Indeks Harga Saham ASEAN-5 Memediasi Hubungan dari The FED terhadap Kurs di ASEAN-5 pada Periode 2010-2019

Yoshua Yoshua, Yanuar Yanuar
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Abstract

The purpose of this study was to determine the effect of The FED on Exchange Rates in ASEAN-5 during the period 2010-2019, using the ASEAN-5 stock price index as a mediating variable. At the same time want to confirm the theory of Mundell-Fleming. The type of this research is quantitative descriptive. By using the Eviews 10 program with the method of ordinary least square (simple linear regression). The results of this study are in Indonesia, Malaysia, Philippines and Singapura, ASEAN-5 composite stock price index variable can mediate the influence of the FED on the exchange rate except Vietnam.

 

Tujuan penelitian ini adalah untuk mengetahui pengaruh antara The FED terhadap Kurs di ASEAN-5 selama periode 2010-2019, dengan menggunakan indeks harga saham ASEAN-5 sebagai variabel mediasinya. Sekaligus ingin mengkonfirmasi teori Mundell-Fleming. Adapun jenis penelitian ini adalah deskriptif kuantitif. Adapun hasil pada penelitian ini adalah pada negara Indonesia, Malaysia, Filipina dan Singapura variabel indeks harga saham gabungan ASEAN-5 dapat memediasi pengaruh The FED terhadap Kurs kecuali Vietnam.

Keywords

Mundell-Flemming; The FED; Composite Stock Price Index; Exchange Rate; ASEAN-5

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