dc.contributor.advisor | Siregar, Hermanto | |
dc.contributor.advisor | Ahmad, Fahmi Salam | |
dc.contributor.author | Ashydiqhi, Fandy | |
dc.date.accessioned | 2021-08-16T00:20:36Z | |
dc.date.available | 2021-08-16T00:20:36Z | |
dc.date.issued | 2021-08 | |
dc.identifier.uri | http://repository.ipb.ac.id/handle/123456789/108455 | |
dc.description.abstract | Pandemi Covid-19 adalah fenomena yang terjadi pada akhir tahun 2019, Covid-19 memiliki dampak tidak hanya bagi kesehatan juga berdampak pada keadaan ekonomi suatu negara. Hal tersebut juga berpengaruh terhadap tingkat suku bunga dan indeks harga saham pada negara ASEAN-5. Tujuan dari penelitian ini adalah untuk menganalisis hubungan tingkat suku bunga dan ineks harga saham di negara ASEAN-5 pada masa sebelum dan saat pandemi Covid-19. Penelitian ini menggunakan metode deskriptif dan kuantitatif dengan menggunakan analisis VARX (Vector Autoregressive with Exogenous). Hasil dari penelitian ini yaitu pada masa sebelum pandemi Covid-19 indeks harga saham negara ASEAN-5 cenderung stabil dikarenakan kebijakan moneter yang eketif melalui suku bunga, namun pada masa pandemi Covid-19 suku bunga tidak berpengaruh secara signifika terhadap indeks harga saham, hal tersebut dikarenakan tingginya sentimen negatif investor terhadap indeks harga saham saat pandemi Covid-19. Berdasarkan interpretasi IRF exogenous, indeks harga saham dan suku bunga negara ASEAN-5 masih berfluktuatif dengan adanya guncangan penambahan kasus Covid-19. Hal tersebut menunjukkan bahwa ekonomi negara ASEAN-5 masih rentan terhadap guncangan pandemi Covid-19. | id |
dc.description.abstract | The Covid-19 pandemic is a phenomenon that occurred at the end of 2019. Covid-19 has an impact not only on health but also on the economic state of a country. This also affects interest rates and stock price indexes in ASEAN-5 countries. The purpose of this study was to analyze the relationship between interest rates and stock price indexes in ASEAN-5 countries before and during the Covid-19 pandemic. This study used descriptive and quantitative methods using VARX (Vector Autoregressive with Exogenous) analysis. The results of this study in the period before the Covid-19 pandemic the stock price index of ASEAN-5 countries tended to be stable due to effective monetary policy through interest rates, but during the Covid-19 pandemic interest rates did not significantly affect the stock price index, it was due to high negative investor sentiment towards the stock price index during the Covid-19 pandemic. Based on the IRF exogenous interpretation, the stock price index and interst rate of ASEAN-5 are still fluctuating whit their shock of Covid-19 cases. This shows that the ASEAN-5 economies are still vulnerable to the shocks of the Covid-19 pandemic. | id |
dc.language.iso | id | id |
dc.publisher | IPB University | id |
dc.title | Hubungan Indeks Harga Saham dan Suku Bunga di Negara ASEAN-5 pada Masa Sebelum dan Saat Pandemi Covid-19 | id |
dc.title.alternative | The Relationship between stock price index and interest rates in ASEAN-5 countries before and during the Covid-19 pandemic | id |
dc.type | Undergraduate Thesis | id |
dc.subject.keyword | ASEAN-5, Covid-19, interest rate, stock price index, VARX | id |
dc.subject.keyword | ASEAN-5 | id |
dc.subject.keyword | Covid-19 | id |
dc.subject.keyword | interest rate | id |
dc.subject.keyword | stock price index | id |
dc.subject.keyword | VARX | id |