REAKSI PASAR MODAL TERHADAP FAKTOR EKONOMI DAN FAKTOR NON EKONOMI DI INDONESIA

Jurnal Dinamika Ekonomi Pembangunan

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Field Value
 
Title REAKSI PASAR MODAL TERHADAP FAKTOR EKONOMI DAN FAKTOR NON EKONOMI DI INDONESIA
 
Creator Lestari, Ninda Vani
Nugroho, Ris Yuwono
 
Description The purpose of this study is (1) to examine how much influence economic and non-economic factors have on the movement of the Jakarta Composite Index (CSPI), (2) to examine the most dominant factor in the movement of the Composite Stock Price Index (CSPI). The method in this study uses monthly data and is processed using the Vector Auto Regression (VAR) analysis technique. the results of the variance decomposition test before social / political turmoil showed that the most dominant contribution was recorded at the CSPI itself 61 percent, with economic factors 21 percent and non-economic factors 18 percent. However, the results of the variance decomposition test after social / political turmoil showed that the most dominant contribution was recorded in non-economic factors, 52 percent, with economic factors 36 percent, and CSPI itself at 18 percent. Thus, there are differences before and after social / political turmoil
 
Publisher universitas pembangunan nasional veteran jawa timur
 
Date 2020-01-29
 
Type info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
 
Format application/pdf
 
Identifier http://jdep.upnjatim.ac.id/index.php/jdep/article/view/99
10.33005/jdep.v3i1.99
 
Source Jurnal Dinamika Ekonomi Pembangunan; Vol 3 No 1 (2020): JDEP - Jurnal Dinamika Ekonomi Pembangunan; 240 - 256
2614-2546
10.33005/jdep.v3i1
 
Language eng
 
Relation http://jdep.upnjatim.ac.id/index.php/jdep/article/view/99/54
 
Rights Copyright (c) 2020 Ninda Vina Lestari, Ris Yuwono Nugroho
http://creativecommons.org/licenses/by/4.0
 

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