Syaharani, Tiara Putri (2026) Pengaruh Inflasi, Nilai Tukar dan Tingkat Suku Bunga Terhadap Volatilitas Harga Saham Pada Perusahaan Sektor Perbankan Periode 2023-2025. Undergraduate thesis, UPN Veteran Jawa Timur.
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Abstract
This study aims to analyze the influence of inflation, exchange rates, and interest rates on stock price volatility among banking sector companies listed on the Indonesia Stock Exchange (IDX) during the 2023–2025 period. The research was conducted to examine the extent to which macroeconomic factors affect risk levels and stock price movements in the capital market. A quantitative approach with an explanatory research design was employed. The sample was selected using purposive sampling, comprising 28 banking sector companies and resulting in a total of 1,008 observations. Secondary data obtained through documentation techniques were used for the analysis. Data analysis was performed using panel data regression with the aid of EViews. The results indicate that inflation, exchange rates, and interest rates each exert an influence on stock price volatility. Furthermore, these three variables simultaneously affect the stock price volatility of the banking sector. These findings demonstrate that macroeconomic conditions play a significant role in determining the risk levels associated with stock price movements in the capital market. Keywords: Inflation, Exchange Rate, Interest Rate, Stock Price Volatility
| Item Type: | Thesis (Undergraduate) | ||||||||
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| Subjects: | H Social Sciences > HF Commerce > HF5601 Accounting | ||||||||
| Divisions: | Faculty of Economic and Business > Departement of Accounting | ||||||||
| Depositing User: | tiara putri syaharani | ||||||||
| Date Deposited: | 10 Jul 2026 08:21 | ||||||||
| Last Modified: | 10 Jul 2026 08:53 | ||||||||
| URI: | https://repository.upnjatim.ac.id/id/eprint/55139 |
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