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Abstract:
This study aimed to examine the effect of changes in the exchange rate for rupiah to US Dollar, SBI interest rate changes, changes from the Dow Jones index to changes Composite Stock Price Index (JCI) period January 2005 to December 2014. The analysis technique used is multiple linear regression, hypothesis testing are used as statistical test t , F statistical test with a significant level of 5%. Classic assumption tests used in this study included tests of normality, multi collinearity, heteroscedasticity and autokolerasi. This research has been done to produce evidence that the change in the exchange rate for Rupiah to US Dollar and SBI interest rate changes significantly and negatively related to changes in Composite Stock Price Index (JCI), while the Dow Jones index changes positively and significantly to changes in Composite Stock Price Index (JCI). together a significant difference between changes in the exchange rate of rupiah to Dollar USA, changes from interest rates SBI and the Dow Jones Index to changes in Composite Stock Price Index (JCI).
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