Analisis Kurs Spot dan Kurs Forward Terhadap Future Spot Pada Mata Uang Rupiah, Ringgit dan Baht
Abstract
The research conducted with a view to know the exchange rate spot and forward to future spot. Variables that were used to this research is spot (X1) exchange rate , forward ( X2 ) exchange rate , and futures spot (Y). Object used this research in Rupiah , Ringgit , and Baht .The data be researched period of 180 days during the year 2017. Methods used the regression analysis multiple linear used as a technique of data analysis by using spss, then wear test the assumption classical like a test durbin-watson, glejser test, kolmogorov-smirnov test. The output of the research showed that exchange rate spot and exchange rate forward in the first quarter of 2017 having significant impact on future spot in the currency IDR , MYR , and THB the second quarter 2017.
Keyword: Spot Rate, Kurs Forward, Future Spot
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