Faktor Penentu Nilai Tukar Rupiah Terhadap Dollar Amerika Serikat
There are two main purpose of this reseach are to test influencing factors on Rp/US$ exchange rate in short term and long term (equlibrium) relationship from determining varibales. In this research also we could see the speed of adjsustment level Rp/US$ to reach its equilibrium point wherever shock...
| Main Authors: | , |
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| Format: | Thesis |
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[Yogyakarta] : Universitas Gadjah Mada
2012
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| _version_ | 1826045313937309696 |
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| author | , Eman Sulaeman , Prof. Dr. Eduardus Tandelilin, MBA |
| author_facet | , Eman Sulaeman , Prof. Dr. Eduardus Tandelilin, MBA |
| author_sort | , Eman Sulaeman |
| collection | UGM |
| description | There are two main purpose of this reseach are to test influencing factors on
Rp/US$ exchange rate in short term and long term (equlibrium) relationship from
determining varibales. In this research also we could see the speed of adjsustment
level Rp/US$ to reach its equilibrium point wherever shock data happened on
each determining variables.
There are six determining variables that will be tested which are short term
interest rate (yield) differential between USA and Indonesia (STY), long term
interest rate (yield) differential between USA and Indonesia (STY), Broad Money
(M2S) in Indonesia, central bank of Indonesia reserve (RSV), Jakarta Composite
Index (JCI), and perception of investor on Indonesia credit risk which best
reflected in Indonesia Credit Default Swap (CDS).
This descriptive reseach will be test all hypotheses using Error Correction
Model (ECM). Time series data used in this reseach is taken monthly from
January 2006 up to December 2010.
It was proven by this reseach that all determining variables are significant
impact on Rp/US$ exchange rate both in the short term and long term
(equilibrium). |
| first_indexed | 2024-03-13T22:35:17Z |
| format | Thesis |
| id | oai:generic.eprints.org:98192 |
| institution | Universiti Gadjah Mada |
| last_indexed | 2024-03-13T22:35:17Z |
| publishDate | 2012 |
| publisher | [Yogyakarta] : Universitas Gadjah Mada |
| record_format | dspace |
| spelling | oai:generic.eprints.org:981922016-03-04T08:46:31Z https://repository.ugm.ac.id/98192/ Faktor Penentu Nilai Tukar Rupiah Terhadap Dollar Amerika Serikat , Eman Sulaeman , Prof. Dr. Eduardus Tandelilin, MBA ETD There are two main purpose of this reseach are to test influencing factors on Rp/US$ exchange rate in short term and long term (equlibrium) relationship from determining varibales. In this research also we could see the speed of adjsustment level Rp/US$ to reach its equilibrium point wherever shock data happened on each determining variables. There are six determining variables that will be tested which are short term interest rate (yield) differential between USA and Indonesia (STY), long term interest rate (yield) differential between USA and Indonesia (STY), Broad Money (M2S) in Indonesia, central bank of Indonesia reserve (RSV), Jakarta Composite Index (JCI), and perception of investor on Indonesia credit risk which best reflected in Indonesia Credit Default Swap (CDS). This descriptive reseach will be test all hypotheses using Error Correction Model (ECM). Time series data used in this reseach is taken monthly from January 2006 up to December 2010. It was proven by this reseach that all determining variables are significant impact on Rp/US$ exchange rate both in the short term and long term (equilibrium). [Yogyakarta] : Universitas Gadjah Mada 2012 Thesis NonPeerReviewed , Eman Sulaeman and , Prof. Dr. Eduardus Tandelilin, MBA (2012) Faktor Penentu Nilai Tukar Rupiah Terhadap Dollar Amerika Serikat. UNSPECIFIED thesis, UNSPECIFIED. http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=53432 |
| spellingShingle | ETD , Eman Sulaeman , Prof. Dr. Eduardus Tandelilin, MBA Faktor Penentu Nilai Tukar Rupiah Terhadap Dollar Amerika Serikat |
| title | Faktor Penentu Nilai Tukar Rupiah Terhadap Dollar Amerika Serikat |
| title_full | Faktor Penentu Nilai Tukar Rupiah Terhadap Dollar Amerika Serikat |
| title_fullStr | Faktor Penentu Nilai Tukar Rupiah Terhadap Dollar Amerika Serikat |
| title_full_unstemmed | Faktor Penentu Nilai Tukar Rupiah Terhadap Dollar Amerika Serikat |
| title_short | Faktor Penentu Nilai Tukar Rupiah Terhadap Dollar Amerika Serikat |
| title_sort | faktor penentu nilai tukar rupiah terhadap dollar amerika serikat |
| topic | ETD |
| work_keys_str_mv | AT emansulaeman faktorpenentunilaitukarrupiahterhadapdollaramerikaserikat AT profdreduardustandelilinmba faktorpenentunilaitukarrupiahterhadapdollaramerikaserikat |