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This research aims to determine empirically the relationship between exchange rate (USD/IDR), interest rate, inflation and growth gross domestic product with Indonesian Composite Index in the Indonesia Stock Exchange. This research uses data from the official website of Bank Indonesia and Yahoo! Finance in 2008-2018. The analysis technique using VECM method. This research using analysis program Eviews 9. Before the test, data is transformed into natural logarithms.

saudi journal of business and management studies

Analysis of Behavior Relationship Between Exchange Rate (USD / IDR), Interest Rate, Inflation, Growth of GDP and Indonesian Composite Index (IHSG) in Indonesia Stock Exchange Period 2008-2018