FAKTOR PENENTU INVESTASI PORTOFOLIO DI INDONESIA

Indra Suhendra, Navik Istikomah

Abstract


This study is performed as an effort to analysis contributions of various macroeconomic variables suspected as enforcing influence toward portfolio investment. The data used in this study during the period of 1995-2014. The objective of this study is to test the influence of interest rate, economic growth, inflation and exchange rate on private investment in Indonesia. Method applied in this study is survey method using explanatory approach. This study uses multiple regression (OLS) as the analysis tool. Conclusion of this study includes that increase in inflation and economic growth will significantly increase portfolio investment, while increases in interest rate and exchange rate will significantly degrade portfolio investment in Indonesia.

 

Penelitian ini dilakukan sebagai upaya untuk menganalisis kontribusi berbagai variabel makroekonomi yang dicurigai sebagai pengaruh menegakkan terhadap investasi portofolio. Data yang digunakan dalam penelitian ini selama periode 1995-2014. Tujuan dari penelitian ini adalah untuk menguji pengaruh tingkat bunga, pertumbuhan ekonomi, inflasi dan nilai tukar pada investasi swasta di Indonesia. Metode yang digunakan dalam penelitian ini adalah metode survei dengan pendekatan explanatory. Penelitian ini menggunakan regresi berganda (OLS) sebagai alat analisis. Kesimpulan dari penelitian ini termasuk bahwa peningkatan inflasi dan pertumbuhan ekonomi akan secara signifikan meningkatkan investasi portofolio, sementara kenaikan suku bunga dan nilai tukar akan secara signifikan menurunkan investasi portofolio di Indonesia.


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Banjarmasin




DOI: http://dx.doi.org/10.35448/jrat.v9i2.4314

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