The Effect of Consumer Expectation Index, Economic Condition Index and Crude Oil Price on Indonesian Government Bond Yield

Tjandrasa, Benny Budiawan

doi:10.14414/jebav.v20i1.935

Cited by 6 publications

(14 citation statements)

References 7 publications

(8 reference statements)

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“…Terdapat beberapa penelitian yang melakukan kajian mengenai pengaruh tingkat suku bunga terhadap yield obligasi korporasi. Penelitian (Tjandrasa, 2017) dan (Pramana & Nachrowi, 2016) menemukan suku bunga berpengaruh positif terhadap yield obligasi. Sama halnya dengan penelitian (Dhar, 2016), (Yuliani et al, 2016), (Kurniasih & Restika, 2015), (Sihombing et al, 2014), (Muharam, 2013) dan (Indarsih, 2013).…”

Section: Pendahuluanunclassified

“…(Sihombing et al, 2014) dan (Indarsih, 2013) menemukan bahwa suku bunga berpengaruh positif terhadap yield obligasi. Sama halnya (Tjandrasa, 2017), (Pramana & Nachrowi, 2016), (Dhar, 2016), (Yuliani et al, 2016), (Hsing, 2015), (Kurniasih & Restika, 2015), (Lin et al, 2011). Berdasarkan uraian diatas maka dapat diajukan hipotesis sebagai berikut:…”

Section: Pendahuluanunclassified

“…Apabila suku bunga mengalamiopeningkatan, oinvestor akan meminta kompensasi dengan meminta yield yang lebih tinggi, ohaloini dikarenakan kupon yang bersifat tetap (Saputra, 2014). Hasil penelitian ini didukung oleh hasil penelitian (Tjandrasa, 2017), (Pramana & Nachrowi, 2016), (Sihombing et al, 2014) serta (Indarsih, 2013 Tabel 10. menjelaskan nilai koefisien determinasi sebesar 0,863. Hal ini menandakan sebesar 86,3 % variasi yield obligasi dapatodijelaskanooleh keempat variabelobebas yaitu kupon, maturitas, likuiditas dan suku bunga sedangkan sisanya sebesar 13,7 % dijelaskanooleh variabel lain diluar model regresi.…”

Section: Tabelunclassified

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Pengaruh Kupon, Maturitas, Likuditas Dan Suku Bunga Terhadap Yield Obligasi Korporasi

Sari¹,

Rahyuda²

2019

EJMUNUD

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The performance of bonds reflect from bond yields that are useful as information in making investment decisions. The purpose of this study was to determine the effect of coupon, maturity, liquidity and interest rate of the corporate bond yields This research was conducted on all companies that issue corporate bonds and are listed in Indonesian Stock Exchange on 2015-2017 periods. with a total sample of 44 bonds from 23 companies through non purposive sampling technique. Data analysis technique used multiple linear regression analysis and methods of data collection in this study using non-participant observation. Based on data analysis indicate that coupon, maturity, and interest rate partially positive and significant effect on bond yields. By contrast, liquidity partially negative and significant effect on bond yields. Keyword : coupon, maturity, liquidity and interest rate , bond yields

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Section: Pendahuluanunclassified

Section: Tabelunclassified

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Pengaruh Kupon, Maturitas, Likuditas Dan Suku Bunga Terhadap Yield Obligasi Korporasi

Sari¹,

Rahyuda²

2019

EJMUNUD

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“…[21] in his research stated that if retail sukuk yields affect the trading volume of sukuk itself, if trading volume increases, the sukuk yield level will increase. The yield will change if there are changes in prices traded in the secondary market in the opposite direction [22], Government securities yields have attracted investors' attention compared to the inflation rate in the country itself, if yields satisfy investors, they will buy state bonds [23].…”

Section: Introductionmentioning

confidence: 99%

The Effect of Inflation, Exchange Rate and Yield of Retail Sukuk to Trade Volume of The Retail State Sukuk Series SR-007 in Secondary Market

Ayudia¹,

Salma²,

Yusuf³

2020

Proceedings of the 2nd International Conference of Business, Accounting and Economics, ICBAE 2020, 5 - 6 August 2020, Purwoker

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The research aims to determine the trading volumes of retail state sukuk that are thought to be influenced by macroeconomics through inflation indicators and the rupiah/USD exchange rate as well as retail yield sukuk itself. This research uses multiple regression methods with retail state sukuk SR-007 series as research objects. The results of the study in partial inflation and yield were positively significant as well as the significant negative exchange rates on the trading volumes of the retail state sukuk SR-007 series. Simultaneously inflation, the exchange rate and the yield of retail sukuk have a significant influence on the trade volume of retail state Sukuk SR007 series. Regression Model shows R-squared adjusted value of 0.685428 This indicates inflation, the exchange rate and the yield of retail sukuk can explain the 68% of the dependent variable namely the trade Volume of retail state Sukuk series SR-007.

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“…Terdapat penelitian sebelumnya yang telah dilakukan, antara lain Adegbite (2015), Briano-Turrent & Poletti-Hughes (2017), Clatworthy & Peel (2016), Detthamrong, Chancharat, & Vithessonthi (2017), Dewi (2013), Hayat & Hassan (2017), Henke & Maher (2016), Hu, Kim, & Lin (2015), Isditanadevi (2014), Kamalluarifin (2016), Kerr & Ozel (2015), Kusumah & Manurung (2017), Mason & Simmons (2014), Meckling (1976), Phan & Mascitelli (2014), Pridgen & Wilder (2013), Rodriguez-Fernandez (2016), Schmidt & Wilkins (2013), Srivastava, Sunder, & Tse (2015), Tjandrasa, Sumantri, No, & Java (2017), Tarchouna, Jarraya, & Bouri (2017), Verawaty, Jaya, & Megawati (2016), dan Wang, Raghunandan, & McEwen (2013). Namun, hasil-hasil penelitian masih beraneka ragam dengan beberapa proksi yang diteliti berbeda sehingga peneliti mencoba mengkaji ulang dengan memakai kinerja keuangan sebagai faktor yang memengaruhi.…”

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Determinan Timeliness Dan Tata Kelola Perusahaan

Liyundira

Sayekti

Roziq

2017

jamal

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paikan tiga bulan setelah tanggal berakhirnya laporan keuangan. Apabila melanggar peraturan yang sudah ditetapkan, perusahaan akan dikenai sanksi mulai dari surat peringatan hingga penundaan dan konsekuensi keterlambatan ini berupa denda. Kewajiban penyampaian laporan keuangan dengan tepat waktu juga sempat menjadi perbincangan hangat di media karena sejak keputusan Direksi tentang Kewajiban Penyampaian Informasi bursa menyampaikan ada beberapa perusahaan, yakni, 18 perusahaan, yang sampai batas pelaporan belum menyampaikan informasi tersebut per 31 Desember 2015. Akibatnya, perusahaan yang masuk dalam daf tar tersebut harus berendah hati menerima peringatan dari bursa dan denda. Hal ini juga diberlakukan untuk perusahaan-perusahaan yang telah menyampaikan laporan ke

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The Effect of Consumer Expectation Index, Economic Condition Index and Crude Oil Price on Indonesian Government Bond Yield

Abstract: A B S T R A C T

Cited by 6 publications

References 7 publications

Pengaruh Kupon, Maturitas, Likuditas Dan Suku Bunga Terhadap Yield Obligasi Korporasi

Pengaruh Kupon, Maturitas, Likuditas Dan Suku Bunga Terhadap Yield Obligasi Korporasi

The Effect of Inflation, Exchange Rate and Yield of Retail Sukuk to Trade Volume of The Retail State Sukuk Series SR-007 in Secondary Market

Determinan Timeliness Dan Tata Kelola Perusahaan

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