap resiko sistematis saham perusahaan di bursa efek indonesia |
| topic | ETD |
| work_keys_str_mv | AT taufik analisispengaruhtingkatsukubungadannilaitukarterhadapresikosistematissahamperusahaandibursaefekindonesia AT drkhomsiyahmsi analisispengaruhtingkatsukubungadannilaitukarterhadapresikosistematissahamperusahaandibursaefekindonesia |