ANALISIS FAKTOR-FAKTOR YANG MEMPENGARUHI YIELD OBLIGASI KONVENSIONAL DI INDONESIA (Studi Kasus Pada Perusahaan Listed di BEI)
Main Authors: | SAPUTRA, Tiyas Ardian, PRASETIONO, Prasetiono |
---|---|
Format: | Thesis NonPeerReviewed application/pdf |
Terbitan: |
, 2013
|
Subjects: | |
Online Access: |
http://eprints.undip.ac.id/42100/1/SAPUTRA.pdf http://eprints.undip.ac.id/42100/ |
Daftar Isi:
- The objective of this research was to examine and to analyze determination of conventional yields in Indonesia. The data used in this study were obtained from the data bond book published in Indonesia Stock Exchange (BEI) in the period of 2008-2011, the BI rate and inflation obtained from Bank Indonesia, GDP obtained from BPS and bond rating from PT. Pefindo The population of this research are listed bond in the Indonesia Stock Exchange (IDX) period 2008-2011. The selection of the sample using purposive sampling bond criteria not yet maturity, coupon paid in a fixed amount (fixed rate), corporate bonds listed in the bond ratings issued by PT. Pefindo, and corporate bonds issued prices are published in the bond book. The samples used in this study was 17 samples. In this study, the research method used is a multiple regression. The research result indicated that, the BI rate variable have a positive and significant impact on bond yield. Inflation variable have a positive and significant impact on bond yield. GDP variable have a negative and significant impact on bond yield. Bond rating have a negative and significant impact on bond yield