PENGARUH VARIABEL-VARIABEL MAKRO EKONOMI TERHADAP INDEKS HARGA SAHAM GABUNGAN DI SEKTOR KEUANGAN TAHUN 2006 - 2016

Abstract

The purpose of this study is to determine the effect between macroeconomic variables on Composite Stock Price Index (IHSG) financial sector by using multiple regression method. This study uses macroeconomic variables such as inflation, interest rates, exchange rate, exports, imports and world gold prices. The sample used was 132 samples during the period of January 2006 until December 2016. The result of this research has significant influence between inflation, rupiah exchange rate, exports and gold price of world to IHSG of financial sector while interest rate and import no significant influence to IHSG of financial sector