Analisis determinan yield obligasi pemerintah berdenominasi rupiah di Pasar Perdana Domestik
Nomor Panggil : 2019_TAEP_021164027
Penerbit : FEB - Usakti
Kota Terbit : Jakarta
Tahun Terbit : 2019
Pembimbing 1 : Syofriza Syofyan
Subyek : Development of government bonds;Monetary economy - Policy and yield determination
Kata Kunci : bond, sukuk, bond yield, government bond, maturity, interest rate, inflation, bond price
Status Posting : Published
Status : Lengkap
No. | Nama File | Hal. | Link |
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1. | 2019_TA_EP_021164027._Halaman-Judul.pdf | 17 | |
2. | 2019_TA_EP_021164027_Bab-I.pdf | 13 | |
3. | 2019_TA_EP_021164027._Bab-2.pdf |
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4. | 2019_TA_EP_021164027._Bab-3.pdf | 12 |
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5. | 2019_TA_EP_021164027._Bab-4.pdf |
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6. | 2019_TA_EP_021164027._Bab-5.pdf |
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7. | 2019_TA_EP_021164027._Daftar-Pustaka.pdf | 5 | |
8. | 2019_TA_EP_021164027._Lampiran.pdf |
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P Penelitian ini bertujuan untuk menganalisis faktor-faktor yang diduga mempengaruhi yield obligasi pemerintah berdenominasi rupiah di pasar perdana. Metode regresi berganda dengan model kuadrat terkecil (ordinary least square) digunakan untuk menganalisis hubungan antar variabel pada penelitian ini. Hasil penelitian menunjukkan bahwa tenor obligasi, tingkat kupon bunga obligasi, harga obligasi di pasar sekunder, kinerja obligasi di pasar sekunder, laju inflasi, laju nilai tukar, kondisi pasar uang dan pasar modal domestik, serta kondisi pasar uang dan pasar obligasi global, mempengaruhi yield obligasi pemerintah Indonesia di pasar perdana secara signifikan.
T This study aims to analyze determinants which might influenced yield of Indonesian Government Bond Denominated-Rupiah in primary market. Multiple regression using ordinary least square model are used to analyze colinearity among variables in this study. The results showed that bond maturity, bond coupon rate, bond price in secondary market, bond performance in market, inflation rate, currency, money and stock domestic market condition, and money and bond global market condition are significantly affect Indonesian government bond yield in primary market.