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HUBUNGAN KAUSALITAS NILAI TUKAR, SUKU BUNGA DAN INDEKS HARGA SAHAM DI INDONESIA

JEP (Jurnal Ekonomi Pembangunan) · Vol. 7 No. 2 (2017) · pp. 106–124

DOI
10.57206/jep_uho.v7i2.6102
ISSN
2503-2089, 1979-231X
Published
2017-07-31
Publisher
Universitas Halu Oleo
Language
eng
License
creativecommons.org/licenses/by-sa/4.0

Abstract

This study aims to determine the relationship between exchange rates, SBI interest rates and the stock price index in Indonesia period January 2006- October 2010. The type of data used in this study is secondary data. The analysis tool used is Granger causality analysis with the Vector Auto Regression (VAR) method using the help of Eviews 6.0 program. The results showed that there was a two-way causality relationship between SBI interest rates and IHSG, there was a one-way causality relationship between the IHSG and the exchange rate where the JCI had a significant effect on exchange rates and there was a one-way causality relationship between the exchange rate and SBI interest rates exchange that has a significant effect on SBI interest rates.

Keywords

Collaboration network of the authors

40 authors · 90 co-authorship links · showing the 40 most connected

Hover or tap a name to highlight its co-authors. Double-click to open the author's page.

  • Universitas Muhammadiyah Parepare
  • Universitas Halu Oleo
  • Institut Agama Islam Negeri Kendari
  • Affiliation unknown
  • Different organisations
  • Same organisation
  • Affiliation unknown
  • Thicker line = more joint articles · bigger circle = more articles
Show as table
Co-authorOrganisationJoint articles
Wali Aya RumbiaAffiliation unknown3
La Ode SuriadiAffiliation unknown2
Tajuddin TajuddinUniversitas Muhammadiyah Parepare2
Ambo Wonua NusantaraAffiliation unknown2
Sabir AhmadAffiliation unknown1
Waode NurmayaAffiliation unknown1
Sitti AdehasmiAffiliation unknown1
Nur AzisahAffiliation unknown1
Suwandi SuwandiAffiliation unknown1
La Ode SaidiUniversitas Halu Oleo1
Pasrun AdamAffiliation unknown1
Ernawati ErnawatiInstitut Agama Islam Negeri Kendari1
Muh. Yani BalakaAffiliation unknown1
Sem RantebuaAffiliation unknown1
Heppi MilliaAffiliation unknown1
Syamsir NurAffiliation unknown1
Santi DinarAffiliation unknown1
Burhanuddin BurhanuddinAffiliation unknown1
Mulliarny Fitry ningsi RiberuAffiliation unknown1
Nitri MiroseaAffiliation unknown1
kartowiyono kartowiyonoAffiliation unknown1
Erwin HadisantosoAffiliation unknown1
Muh. SyarifAffiliation unknown1
Andi M. AsparAffiliation unknown1
Andi Basru WawoAffiliation unknown1
Teddy RonalAffiliation unknown1
La Ode Muh. HarafahAffiliation unknown1
Marlina MarlinaAffiliation unknown1
Manat RahimAffiliation unknown1
Muhamad TasrifAffiliation unknown1
Abd.Azis MuthalibAffiliation unknown1
LM HarafahAffiliation unknown1
Arief RachmanAffiliation unknown1
Petrus MannaAffiliation unknown1
Nasrullah DaliAffiliation unknown1
Yusuf Jaya SaputraAffiliation unknown1
Abdul Azis MuthalibAffiliation unknown1
Hasna SamsudinAffiliation unknown1
Israwati MustarimAffiliation unknown1

Affiliations come from OpenAlex; journal OAI-PMH metadata carries none. Authors without an OpenAlex ID are matched by name, which can merge or split people.

Metadata source: OAI-PMH (metadata jurnal) https://ojs.uho.ac.id/index.php/JEP/oai, first harvested 30 Okt 2026, last seen 30 Okt 2026.
Original metadata (oai_dc) 
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	<dc:title xml:lang="en-US">HUBUNGAN KAUSALITAS NILAI TUKAR, SUKU BUNGA DAN INDEKS HARGA SAHAM DI INDONESIA</dc:title>
	<dc:creator>Rosnawintang, Rosnawintang</dc:creator>
	<dc:subject xml:lang="en-US">Economics</dc:subject>
	<dc:subject xml:lang="en-US">Composite Stock Price Index, SBI Interest Rate and Exchange Rate</dc:subject>
	<dc:subject xml:lang="en-US">B27; C87; E44; F21</dc:subject>
	<dc:description xml:lang="en-US">This study aims to determine the relationship between exchange rates, SBI interest rates and the stock price index in Indonesia period January 2006- October 2010. The type of data used in this study is secondary data. The analysis tool used is Granger causality analysis with the Vector Auto Regression (VAR) method using the help of Eviews 6.0 program. The results showed that there was a two-way causality relationship between SBI interest rates and IHSG, there was a one-way causality relationship between the IHSG and the exchange rate where the JCI had a significant effect on exchange rates and there was a one-way causality relationship between the exchange rate and SBI interest rates exchange that has a significant effect on SBI interest rates.</dc:description>
	<dc:publisher xml:lang="en-US">Universitas Halu Oleo</dc:publisher>
	<dc:contributor xml:lang="en-US"></dc:contributor>
	<dc:date>2017-07-31</dc:date>
	<dc:type>info:eu-repo/semantics/article</dc:type>
	<dc:type>info:eu-repo/semantics/publishedVersion</dc:type>
	<dc:type xml:lang="en-US"></dc:type>
	<dc:format>application/pdf</dc:format>
	<dc:identifier>https://ojs.uho.ac.id/index.php/JEP/article/view/6102</dc:identifier>
	<dc:identifier>10.57206/jep_uho.v7i2.6102</dc:identifier>
	<dc:identifier>urn:nbn:de:10.57206jep_uho.v7i2.61025</dc:identifier>
	<dc:source xml:lang="en-US">JEP (Jurnal Ekonomi Pembangunan); Vol 7, No 2 (2017): JEP (Jurnal Ekonomi Pembangunan); 106-124</dc:source>
	<dc:source>2503-2089</dc:source>
	<dc:source>1979-231X</dc:source>
	<dc:language>eng</dc:language>
	<dc:relation>https://ojs.uho.ac.id/index.php/JEP/article/view/6102/4498</dc:relation>
	<dc:rights xml:lang="en-US">Copyright (c) 2019 Rosnawintang Rosnawintang</dc:rights>
	<dc:rights xml:lang="en-US">http://creativecommons.org/licenses/by-sa/4.0</dc:rights>
</oai_dc:dc>