PENGARUH TINGKAT SUKU BUNGA DEPOSITO, KURS VALUTA ASING DAN TINGKAT INFLASI TERHADAP VOLUME PERDAGANGAN SAHAM PADA BURSA EFEK INDONESIA

2021 ◽  
pp. 339-352
Author(s):  
Susi E. Situmeang ◽  
Kornel Munthe ◽  
Antonius M Purba
Keyword(s):  
Exchange Rate ◽  
Interest Rate ◽  
Foreign Exchange ◽  
Trading Volume ◽  
Inflation Rate ◽  
Stock Exchange ◽  
Foreign Exchange Rate ◽  
Survey Method ◽  
Manufacturing Companies ◽  
Stock Trading

The purpose of this study was to determine the effect of deposit interest rates, foreign exchange rates and inflation rates on the volume of stock trading on the Indonesia Stock Exchange. This study applies a survey method to 54 Manufacturing companies that have been listed on the Indonesia Stock Exchange for the 2017-2019 period. The sampling technique used the proportional random sampling method. The research data were analyzed using multiple linear regression analysis. The results showed that the variable deposit interest rate, foreign exchange rate, inflation rate simultaneously had a significant effect on stock trading volume and the variable deposit interest rate, foreign exchange rate, inflation rate partially had a positive and significant effect on the volume of stock trading in manufacturing companies in Indonesia. Indonesia stock exchange. The coefficient of determination (R^2) is 50.7 percent, this shows that variations in the variable deposit interest rate, foreign exchange rate, inflation rate can explain the variation in stock trading volume 50.7%.

scholarly journals The Effect of Inflation Rate, Exchange Rate, The Certificate of Bank Indonesia (SBI) Interest Rate and Sharia Stock Trading Volume on Sharia Stock Performance in Companies Listed on the Indonesian Sharia Stock Index (ISSI)

2021 ◽  
Vol 8 (3) ◽  
pp. 326
Author(s):  
Teddy Sumirat Bassar ◽  
Nury Effendi ◽  
Achmad Kemal Hidayat ◽  
Budiono Budiono
Keyword(s):  
Exchange Rate ◽  
Interest Rate ◽  
Trading Volume ◽  
Research Method ◽  
Inflation Rate ◽  
Stock Exchange ◽  
Sampling Technique ◽  
Stock Index ◽  
Stock Trading ◽  
Stock Performance

This study aims to determine and analyze the effect of the inflation rate, exchange rate, SBI interest rate and Sharia stock trading volume on the performance of Sharia stocks in companies listed on the Indonesian Sharia Stock Index. In this study, a research model was created using Sharia stock performance as the dependent variable. While the independent variables are the inflation rate, exchange rate, certificate of Bank Indonesia (SBI) interest rate and Sharia stock trading volume. The research method used is quantitative research method with multiple regression models using panel data. The research object employs Sharia stocks from companies that are in the Indonesian Sharia Stock Index (ISSI), namely Sharia stocks that are listed on the stock exchange, active, and meet the requirements of the Capital Market in Indonesia during the period January 2014 to December 2018. The object of this research includes all 392 companies using purposive sampling technique. Further, the samples used are 278 companies that meet the requirements. Based on the results, it shows that the inflation rate has no effect on the performance of Sharia stocks. Next, the exchange rate and the SBI interest rate have a significant negative effect on the performance of Sharia stocks, while the trading volume of Sharia stocks has no effect on the performance of Sharia stocks.

scholarly journals ANALISIS PENGARUH SUKU BUNGA, INFLASI, KURS MATA UANG, IHSG DAN DANA KELOLAAN TERHADAP IMBAL HASIL REKSADANA SAHAM

2009 ◽  
Vol 5 (2) ◽  
Author(s):  
* Sujoko
Keyword(s):  
Exchange Rate ◽  
Interest Rate ◽  
Foreign Exchange ◽  
Mutual Fund ◽  
Inflation Rate ◽  
Stock Exchange ◽  
Foreign Exchange Rate ◽  
P Value ◽  
Purposive Sampling ◽  
Key Word

The main objective of the study is to examinal the effect of interest rate, inflation, foreign exchange rate, IHSG and management of fund on return mutual fund in Indonesia Stock Exchange. The technique sampling is purposive sampling. As much as twenty mutual fund as sample for this research .The result of the study show that variable of SBI is not significant effect on return mutual fund, with p value 0.0764.Variable of Inflation rate is significant effect on return mutual fund with p value 0.0018. Variable of foreign exchange rate is significant effect on return mutual fund on return mutual fund with p value 0.0000.Variable of IHSG is significant effect on return mutual fund with p value 0.0027. Variable of management of fund is not significant effect on return mutual fund. Key Word: Mutual Fund, Inflation Rate, Foreign Exchange Rate.

scholarly journals The management of inflation rate, interest rate and foreign exchange rate risks: A business executive outlook

2007 ◽  
Vol 4 (3) ◽  
pp. 64-70
Author(s):  
Frederik J. Mostert ◽  
Jan Hendrik Mostert
Keyword(s):  
Exchange Rate ◽  
Interest Rate ◽  
South African ◽  
Foreign Exchange ◽  
Financial Risk ◽  
Inflation Rate ◽  
Foreign Exchange Rate ◽  
Financial Risk Management ◽  
Business Executives ◽  
Risk Insurance

Inflation rate, interest rate and foreign exchange rate risks are relevant to enterprise stakeholders because they impact in varying degrees on the financial performance of enterprises. Business executives are expected to take reasonable steps for managing these risks and to rely on sound and innovative financial risk management solutions to meet the expectations of stakeholders in their enterprises. This paper aims at improving financial risk management practices by applying insurance principles to the management of inflation rate, interest rate and foreign exchange rate risks. To achieve this objective, the research paper focuses on the features of finite risk insurance and the perceived importance of these features when South African business executives consider strategies to manage the above risks. Finite risk insurance is classified as a form of alternative risk transfer (commonly referred to as “ART”) that relates to the point where insurance, banking and/or the capital market converge in an attempt to efficiently provide enterprises with sufficient financial capacity for protection against a variety of risks. The features of finite risk insurance are highlighted and the views of business executives regarding the importance of these features for the management of inflation rate, interest rate and foreign exchange rate risks are disclosed and analysed. The paper closes with recommendations to providers of financial services based on the needs of South African industrial companies to manage the above risks.

scholarly journals Pengaruh Devidend Payout Ratio, Devidend Yield, Ukuran Perusahaan, Volume Perdagangan, Nilai Tukar, Inflasi, dan Tingkat Suku Bunga Terhadap Volatilitas Harga Saham Pada Perusahaan Manufaktur Yang Tercatat Di Bursa Efek Indonesia Tahun 2012-2016

2019 ◽  
Vol 2 (1) ◽  
pp. 73-82
Author(s):  
Syarifah Nur Azura ◽  
Myrna Sofia ◽  
Nurhasanah Nurhasanah ◽  
Firmansyah Kusasi
Keyword(s):  
Exchange Rate ◽  
Interest Rate ◽  
Stock Price ◽  
Trading Volume ◽  
Stock Exchange ◽  
Price Volatility ◽  
Sampling Technique ◽  
Company Size ◽  
Manufacturing Companies ◽  
Stock Price Volatility

The aims of this study is to look at the effect of Devidend Payout Ratio, Devidend Yield, Company Size, Trading Volume, Exchange Rate, Inflation, Interest Rate Against Stock Price Volatility. With a purposive sampling technique, this study took 7 companies as samples of 153 manufacturing companies listed on the Indonesia Stock Exchange in 2012-2016. Data analysis was performed using Multiple Regression. The results of the study show that the Devidend Payout Ratio has an effect on Stock Price Volatility, while the Devidend Yield, Company Size, Trading Volume, Exchange Rate, Inflation and Interest Rate do not affect the Stock Price Volatility. While simultaneously all the independent variables tested showed a significant effect on Stock Price Volatility in Manufacturing companies listed on the Indonesia Stock Exchange in 2012-2016.

Interest Rate, Foreign Exchange Rate, and Stock Market Development in Nigeria

2018 ◽  
Vol 9 (3) ◽  
pp. 247-253 ◽  
Author(s):  
Edward Adedoyin Adebowale ◽  
Akindele Iyiola Akosile
Keyword(s):  
Exchange Rate ◽  
Interest Rate ◽  
Stock Market ◽  
Foreign Exchange ◽  
The United States ◽  
Ordinary Least Squares ◽  
Foreign Exchange Rate ◽  
Market Development ◽  
National Bureau ◽  
Stock Market Development

This research investigated the effect of interest rate and foreign exchange rate on stock market development in Nigeria. This research was centered on two research problems. First, it was whether interest rate had a significant effect on stock market development in Nigeria. Second, it was whether foreign exchange rate had a significant impact on stock market development in Nigeria. The scope of the research covered the period from 1981 to 2017. Data for this period were chosen because it covered pre and post-liberalization periods of Nigerian financial system. This research made use of ex post facto research design. Secondary data were sourced from Nigerian Stock Exchange reports, Central Bank of Nigeria statistical bulletins, and National Bureau of Statistics publications. Data were collected on Stock Market Capitalization (SMC), Prime Lending Rate (PLR) and Real Exchange Rate (RER) (Nigerian Naira in relation to American Dollars of the United States). Data analysis was carried out with Ordinary Least Squares (OLS) and Cochrane-Orcutt Iterative techniques. The findings reveal that interest rate has a significant negative effect, and foreign exchange rate has a significant positive effect on Nigerian stock market development during the period covered. It is suggested that monetary authorities should strive to formulate policies that will make interest and foreign exchange rates stable, competitive, and at a level that will stimulate the investment of funds in the stock market.

scholarly journals NET BUYING (SELLING) INVESTOR ASING DAN PERUBAHAN KURS TERHADAP PERGERAKAN INDEKS PASAR

2007 ◽  
Vol 6 (1) ◽  
Author(s):  
Ignatius Roni Setyawan
Keyword(s):  
Exchange Rate ◽  
Foreign Exchange ◽  
Stock Exchange ◽  
Foreign Exchange Rate ◽  
Foreign Investor ◽  
Foreign Investors ◽  
Stationary Test

The article tested net buying selling in Jakarta Stock Exchange. JSX index stated an amazing leap during 2006 however the performance was affect by foreign investor rather than domestic investors. The research indicates that net buying selling forces by foreign investors and the fund transfer during transaction will affect the foreign exchange rate (USD to IDR). The study argues the increasing rate of net buying selling also increase the volatility of exchange rate. Using TARCH model, the research found significant result that supported the argument. The research also test the robustness of data using stationary test. Therefore, the result statistically hold and TARCH model plus AR (1) also hold during the analysis.

The Effect of Macroeconomic Conditions on the Performance of Vietnamese Stock Market

2021 ◽  
Vol 8 (12) ◽  
pp. 73-82
Author(s):  
Hien-Ly Pham ◽  
Ching-Chung Lin ◽  
Shih-Ju Chan
Keyword(s):  
Exchange Rate ◽  
Interest Rate ◽  
Stock Market ◽  
Inflation Rate ◽  
Stock Exchange ◽  
Global Supply Chain ◽  
Gold Price ◽  
Monthly Data ◽  
Macroeconomic Conditions ◽  
The Impact

Vietnam plays an important role in the global supply chain. As one of important emerging markets, many studies have focused on Vietnam-related issues. Vietnam established two stock markets in 2000s. The market performance becomes one of interesting issues to explore. This study is to investigate the impact of macroeconomic variables, including inflation rate, exchange rate, interest rate, imports, exports, and gold price, on Ho Chi Minh stock market. The study period is from July 2000 to October 2014. Using the monthly data collected from Vietnam General Statistic Office, IMF International Financial Statistics, and Ho Chi Minh stock exchange, the empirical findings of our regression model show that there exists a positive relationship for imports and gold price, while the relationships for exchange rate and interest rate are negative. No significant relationship has been found for the variables of inflation rate and exports.

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