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研究生： 范涵凝
Fadhilla, Hanifa Nur
論文名稱： 通膨、利率、匯率及標準普爾500指數對印尼雅加達綜合指數之影響
The influences of inflation, interest rate, exchange rate, and S&P 500 on indonesia composite stock price index
指導教授： 蔡政憲
Tsai, Jason
口試委員: 詹芳書
Chan, Fang-Shu
陳威光
Chen, Wei-Kuang
學位類別： 碩士
Master
系所名稱： 商學院 - 國際經營管理英語碩士學位學程(IMBA)
International MBA Program College of Commerce(IMBA)
論文出版年： 2019
畢業學年度： 107
語文別： 英文
論文頁數： 37
中文關鍵詞： 通或膨脹 、利率 、匯率 、普爾500指數 、印尼雅加達綜合指數
外文關鍵詞： inflation, interest rate, exchange rate, S&P 500, Indonesia Composite Stock Price Index
DOI URL： http://doi.org/10.6814/NCCU201900015
相關次數： 點閱：246  下載：0 
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    This research is aimed to investigate the influence of inflation, interest rate, exchange rate, and S&P 500 on Indonesia Composite Stock Price (I-CSPI). This study examines the factors influencing I-CSPI in Indonesia Stock Exchange (IDX). The period of this study is from 2014 to 2018. The object of this research is I-CSPI. This study used secondary data. The hypotheses are examined using four models to support the factors influencing I-CSPI.
    The result of this research expressed that from independent variables do not influence I-CSPI. Thus, the hypotheses are rejected. This research result derives from t-test statistics. Based on F-test, independent variables are not simultaneously influence I-CSPI.

    1. Introduction 1
    1.1. Background 1
    1.2. Research Questions 7
    1.3. Research Objectives 8
    1.4. Limitation of Research 8
    1.5. Research Contribution 8
    2. Literature Review 9
    2.1. Indonesia Composite Stock Price Index (I-CSPI) 9
    2.2. The Factors that Influence I-CSPI 9
    2.2.1. Inflation 9
    2.2.2. Interest Rate (BI rate) 10
    2.2.3. Exchange Rate 11
    2.2.4. S&P 500 12
    2.3. Previous Researches on Factors affecting I-CSPI 13
    2.4. Conceptual Framework 14
    2.4.1. The Influence of Inflation on I-CSPI 14
    2.4.2. The Influence of Interest Rate on I-CSPI 14
    2.4.3. The Influence of Exchange Rate Changes on I-CSPI 14
    2.4.4. The Influence of S&P 500 on I-CSPI 15
    3. Research Methodology 16
    3.1. Research Method 16
    3.2. The Object of Research 16
    3.3. Type and Sources of Data 16
    3.4. Variable Definition & Measurement 16
    3.4.1. I-CSPI 16
    3.4.2. Inflation 17
    3.4.3. Interest Rate 17
    3.4.4. Exchange Rate 17
    3.4.5. S&P 500 18
    3.5. Analytical Method 18
    3.5.1. Regression Model 18
    3.5.2. Classical Assumption Test 19
    3.6. Hypotheses Testing 21
    4. Research Result and Analysis 22
    4.1. Descriptive Statistic Analysis 22
    4.2. Correlation Matrix 24
    4.3. The Classical Assumption Test 25
    4.3.1. Multicollinearity Test 25
    4.3.2. Auto-correlation Test 26
    4.3.3. Heteroscedasticity test 26
    4.4. Multiple Linear Regression 27
    4.5. Hypotheses Test Result and Analysis 28
    4.5.1. T-test 28
    4.5.2. F-test 30
    5. Conclusions 31
    6. References 32
    7. Appendix 35

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