PENGARUH TINGKAT INFLASI, SUKU BUNGA SERTIFIKAT BANK INDONESIA (SBI) DAN NILAI KURS DOLLAR AS (USD) TERHADAP INDEKS HARGA SAHAM GABUNGAN (IHSG) DI BURSA EFEK INDONESIA

The aim of the research is to detect whether inflation rate bank Indonesia, BI interest rate and
dollar exchange rate influence with simultaneously and partialhy toward IHSG in Indonesian
stock exchange and from the three variable, which one has the most influence to IHSG. The
kind of the research are explanatory researches. Is research was Quantitatif data obtaind from
secondary data indirectly or from information in www.idx.co.id and www.bi.go.id are IHSG,
inflation, SBI’s rate and USD with a month term periode begin from January 2007 -desember
2011. The cumulation technique date in this research is documentation, whereas analyze
technicque used is multiple regressions. The result of the research shows that : first, inflation
rate, interest rate SBI and dollar exchange rate value AS influence simultaneously toward
IHSG in BEI. Second, the three variables toward IHSG are inflation 0,083, inters rate BI -
0,617 and dollar exhange rate value AS -0,182 influence with other variable which is not
entry in regretion model. Third, inflantions rate influenci positive, BI’rate and USD influence
negative toward IHSG in Indonesian stock exchange.