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Bitcoin Dan Nilai Tukar: Autoregressive Distributed Lag

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  • Ompusunggu, Dicky Perwira
  • Wibawa, Steffy Calista

Abstract

Mata uang kripto, seperti Bitcoin telah memicu diskusi yang intens. Meskipun mendapat perhatian publik yang luas, pemahaman teoritis terhadap nilai mata uang digital berbasis blockchain masih sangat terbatas, misalnya dalam menentukan besaran tukaran bitcoin terhadap mata uang konvensional yang sangat sulit. Penelitian ini berbasis teori mengenai penentuan nilai tukar Bitcoin (terhadap USD), dengan mempertimbangkan faktor teknologi dan ekonomi. sejak awal tahun 2013 karena fluktuasi harganya yang sangat besar. Penelitian ini menguji pengaruh nilai tukar (USD/ AUD, USD/ EUR, USD/ GBP, dan USD/ JPY) terhadap imbal hasil bitcoin yang mencakup periode 2018 hingga 2022 melalui data sekunder berupa closing price bulanan dari tahun 2018 – 2022. Data yang diambil menggunakan data bulanan selama periode 2018-2022. Teknik analisis data menggunakan data deret waktu dengan bantuan Eviews 10 dan metode model uji Autoregressive Distributed Lag (ARDL) untuk menganalisis pengaruh variabel independen terhadap variabel dependen. Hasil penelitian menunjukkan bahwa return Bitcoin terpengaruh secara signifikan dari nilai mata uang USD/JPYdan tidak terpengaruh secara signifikan dari nilai mata uang asing (USD/ EUR, USD/GBP, USD/ AUD dan USD/ IDR). Hal ini mungkin sebagian disebabkan oleh faktor umum yang mempengaruhi pengembalian USD/JPY dan Bitcoin secara bersamaan dalam beberapa waktu terakhir. Pihak- pihak yang tertarik dapat fokus untuk menyelidiki pengaruh nilai tukar terhadap mata uang kripto dengan mengambil beberapa mata uang digital, tidak hanya bitcoin.

Suggested Citation

  • Ompusunggu, Dicky Perwira & Wibawa, Steffy Calista, 2023. "Bitcoin Dan Nilai Tukar: Autoregressive Distributed Lag," OSF Preprints 72pq4_v1, Center for Open Science.
    • Handle: RePEc:osf:osfxxx:72pq4_v1
    DOI: 10.31219/osf.io/72pq4_v1
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