PENGARUH TINGKAT BUNGA SERTIFIKAT BANK INDONESIA (SBI) TERHADAP KURS TUKAR RUPIAH

Koes Oktavia, Rika (2009) PENGARUH TINGKAT BUNGA SERTIFIKAT BANK INDONESIA (SBI) TERHADAP KURS TUKAR RUPIAH. Other thesis, University of Muhammadiyah Malang.

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Abstract

The research titled “Influence of Bank Certificate Interest to Rupiah's Exchange Value”. The research was done to find out whether interest level influenced the rupiah's exchange value. In this research, the independent variable (X) was interest level and rupiah's exchange value as dependent variable (Y). The research aimed to find out whether interest level influenced rupiah's interest level. In this research, the writer took one hypothesis that interest level owed significant influence to rupiah's exchange value. The research used Distribution lag analytical tool to find out whether interest level influenced rupiah's exchange value for 2004 until august 2009 to find out whether rupiah's exchange value used R2 test while F test used to find out all the new coefficient altogether and t-test was used to test all regression in partial. The analysis showed that interest level has significant influence to rupiah's exchange value. It could be seen from t test and F test explained that interest level in simultaneous and partial had significant influence to the rupiah's exchange value Rp/ €, while in exchange value of Rp/$ and exchange value of Rp/¥, interest level didn't significantly influenced the exchange value of Rp/$ and exchange level of Rp/¥. In t test there found interest level in month-15 has significant influence to exchange value Rp/€, while interest level in month t, t-1, t-2, t-3,...t-14 didn't have significant influence to exchange value of Rp/$ interest level whether in month-t, t-1, t-2, t-3,...t-5 in simultaneous or partial didn't have exact influence to rupiah's exchange value Rp/$ while exchange value of Rp/¥, bank interest level in month-t, t-1, t-2, t-3,...t-8 in simultaneous or partial didn't influenced the exchange value of Rp/¥. According to the research, the writer conclude that interest level had influence to rupiah's exchange value and along the research, Indonesia stock exchange had tendency to enter all past information (weakly efficient market)

Item Type: Thesis (Other)
Subjects: H Social Sciences > HB Economic Theory
Divisions: Faculty of Economic > Department of Management
Depositing User: Anwar Jasin
Date Deposited: 21 Jun 2012 03:12
Last Modified: 21 Jun 2012 03:12
URI: http://eprints.umm.ac.id/id/eprint/8861

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