The Effect of Inflation, Currency Exchange Rates, BI Rate, Money Supply (M2) on Financial Distress in Banking Companies Listed on the Indonesia Stock Exchange

The purpose of this study was to determine the effect of profitability, dividend policy, funding decisions, inflation, interest rates and currency exchange rates. This study took a sample of manufacturing companies listed on the Indonesia Stock Exchange in the period 2016-2018. The technique used in this research is multiple linear regression analysis. based on the results of the analysis of this study proves that profitability has a positive effect on firm value. Dividend policy does not affect the value of the company. Funding decisions negatively affect the value of the company. Inflation has a negative effect on firm value. Interest rates have a negative effect on firm value. Currency exchange rates have a negative effect on company value. Keywords: Profitability; Dividend Policy; Funding Decision; Inflation; Interest Rates; Currency Exchange Rates.

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Turbulent Behavior of Stock Exchange Indices and Foreign Currency Exchange Rates

International Journal of Bifurcation and Chaos ◽

10.1142/s0218127497001424 ◽

1997 ◽

Vol 07 (08) ◽

pp. 1855-1859 ◽

Cited By ~ 12

Author(s):

Angela Hilgers ◽

Christian Beck

Keyword(s):

Exchange Rates ◽

Turbulent Flows ◽

Foreign Currency ◽

Stock Exchange ◽

Price Changes ◽

Currency Exchange ◽

Currency Exchange Rates ◽

Probability Densities ◽

Non Gaussian ◽

Financial Indices

The time evolution of stock exchange indices and foreign currency exchange rates has many similarities with turbulent flows. In particular, the probability densities of price changes are non-Gaussian and develop stretched exponential tails, quite similar to the densities of velocity differences measured in fully developed hydrodynamical turbulence. We show that a simple cascade model, based on a self-similar, hierarchical dynamics of price changes, describes the observed probability densities of the financial indices in a quantitatively correct way.

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Business Days Time Series Weekly Trend and Seasonality

Engineering Proceedings ◽

10.3390/engproc2021005026 ◽

2021 ◽

Vol 5 (1) ◽

pp. 26

Author(s):

Karlis Gutans

Keyword(s):

Time Series ◽

Global Warming ◽

Exchange Rates ◽

Temperature Data ◽

Adjustment Method ◽

Currency Exchange ◽

Currency Exchange Rates ◽

Time Series Decomposition ◽

The World

The world changes at incredible speed. Global warming and enormous money printing are two examples, which do not affect every one of us equally. “Where and when to spend the vacation?”; “In what currency to store the money?” are just a few questions that might get asked more frequently. Knowledge gained from freely available temperature data and currency exchange rates can provide better advice. Classical time series decomposition discovers trend and seasonality patterns in data. I propose to visualize trend and seasonality data in one chart. Furthermore, I developed a calendar adjustment method to obtain weekly trend and seasonality data and display them in the chart.

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