Indonesia bank stock returns sensitivity to changes in macroeconomic variables / Nur Jamalina Leha@Lokman

The purpose of this research is to determine the significant relationship between macroeconomic variables and the bank stock returns in Indonesia. The researcher will use Indonesia Bank Stock Returns as the main indicator for dependent variables and the macroeconomic variables comprises of composite...

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Main Author:	Leha@Lokman, Nur Jamalina
Format:	Thesis
Language:	English
Published:	2021
Subjects:	Macroeconomics Interest rates
Online Access:	https://ir.uitm.edu.my/id/eprint/62252/2/62252.pdf
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id	my-uitm-ir.62252
record_format	uketd_dc
spelling	my-uitm-ir.622522022-08-22T06:14:36Z Indonesia bank stock returns sensitivity to changes in macroeconomic variables / Nur Jamalina Leha@Lokman 2021 Leha@Lokman, Nur Jamalina Macroeconomics Interest rates Bank stocks. Banking as an investment The purpose of this research is to determine the significant relationship between macroeconomic variables and the bank stock returns in Indonesia. The researcher will use Indonesia Bank Stock Returns as the main indicator for dependent variables and the macroeconomic variables comprises of composite index, exchange rate, long term interest rate, and short term interest rate. In order to determine the relationship between the four (4) macroeconomic variables and the Indonesia bank stock returns, this project paper used weekly basis during the period from 2010-2019 and E-views software is applied to analyze it. The scope of study for the research is within Indonesia. A part from that, this study employs proxy to a few of the selected macroeconomic variables such as 10 Indonesia bank for bank stock returns, bond for long term interest rate, and treasury bill for short term interest rate. Therefore, the data analysis plan for this research is Multiple Linear Regression Model in order to analyze the data. Based on the previous study, it was found that two of the economic variables, composite index and exchange rate have a strong relationship towards the bank stock returns while long term interest rate and short term interest rate have a weak relationship towards bank stock returns. Additionally, the researcher found out there are past research claims that all independent variable is significant with all macroeconomic variables therefore all the independent variable have positive relationship with dependent variable. 2021 Thesis https://ir.uitm.edu.my/id/eprint/62252/ https://ir.uitm.edu.my/id/eprint/62252/2/62252.pdf text en public degree Universiti Teknologi MARA, Johor Bachelor of Business Administration (Investment Management) Md Isa, Muhammad Azwan Mohamad Shafi, Roslina
institution	Universiti Teknologi MARA
collection	UiTM Institutional Repository
language	English
advisor	Md Isa, Muhammad Azwan Mohamad Shafi, Roslina
topic	Macroeconomics Interest rates Macroeconomics
spellingShingle	Macroeconomics Interest rates Macroeconomics Leha@Lokman, Nur Jamalina Indonesia bank stock returns sensitivity to changes in macroeconomic variables / Nur Jamalina Leha@Lokman
description	The purpose of this research is to determine the significant relationship between macroeconomic variables and the bank stock returns in Indonesia. The researcher will use Indonesia Bank Stock Returns as the main indicator for dependent variables and the macroeconomic variables comprises of composite index, exchange rate, long term interest rate, and short term interest rate. In order to determine the relationship between the four (4) macroeconomic variables and the Indonesia bank stock returns, this project paper used weekly basis during the period from 2010-2019 and E-views software is applied to analyze it. The scope of study for the research is within Indonesia. A part from that, this study employs proxy to a few of the selected macroeconomic variables such as 10 Indonesia bank for bank stock returns, bond for long term interest rate, and treasury bill for short term interest rate. Therefore, the data analysis plan for this research is Multiple Linear Regression Model in order to analyze the data. Based on the previous study, it was found that two of the economic variables, composite index and exchange rate have a strong relationship towards the bank stock returns while long term interest rate and short term interest rate have a weak relationship towards bank stock returns. Additionally, the researcher found out there are past research claims that all independent variable is significant with all macroeconomic variables therefore all the independent variable have positive relationship with dependent variable.
format	Thesis
qualification_level	Bachelor degree
author	Leha@Lokman, Nur Jamalina
author_facet	Leha@Lokman, Nur Jamalina
author_sort	Leha@Lokman, Nur Jamalina
title	Indonesia bank stock returns sensitivity to changes in macroeconomic variables / Nur Jamalina Leha@Lokman
title_short	Indonesia bank stock returns sensitivity to changes in macroeconomic variables / Nur Jamalina Leha@Lokman
title_full	Indonesia bank stock returns sensitivity to changes in macroeconomic variables / Nur Jamalina Leha@Lokman
title_fullStr	Indonesia bank stock returns sensitivity to changes in macroeconomic variables / Nur Jamalina Leha@Lokman
title_full_unstemmed	Indonesia bank stock returns sensitivity to changes in macroeconomic variables / Nur Jamalina Leha@Lokman
title_sort	indonesia bank stock returns sensitivity to changes in macroeconomic variables / nur jamalina leha@lokman
granting_institution	Universiti Teknologi MARA, Johor
granting_department	Bachelor of Business Administration (Investment Management)
publishDate	2021
url	https://ir.uitm.edu.my/id/eprint/62252/2/62252.pdf
_version_	1783735249752031232

Indonesia bank stock returns sensitivity to changes in macroeconomic variables / Nur Jamalina Leha@Lokman

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