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All Journal Jurnal Manajemen Teori dan Terapan Kompartemen : Jurnal Ilmiah Akuntansi The Indonesian Journal of Accounting Research Jurnal Akuntansi Dan Manajemen
Efraim Ferdinan Giri
STIE YKPN Yogyakarta
Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Education

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Journal : Jurnal Manajemen Teori dan Terapan

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Model Pengaruh Kinerja Ekonomi Dan Kinerja Pasar Uang Terhadap Kinerja Bursa Efek Indonesia Efraim Ferdinan Giri
Jurnal Manajemen Teori dan Terapan | Journal of Theory and Applied Management Vol. 1 No. 1 (2008): Jurnal Manajemen Teori dan Terapan - April 2008
Publisher : Universitas Airlangga

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (142.628 KB) | DOI: 10.20473/jmtt.v1i1.2356

Abstract

Based on rule of thumb, economic growth will influence the capital market performance and financial market performance will affect the capital market performance. We use the Error correction model approach to analysis between variable. TARCH approach is employed, based on the ‘identification through heteroscedasticity’ technique, to estimate the impact of a change in the growth and kurs variable to IHSG. This study indicates that economic growth is not affect IHSG statistically significant in the short run, but positive statistically significant in the long run. This study show that increasing in $US exchange rate will lessening capital market performance. Additional analysis in this research shows the linear function model more proper than log-linear function model to predict this relationship.
Co-Authors Dheanira Ayu Hapsari Felista Mardiana Tae Nahak Syahri Anshori