Kausar, Dhika Ayhodha and Munaf, Alex Iskandar (2018) The Impact Of Interest Rate, Exchange Rate, And Gross Domestic Production Growth Toward Stock Returns Of Selected Indonesian Banking Companies Listed In Indonesia Stock Exchange. Bachelor thesis, Swiss German University.

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Abstract

Stock prices have some ties to macroeconomic variables, and with Indonesian Stock Exchange have all time high, despite some of macroeconomics have negative results. This thesis is aiming to find the relationship between interest rate, exchange rate, and gross domestic production growth to stocks returns of banking companies listed in IDX with time horizon of trader and investor. The data gathered is sampled from banking companies with big market capitalization from 2007 – 2017. The data is pooled in monthly and yearly for interest rate, exchange rate, and stock returns. As for GDP growth is only available in quarterly. The data are processed through panel regression method. From empirical results, that none of the independent variables are significant to stock returns in monthly frequency. However, in yearly results only exchange rate has significance to stock returns, while the rest resulted as insignificant.

Item Type:	Thesis (Bachelor)
Uncontrolled Keywords:	Exchange Rate; Interest Rate; GDP growth
Subjects:	H Social Sciences > HG Finance > HG1501-3550 Banking H Social Sciences > HG Finance > HG4551 Stock exchanges
Divisions:	Faculty of Business Administration and Communication > Department of Business Administration
Depositing User:	Astuti Kusumaningrum
Date Deposited:	19 May 2020 02:02
Last Modified:	19 May 2020 02:02
URI:	http://repository.sgu.ac.id/id/eprint/543

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