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Pengaruh variabel ekonomi makro dan credit default SWAP terhadap yield obligasi global Pemerintah Indonesia-Indo16 periode Januari 2007-April 2014 = The relationship between macroeconomic variables and credit default SWAP to Indonesian sovereign global bond yield Indo 16 from Januari 2007 to April 2014

R.A. Ratna Wilis Indrawatie Soetojoputeri; Rofikoh Rokhim, supervisor; Eko Rizkianto, examiner (, 2014)
 Abstrak
[ABSTRAK

Penelitian ini bertujuan menganalisis pengaruh variabel ekonomi makro yang terdiri
dari pertumbuhan inflasi, pertumbuhan depresiasi nilai tukar Rupiah terhadap US
Dollar, pertumbuhan cadangan devisa, pertumbuhan yield obligasi pemerintah
Amerika Serikat serta pertumbuhan premi Credit Default Swap terhadap
pertumbuhan yield obligasi global pemerintah Indonesia - Indo16 yang
berdenominasi US Dollar di pasar keuangan dunia selama periode Januari 2007
sampai dengan April 2014.
Setelah dilakukan pengujian regresi melalui metode Ordinary Least Squares,
penelitian ini menunjukkan adanya hubungan positif antara pertumbuhan inflasi,
pertumbuhan depresiasi nilai tukar Rupiah terhadap US Dollar, pertumbuhan yield
obligasi pemerintah Amerika Serikat terhadap pertumbuhan yield Indo16. Selain itu
terdapat hubungan negatif antara pertumbuhan cadangan devisa terhadap
pertumbuhan yield Indo16. Pertumbuhan premi Credit Default Swap memiliki
hubungan positif terhadap pertumbuhan yield Indo16.
Pertumbuhan yield obligasi pemerintah Amerika Serikat dan pertumbuhan CDS
Indonesia memiliki pengaruh positif signifikan terhadap pertumbuhan yield obligasi
global Indo16 yang berdenominasi US Dollar.


ABSTRACT

This study aimed to analyze the effect of macroeconomic variables: inflation growth,
foreign exchange growth, foreign reserves growth, U.S. government bond yield
growth and credit default swap growth to the growth of Indonesian sovereign global
bond yield - INDO16 (denominated in US Dollar) in global financial market during
the period January 2007 to April 2014.
After testing through an Ordinary Least Squares (OLS) test, this study showed a
positive relationship between inflation growth, foreign exchange growth, U.S.
government bond yield growth to the growth of Indonesian sovereign global bond
yield -INDO16. In addition there is a negative relationship between Indonesian
foreign reserve growth to INDO16 global bond yield growth. Credit Default Swap
growth has a positive relationship to INDO 16 global bond yield growth.
The growth of U.S. government bond yield and the growth of CDS has a significant
influence to the growth of Indonesian global bond yield INDO-16., This study aimed to analyze the effect of macroeconomic variables: inflation growth,
foreign exchange growth, foreign reserves growth, U.S. government bond yield
growth and credit default swap growth to the growth of Indonesian sovereign global
bond yield - INDO16 (denominated in US Dollar) in global financial market during
the period January 2007 to April 2014.
After testing through an Ordinary Least Squares (OLS) test, this study showed a
positive relationship between inflation growth, foreign exchange growth, U.S.
government bond yield growth to the growth of Indonesian sovereign global bond
yield -INDO16. In addition there is a negative relationship between Indonesian
foreign reserve growth to INDO16 global bond yield growth. Credit Default Swap
growth has a positive relationship to INDO 16 global bond yield growth.
The growth of U.S. government bond yield and the growth of CDS has a significant
influence to the growth of Indonesian global bond yield INDO-16.]
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 Metadata
No. Panggil : T-Pdf
Pengarang :
Pengarang/kontributor lain :
Subjek :
Penerbitan : [Place of publication not identified]: [Publisher not identified], 2014
Program Studi :
Naskah Ringkas :
Sumber Pengatalogan : LibUI ind rda
Tipe Konten : text
Tipe Media : computer
Tipe Carrier : online resource
Deskripsi Fisik : xiv, 66 pages : illustration ; 28 cm + appendix
Catatan Bibliografi : pages 63-66
Lembaga Pemilik : Universitas Indonesia
Lokasi : Perpustakaan UI, Lantai 3
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