Pengaruh Perubahan Nilai Tukar, Suku Bunga, Harga Minyak Dunia dan Indeks Saham Dow Jones Terhadap Index Harga Saham Gabungan pada Pasar Modal di Negara-Negara ASEAN

Darwati, Suli and Santoso, Nanda Trio (2014) Pengaruh Perubahan Nilai Tukar, Suku Bunga, Harga Minyak Dunia dan Indeks Saham Dow Jones Terhadap Index Harga Saham Gabungan pada Pasar Modal di Negara-Negara ASEAN. In: The 7th NCFB and Doctoral Colloquium 2014 Towards a New Indonesia Business Architecture Sub Tema: “Business And Economic Transformation Towards AEC 2015” Fakultas Bisnis dan Pascasarjana UKWMS, October, 30, 2014, Surabaya.

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Abstract

This study is aimed to detemine the progress of stock market in ASEAN after financial crisis in 2008. Stock market performance is measured based on impact of macroeconomic condition (exchange rates, interest rates, oil prices) and world stock market (Dow Jones Index). This study used dependent variabel composite index in ASEAN 5 (Indonesia, Malaysia, Singapore, Thailand, and Philippines). This research used panel data regression methods with the fixed effects mode approach with observation period was taken from 2009-2013. Research showed that ASEAN stock market was affected by global stock market (Dow Jones Index) and macro economics condition such as exchange rates and interest rates except oil prices.

Item Type: Conference or Workshop Item (Paper)
Uncontrolled Keywords: Exchange Rate, Interest Rate, Oil Prices, Index Dow Jones, Composite Index
Subjects: Business > Accounting
Business
Divisions: Proceeding > Faculty of Business
Depositing User: Vincentius Widya Iswara
Date Deposited: 16 Jan 2015 02:37
Last Modified: 22 Jul 2016 05:45
URI: http://repository.wima.ac.id/id/eprint/986

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