TOBING, ANDRI LAMBAS LUMBAN (2014) PENGARUH INFLASI, NILAI TUKAR RUPIAH, SUKU BUNGA PASAR UANG DOMESTIK DAN SUKU BUNGA PASAR UANG LUAR NEGERI TERHADAP YIELD TO MATURITY OBLIGASI RITEL INDONESIA DI BURSA ANTAR BANK PERIODE 2010-2013. S2 thesis, Universitas Mercu Buana Jakarta-Menteng.
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Abstract
This paper has an aim to know the effect of inflation, exchange rate of IDR, the interest rate of JIBOR, and SIBOR toward yield to maturity of Indonesia Ritel Bond (ORI). The research result of 37 sample with population of ten kind of Indonesia Ritel Bond (ORI) those are ORI001 to ORI010 can be concluded that inflation, exchange rate of IDR, the interest rate of JIBOR, and SIBOR have simultaniously influenced toward yield to maturity of Indonesia Ritel Bond (ORI). However especially for Interest rate of SIBOR, it has an individually influenced toward yield to maturity of Indonesia Ritel Bond (ORI). The test model result shows that 0,712 % adjusted R Square. It means that inflation, exchange rate of IDR, the interest rate of JIBOR, and SIBOR influence 71% toward yield to maturity of Indonesia Ritel Bond (ORI) and the other 29% effect is from other factors. The thing that make this research is interesting is that independent variable can only simustaniously influenced toward YTM of Indonesia Ritel Bond (ORI), except the interest rate of SIBOR, from spss coefficients result shows that it individually influance toward yield to maturity of Indonesia Ritel Bond (ORI). Key words : Yield to maturity, Indonesia Ritel Bond (ORI), inflation, exchange rate of IDR, the interest rate of JIBOR, and SIBOR. Tesis ini bertujuan untuk mengetahui tentang pengaruh inflasi, nilai tukar rupiah, suku bunga JIBOR dan SIBOR terhadap yield to maturity Obligasi Ritel Indonesia (ORI) di pasar antar bank. Metode penelitian yang digunakan adalah Analisis Regresi Linier Berganda dengan cara pengumpulan data melalui studi pustaka . Dari hasil penelitian 37 sampel dengan populasi ORI001 sampai dengan ORI010 dapat diketahui bahwa faktor inflasi, nilai tukar rupiah terhadap Dollar Amerika, suku bunga JIBOR, dan suku bunga SIBOR berpengaruh secara simultan terhadap yield to maturity Obligasi Ritel Indonesia (ORI). Khusus untuk suku bunga SIBOR berpengaruh secara individu (parsial) terhadap yield to maturity Obligasi Ritel Indonesia (ORI).Dari hasil uji model didapat nilai adjusted R Square 0,712. Ini berarti bahwa inflasi, nilai tukar rupiah, suku bunga JIBOR, suku bunga SIBOR berpengaruh 71% terhadap yield to maturity Obligasi Ritel Indonesia (ORI), sementara 29 % lainnya dipengaruhi oleh faktor-faktor lain. Yang menarik dari hasil penelitian ini adalah bahwa variabel independen ( faktor- faktor eksternal tersebut) hanya dapat berpengaruh secara simultan terhadap YTM, kecuali suku bunga SIBOR dimana dari hasil spss coefficients didapat bahwa suku bunga SIBOR berpengaruh secara individu terhadap yield to maturity Obligasi Ritel Indonesia (ORI). Kata kunci: Yield to maturity, Obligasi Ritel Indonesia, Inflasi, Nilai tukar rupiah, JIBOR, SIBOR.
Item Type: | Thesis (S2) |
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Call Number CD: | CDT-551-14-161 |
Call Number: | TM/51/14/017 |
NIM/NIDN Creators: | 55111120125 |
Uncontrolled Keywords: | yield to maturity,Obligasi Ritel Indonesia,Inflasi, Nilai Tukar rupiah, JIBOR,SIBOR, 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: | Admin Perpus UMB |
Date Deposited: | 15 Jun 2014 11:57 |
Last Modified: | 09 Jul 2022 03:39 |
URI: | http://repository.mercubuana.ac.id/id/eprint/14036 |
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