SIANTURI, ANASTASIA (2020) ANALISIS PENGARUH MAKROEKONOMI TERHADAP YIELD OBLIGASI KORPORASI DI INDONESIA. S2 thesis, Universitas Mercu Buana Jakarta-Menteng.
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Abstract
inflation, BI rate, rupiah exchange rate against the US dollar, foreign exchange reserves, oil price on corporate bond yield in Indonesia. The phenomenon of this research is taken from the total bond transactions in Indonesia Stock Exchange that for the last 4 years has increased. This indicates that companies that use funding through corporate bonds in Indonesia have increased. The corporate bond yield index is higher than the government bond yield from 2015 to 2018. It can also be seen that the corporate bond yield has increased from 2015 to 2018. This increase is influenced by various factors, both from micro and macroeconomic factors. Therefore, it needs to study the analysis of the factors affecting the yield. In this case, researchers will focus on macroeconomic factors affecting the yield of corporate bonds in Indonesia. This study uses monthly data from 2015 to 2018. The type of research used in this study is a quantitative approach to the type of associative research. This research uses the time series analysis tools that are processed using the Eviews 10 program. The result of this research shows that in the long period of inflation variable, BI rate, the rupiah exchange rate against the US dollar, and oil price positively affects the yield of corporate bonds in Indonesia. The foreign exchange reserves variables negatively affect the yield of corporate bonds. Keywords: inflation, BI rate, exchange rates, foreign exchange reserves, oil price, yield, VECM inflasi, BI rate, nilai tukar rupiah terhadap dollar AS, cadangan devisa, oil price terhadap yield obligasi korporasi di Indonesia. Fenomena penelitian ini diambil dari total transaksi obligasi di Bursa Efek Indonesia 4 tahun terakhir telah mengalami peningkatan. Hal ini mengindikasikan bahwa perusahaan yang menggunakan pendanaan melalui obligasi korporasi di Indonesia telah mengalami peningkatan. indeks yield obligasi korporasi lebih tinggi daripada yield obligasi pemerintah dari tahun 2015 sampai 2018. Dapat juga dilihat bahwa yield obligasi korporasi mengalami peningkatan dari tahun 2015 sampai 2018. Adanya peningkatan ini dipengaruhi oleh berbagai faktor, baik dari faktor mikro maupun makro ekonomi. Oleh karena itu, perlu dilakukan kajian analisis mengenai faktor- faktor yang memengaruhi yield tersebut. Dalam hal ini peneliti akan melakukan fokus terhadap faktor makro ekonomi yang mempengaruhi yield obligasi korporasi di Indonesia. Penelitian menggunakan data bulanan dari tahun 2015 sampai dengan tahun 2018. Jenis penelitian yang digunakan dalam penelitian ini adalah pendekatan kuantitatif dengan jenis penelitian asosiatif. Penelitian ini menggunakan alat analisis time series yang diolah dengan menggunakan program Eviews 10. Adapun hasil dari penelitian ini menunjukan bahwa dalam periode panjang variabel inflasi, BI rate, nilai tukar rupiah terhadap dollar AS dan oil price berpengaruh positif terhadap yield obligasi korporasi di Indonesia. Variabel cadangan devisa berpengaruh negatif terhadap yield obligasi korporasi di Indonesia. Kata kunci: inflasi, BI rate, nilai tukar, cadangan devisa, oil price, yield, VECM
| Item Type: | Thesis (S2) |
|---|---|
| Call Number CD: | CDT-551-20-046 |
| Call Number: | T-51-MKU-20-002 |
| NIM/NIDN Creators: | 55117120073 |
| Uncontrolled Keywords: | inflation, BI rate, foreign exchange reserves, oil price, yield, VECM,inflasi, BI rate, nilai tukar, cadangan devisa, oil price, yield, VECM, MKU, Manajemen keuangan |
| Subjects: | 600 Technology/Teknologi > 650 Management, Public Relations, Business and Auxiliary Service/Manajemen, Hubungan Masyarakat, Bisnis dan Ilmu yang Berkaitan > 658 General Management/Manajemen Umum |
| Divisions: | Pascasarjana > Magister Manajemen |
| Depositing User: | MELATI CAHYA FITRIANI |
| Date Deposited: | 16 Feb 2022 03:22 |
| Last Modified: | 18 Jun 2022 04:39 |
| URI: | http://repository.mercubuana.ac.id/id/eprint/56170 |
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