Investasi pada obligasi, saham, emas, dan properti sebagai lindung nilai melawan inflasi di Indonesia

Dewi, Shinta kurnia (2024) Investasi pada obligasi, saham, emas, dan properti sebagai lindung nilai melawan inflasi di Indonesia. Masters thesis, Universitas Pelita Harapan.

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Abstract

Perubahan harga barang dan jasa yang konstan menyebabkan terjadinya inflasi. Inflasi tersebut dapat menyebabkan menurunnya nilai uang yang dimiliki Masyarakat, sehingga penting bagi para investor untuk dapat melakukan hedging agar nilai kekayaan tetap terjaga. Penelitian ini bertujuan untuk menganalisa apakah terdapat hubungan kointegrasi antara inflasi dengan obligasi, pasar saham, emas dan properto pada pasar di Indonesia. Penelitian ini dilakukan secara kuantitatif dengan Teknik analisa Johansen's Cointegration Test method. Data yang digunakan pada penelitian ini dalam bentuk bulanan dari periode 2010 hingga 2023. Hasil penelitian menunjukkan bahwa obligasi, emas, harga saham dan properti memiliki hubungan kointegrasi dengan inflasi dan kecenderungan untuk bergerak bersama. / Constant changes in the prices of goods and services cause inflation. This inflation can cause a decrease in the value of money owned by the community, so it is important for investors to be able to hedge so that the value of wealth is maintained. This study aims to analyze whether there is a cointegration relationship between inflation and bonds, the stock market, gold and property in the market in Indonesia. This research was conducted quantitatively using the Johansen's Cointegration Test method analysis technique. The data used in this study are in monthly form from 2010 to 2023. The results of the study show that bonds, gold, stock prices and property have a cointegration relationship with inflation and tend to move together.
Item Type: Thesis (Masters)
Creators:
Creators
NIM
Email
ORCID
Dewi, Shinta kurnia
NIM 01619220068
shintakurnia.d@gmail.com
UNSPECIFIED
Contributors:
Contribution
Contributors
NIDN/NIDK
Email
Thesis advisor
Kim, Sung Suk
NIDN8963400020
sungsuk.kim@uph.edu
Uncontrolled Keywords: Obligasi ; Inflasi ; Emas ; Pasar Saham ; Properti ; Nilai Lindung ; Bonds ; Inflation ; Gold ; Stock Market ; Property ; Hedging
Subjects: H Social Sciences > HD Industries. Land use. Labor > HD28 Management. Industrial Management
Divisions: University Subject > Current > Faculty/School - UPH Karawaci > Business School > Master of Management
Current > Faculty/School - UPH Karawaci > Business School > Master of Management
Depositing User: Shinta Kurnia Dewi
Date Deposited: 07 Aug 2024 07:26
Last Modified: 07 Aug 2024 07:26
URI: http://repository.uph.edu/id/eprint/64548

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