ANALISIS PENGARUH MAKROEKONOMI TERHADAP INDONESIA 10-YEAR GOVERNMENT BOND YIELD PERIODE TAHUN 2017 – 2019

SINAGA, CHYNTIA JULIANA PRATIWI (2021) ANALISIS PENGARUH MAKROEKONOMI TERHADAP INDONESIA 10-YEAR GOVERNMENT BOND YIELD PERIODE TAHUN 2017 – 2019. S2 thesis, Universitas Mercu Buana Jakarta.

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Abstract

The purpose of this research is to analyze the effect of macroeconomic, namely Inflation, Gross Domestic Product, Exchange Rate, Interest Rate and Sovereign Risk to Indonesia 10-Year Government Bond Yield. The population in this study were all government bond yield tenors of the benchmark series for the period 2017 to 2019. The type of this research is causal associative research. The research sample is tradeable Indonesian government bonds with a tenor of 10 years. The sample amounted to 36 sample. Data analysis techniques using multiple regression analysis methods. The result of the coefficient determination is 90,6%, which shows that Indonesia 10-Year Government Bond Yield is influenced by inflation, Gross Domestic Product, Exchange Rate, Interest Rate and Sovereign Risk of 90,6% and there is still an influence from other factors of 9.4%. The results of t-test showed that the Inflation and Gross Domestic Product do not have a significant effect on Indonesia 10-Year Government Bond Yield. Exchange Rate, Interest Rate and Sovereign Risk have a positif and significant effect on Indonesia 10-Year Government Bond Yield. Keywords: Inflation, Product Domestic Bruto, Exchange Rate, Interest Rate, Sovereign Risk and Indonesia 10-Year Government Bond Yield. Tujuan dari penelitian ini adalah untuk menganalisis pengaruh makroekonomi yaitu Inflasi, Produk Domestik Bruto, Nilai Tukar, Suku Bunga dan Sovereign Risk terhadap Indonesia 10-Year Government Bond Yield. Populasi dalam penelitian ini adalah seluruh tenor yield obligasi Pemerintah seri benchmark periode 2017 sampai dengan 2019. Jenis penelitian yang digunakan dalam penelitian ini adalah penelitian asosiatif kausal. Sampel yang digunakan adalah obligasi pemerintah yang diperdagangkan dengan tenor 10 tahun. Sampel data dalam penelitian ini sebanyak 36 sampel. Teknik analisis data menggunakan metode analisis regresi berganda. Hasil penelitian koefisien determinasi ( sebesar 90,6% dimana menunjukkan bahwa Indonesia 10-Year Government Bond Yield dipengaruhi oleh Inflasi, Produk Domestik Bruto, Nilai Tukar Rupiah, Suku Bunga dan Sovereign Risk sebesar 90,6% dan masih ada pengaruh dari faktor lainnya sebesar 9,4 %. Adapun hasil penelitian Uji t menunjukkan bahwa Inflasi dan Produk Domestik Bruto tidak berpengaruh terhadap Indonesia 10-Year Government Bond Yield. Nilai Tukar, Suku Bunga dan Sovereign Risk berpengaruh positif dan signifikan terhadap Indonesia 10-Year Government Bond Yield. Kata kunci: Inflasi, Produk Domestik Bruto, Nilai Tukar, Suku Bunga, Sovereign Risk dan Indonesia 10-Year Government Bond Yield

Item Type: Thesis (S2)
NIM/NIDN Creators: 55118120077
Uncontrolled Keywords: Inflasi, Produk Domestik Bruto, Nilai Tukar, Suku Bunga, Sovereign Risk dan Indonesia 10-Year Government Bond Yield
Subjects: 000 Computer Science, Information and General Works/Ilmu Komputer, Informasi, dan Karya Umum > 020 Library and Information Sciences/Perpustakaan dan Ilmu Informasi > 025 Operations, Archives, Information Centers/Operasional Perpustakaan, Arsip dan Pusat Informasi, Pelayanan dan Pengelolaan Perpustakaan > 025.3 Bibliographic Analysis and Control/Bibliografi Analisis dan Kontrol Perpustakaan
100 Philosophy and Psychology/Filsafat dan Psikologi > 150 Psychology/Psikologi > 154 Subconscious and Altered States and Process/Psikologi Bawah Sadar > 154.6 Sleep Phenomena/Fenomena Tidur > 154.63 Dreams/Mimpi > 154.634 Analysis/Analisis
700 Arts/Seni, Seni Rupa, Kesenian > 710 Civic and Lanscape Art/Seni Perkotaan dan Pertamanan > 715 Woody Plants in Lanscape Design/Teknik Pengaturan Pohon pada Desain Pertamanan > 715.2 General Aspects of Analysis/Aspek Umum Analisis
Divisions: Pascasarjana > Magister Manajemen
Depositing User: Dede Muksin Lubis
Date Deposited: 16 Oct 2023 03:22
Last Modified: 16 Oct 2023 03:22
URI: http://repository.mercubuana.ac.id/id/eprint/82549

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