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Analisis Perilaku Indikator Debt Market
This paper analyze the debt market, focusing on the behavior of soverign yield and Credit Default Swap (CDS). We build several empirical models to test the factors determine these two indicators and apply them using the Indonesian and peers data. The result confirm the significance impact of foreign reserves and VIX index on the bond yield in Indonesia and its peers country. On the composite sovereign bond, the result shows that the real effective exchange rate (REER) and the debt service ratio (DSR) significantly affect the yield, while on the corporate bond yield, the significant explanatory variables are return on equity (ROE), inflation, the current ratio (CR) and net profit margin (NPM). However, there is an anomaly where the impact of the last two variables (CR and NPM) are contrary to the theory..Printed Journal
Ketersediaan
| Call Number | Location | Available |
|---|---|---|
| BEMP1303 | PSB lt.dasar - Pascasarjana | 1 |
| Penerbit | Jakarta: Bank Indonesia |
|---|---|
| Edisi | - |
| Subjek | Risk Bond Yield Sovereign Debt market corporate fundamentals. |
| ISBN/ISSN | 14108046 |
| Klasifikasi | - |
| Deskripsi Fisik | - |
| Info Detail Spesifik | - |
| Other Version/Related | Tidak tersedia versi lain |
| Lampiran Berkas | Tidak Ada Data |