2024
DOI: 10.24912/je.v29i2.2232
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Error Correction Model (ECM) For Macroeconomic Factors And LQ45 Stock Price Index

Yohanes Andri Putranto B,
Bernadette Robiani,
Mukhlis
et al.

Abstract: This research aims to test the causal effects of the inflation rate empirically, the Rupiah exchange rate against the United States Dollar, and world crude oil prices on the LQ45 stock price index. In its testing, this research uses the Error Correction Model (ECM) and uses data every month from 2000 to 2022. The research results show that the inflation rate, exchange rate and world gold prices significantly affect the LQ45 stock price index. Furthermore, the inflation rate and exchange rate have a negative in… Show more

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