[ABSTRAK
Penelitian ini bertujuan menganalisis pengaruh variabel ekonomi makro yang terdiridari pertumbuhan inflasi, pertumbuhan depresiasi nilai tukar Rupiah terhadap USDollar, pertumbuhan cadangan devisa, pertumbuhan yield obligasi pemerintahAmerika Serikat serta pertumbuhan premi Credit Default Swap terhadappertumbuhan yield obligasi global pemerintah Indonesia - Indo16 yangberdenominasi US Dollar di pasar keuangan dunia selama periode Januari 2007sampai 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 yieldobligasi pemerintah Amerika Serikat terhadap pertumbuhan yield Indo16. Selain ituterdapat hubungan negatif antara pertumbuhan cadangan devisa terhadappertumbuhan yield Indo16. Pertumbuhan premi Credit Default Swap memilikihubungan positif terhadap pertumbuhan yield Indo16.Pertumbuhan yield obligasi pemerintah Amerika Serikat dan pertumbuhan CDSIndonesia memiliki pengaruh positif signifikan terhadap pertumbuhan yield obligasiglobal 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 yieldgrowth and credit default swap growth to the growth of Indonesian sovereign globalbond yield - INDO16 (denominated in US Dollar) in global financial market duringthe period January 2007 to April 2014.After testing through an Ordinary Least Squares (OLS) test, this study showed apositive relationship between inflation growth, foreign exchange growth, U.S.government bond yield growth to the growth of Indonesian sovereign global bondyield -INDO16. In addition there is a negative relationship between Indonesianforeign reserve growth to INDO16 global bond yield growth. Credit Default Swapgrowth 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 significantinfluence 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 yieldgrowth and credit default swap growth to the growth of Indonesian sovereign globalbond yield - INDO16 (denominated in US Dollar) in global financial market duringthe period January 2007 to April 2014.After testing through an Ordinary Least Squares (OLS) test, this study showed apositive relationship between inflation growth, foreign exchange growth, U.S.government bond yield growth to the growth of Indonesian sovereign global bondyield -INDO16. In addition there is a negative relationship between Indonesianforeign reserve growth to INDO16 global bond yield growth. Credit Default Swapgrowth 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 significantinfluence 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 yieldgrowth and credit default swap growth to the growth of Indonesian sovereign globalbond yield - INDO16 (denominated in US Dollar) in global financial market duringthe period January 2007 to April 2014.After testing through an Ordinary Least Squares (OLS) test, this study showed apositive relationship between inflation growth, foreign exchange growth, U.S.government bond yield growth to the growth of Indonesian sovereign global bondyield -INDO16. In addition there is a negative relationship between Indonesianforeign reserve growth to INDO16 global bond yield growth. Credit Default Swapgrowth 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 significantinfluence to the growth of Indonesian global bond yield INDO-16.] |
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