PENGARUH BURSA SAHAM GLOBAL, ASEAN, DAN HARGA KOMODITAS TERHADAP INDEKS HARGA SAHAM GABUNGAN, DAN NILAI TUKAR EUR/USD
ABSTRACT: Globalization has
made whole stock markets intergrated. Another investment’s instruments e.g.
commodity and forex have
shown a link
among stock market, commodity market, and forex market.
This research aim’s to indicate link among world stock market and commodity
market on domestic stock market and forex market.By using multiple regression,
this paper found that DJIA and STI has a positif significant effect on IHSG. On
the other hand, Nikkei, SSECC, and Crude Oil has a negative significant effect
on IHSG. While, FTSE, Crude Oil,
and Gold implicate
EUR/USD significant negatively. The others, SSEC and Nikkei are positive
significant. This conclude that there is a significant relation
among stock market,commodity market,and forex market
among this world.
Penulis: Dionysia Kowanda, Sugiharti
Binastuti, Rowland Bismark Fernando Pasaribu
Kode Jurnal: jpmanajemendd140522