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Jurnal Keuangan dan Perbankan


KEYWORD : BI rate, exchange rate, gross domestic product, inflation, time varying volatily


  1. Shinta Heru Satoto
  2. Sri Budiwati


    1. FINANCE
    2. BANKING



      ABSTRACT :

      The purposes of
      this study were to provide an empirical evidence of the influence of
      macroeconomic variables and the time varying volatility phenomena on stock
      price. This research used manufactured firms that list on indonesian capital
      market on 2009 until 2011 periods for the sampel. This research also used
      several macroeconomic variable such as exchange rate, inflation, BI rate, and
      gross domestic product. The empirical result showed that exchange rate, BI
      rate, and gross domestic product influenced stock price. The result also showed
      that time vaying volatility was happened on stock price fluctuation. This
      result indicated that indonesian stock price have high volatility on 2009 til
      2011 periods


      Vol 17, Nomor 03, Tahun 2013


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