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Pengaruh Faktor Makroekonomi dan Kondisi Pasar Finansial Terhadap Pergerakan Surat Utang Pemerintah Indonesia Bertenor 10 Tahun
Investment on Indonesian Government 10-year Bonds has had significant improvement in the last few years. The phenomenon has been justified not just by the increase of dependency of the state budget in relation to government bonds, but also the increase of participants investing in government bonds every year. A comprehensive understandment on government bonds and factors affecting their yield can give a perspective to the government and the investors. This paper examines the short-term and long-term relationship of inflation, BI rate, exchange rate, US treasury yield, and 5-year credit default swap on bonds yield from 2015-2021 period using vector error correction model. BI Rate, inflation, 10-year US Treasury Yield and CDS instrument shows positive and significant relationship towards SUN in short-term and long-term. Exchange rate shows positive and significant relationship on short-term, but shows negative and significant relationship on the long-term.
Ketersediaan
| Call Number | Location | Available |
|---|---|---|
| 13930 | PSB lt.2 - Karya Akhir | 1 |
| Penerbit | Depok: Program Studi Manajemen Fakultas Ekonomi dan Bisnis Universitas Indonesia 2023 |
|---|---|
| Edisi | - |
| Subjek | Exchange rate Inflation Bonds BI Rate Credit default swaps |
| ISBN/ISSN | - |
| Klasifikasi | NONE |
| Deskripsi Fisik | xviii, 78 p. ; diagr. ; 30 cm |
| Info Detail Spesifik | - |
| Other Version/Related | Tidak tersedia versi lain |
| Lampiran Berkas | Tidak Ada Data |