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.
Keywords:  IHSG,  EUR/USD,  commodity,  stock  indexes, forex
Penulis: Dionysia Kowanda, Sugiharti Binastuti, Rowland Bismark Fernando Pasaribu
Kode Jurnal: jpmanajemendd140522

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