DETERMINAN IMBAL HASIL OBLIGASI PEMERINTAH

NUGRAHA, RESTU EKO and Suhel, Suhel and Hidayat, Ariodillah (2021) DETERMINAN IMBAL HASIL OBLIGASI PEMERINTAH. Undergraduate thesis, Sriwijaya University.

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Abstract

Penelitian ini bertujuan untuk menganalisis hubungan antara variabel makroekonomi yang diduga sebagai fakfor pengaruh imbal hasil obligasi, yaitu: BI rate, tingkat inflasi, nilai tukar, jumlah uang beredar (M2), dan cadangan devisa terhadap imbal hasil obligasi pemerintah tenor 1 tahun. Jenis data yang digunakan adalah sekunder dengan periode waktu Januari 2016 – Juli 2021, serta menggunakan metode analisis Vector Error Correction Model (VECM) untuk mengetahui hubungan di jangka pendek dan jangka panjang. Hasil penelitian menunjukkan bahwa (1) pada jangka panjang, BI rate, nilai tukar berhubungan positif. Sementara, M2 berhubungan negatif terhadap imbal hasil obligasi pemerintah; (2) pada jangka pendek, BI rate, nilai tukar berhubungan positif; (3) sementara tingkat inflasi dan cadangan devisa tidak berpengaruh, baik di jangka pendek maupun jangka panjang.

Item Type:	Thesis (Undergraduate)
Uncontrolled Keywords:	Suku Bunga, BI Rate, Tingkat Inflasi, Nilai Tukar, Jumlah Uang Beredar, Cadangan Devisa, Imbal Hasil, Obligasi Pemerintah
Subjects:	H Social Sciences > HG Finance > HG1621-1638 Interest rates. Interest tables H Social Sciences > HG Finance > HG178 Liquidity H Social Sciences > HG Finance > HG4701-4751 Government securities. Industrial securities. Venture capital
Divisions:	01-Faculty of Economics > 60201-Development Economics (S1)
Depositing User:	Restu Eko Nugraha
Date Deposited:	23 Mar 2022 07:01
Last Modified:	23 Mar 2022 07:01
URI:	http://repository.unsri.ac.id/id/eprint/66691

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