The economic crisis that has occurred in Indonesia caused decreasing of the
economic growth. This crisis is caused by the weakening of the exchange value of
Rupiah against US Dollar and then causes hyper inflation. To overcome this crisis the
government makes policies which one of its policy is raising the SBI. This policy also
affects the fluctuation of the interest of deposits. What happened above also affect on
the situation on the stock market which is indicated by the movement of IHSG.
Therefore the writer willing to know how the significance effects of the
money market indicators on the IHSG period 1999 - 2002 by using multiple
regression, T test and F test.
The writer assumes that the money market indicator simultaneously and
individually have a significant effect on IHSG when the stock market are bearish and
bullish. The writer also assumes that the exchange rate of Rupiah against US Dollar
which is one of the money market indicators has a significant effect and the biggest
proportion of effect on IHSG when the stock market is bearish and bullish.
Money market indicator simultaneously and individually doesn't have a
significant effect on IHSG when the stock market is bearish. But the money market
indicator has a significant effect and the exchange rate of Rupiah against US Dollar
individually has a significant effect and has the biggest proportion effect on IHSG
when the stock market is bullish.
(31499270) HENGKY CANDRA
(31499200) ARIEF EKA PUTRA
(95-022) Pwee Leng
(01-020) Sautma Ronni Basana
Universitas Kristen Petra
Year : 2003
1. INVESTMENT ANALYSIS
2. MONEY MARKET
3. PORTFOLIO MANAGEMENT
multiple regression, f test, t test, bearish and bullish
s1 - Skripsi/Undergraduate Thesis (Program Studi Manajemen)
Skripsi No. 03011676/MAN/2003; Arief Eka Putra (31499200), Hengky Candra (31499270)
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