The Effect of foreign Exchange Rate (Indonesia Rupiah against US Dollar) on Sectoral Indices of IHSG Periods 2009-2011

This research attempts to analyze the effect of foreign exchange rate (Indonesian Rupiah against US Dollar) on Sectoral Indices of indonesia�s Composite Index (IHSG) which are contains of 10 sectors which are agriculture, mining, basic industry, miscellaneous industry, consumer goods, property, in...

Full description

Saved in:
Bibliographic Details
Main Authors: , Andriani Cynthia, , Dr. Mamduh Mahmadah Hanafi, MBA.
Format: Theses and Dissertations NonPeerReviewed
Published: [Yogyakarta] : Universitas Gadjah Mada 2013
Subjects:
ETD
Online Access:https://repository.ugm.ac.id/119080/
http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=59071
Tags: Add Tag
No Tags, Be the first to tag this record!
Description
Summary:This research attempts to analyze the effect of foreign exchange rate (Indonesian Rupiah against US Dollar) on Sectoral Indices of indonesia�s Composite Index (IHSG) which are contains of 10 sectors which are agriculture, mining, basic industry, miscellaneous industry, consumer goods, property, infrastructure, finance, trade and services, and manufacture. Using data from January 2009 to December 2011, this research found that the foreign exchange rate Indonesian Rupiah against US Dollar has positive significant effect to Sectoral Indices of Composite Index. Using simple linear regression obtained different results value of each sectoral index. These differences were caused by different characteristic among all indices.