文章基本信息

标题：FLUCTUATION ANALYSIS OF EFFECT OF EXCHANGE RATE (U.S. DOLLAR AND EURO) COMPOSITE STOCK PRICE INDEX ON STOCK EXCHANGE IN JAKARTA
本地全文：下载
作者：FAJAR ANDIKA ; SYNTHA NOVIYANA
期刊名称：Faculty of Economics
出版年度：2007
卷号：0
期号：0
语种：English
出版社：Faculty of Economics
摘要：Many factors that cause fluctuation in JCI. In scientific writing, the author onlylimits on the influence of fluctuations in exchange rate of U.S. Dollar and Euro.The purpose of this paper is to determine how the relationship and the influenceof fluctuations in exchange rate of U.S. Dollar and Euro against the JSXComposite Index, and the variables which most influence on fluctuations JCI,and also to know how big the resulting increase and decrease due to exchangerate fluctuations. Data used to conduct research is data closure of the JCI value,the currency exchange rate of U.S. Dollar and Euro against the Rupiah startingfrom April 2 until June 8, 2007 (post-day international labor). The method usedto process the data is by using the method of Double Liner regression usingSPSS.. However, if the addition of Rp. 100 000 against the U.S. Dollar value ofsales, will decrease the amount Composite Index of 169 770. But unlike againstthe Euro if there is additional USD. 100 000 Euros to selling prices, will resultin the addition of 74 990 Rupiah.Dari CSPI study showed the results of thevalue of r = 0.3775 which shows that the combination of two free variablecorrelation to U.S. Dollar and Euro against JCI is at 0.3775. And also the valueof coefficient of determination yielded r2 = 0.1425, which means that JCI can beexplained by the U.S. Dollar and the Euro amounted to 14.25%, while theremaining 85.75% can be explained by other factors (such as economicconditions, inflation rates, political stability, interest rates, and other etc.).