Dinasti International Journal of Digital Business Management
Vol. 2 No. 3 (2021): Dinasti International Journal of Digital Business Management (April - May 2021)

THE ANALYSIS THE EFFECT OF MACROECONOMIC FACTORS ON INDONESIA 10-YEAR GOVERNMENT BOND YIELD

Juliana Pratiwi, Chyntia (Unknown)
H. Mustafa, Matrodji (Unknown)



Article Info

Publish Date
18 Apr 2021

Abstract

The purpose of this research is to analyze macroeconomics, namely Inflation, Gross Domestic Product, Exchange Rates, Interest Rates 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 research used in this study is causal associative research. The research sample is Indonesian government bonds with a tenor of 10 years. The sample amounted to 36 data. The data analysis technique used multiple regression analysis method. The results showed that inflation and Gross Domestic Product have no effect on the Indonesia 10-Year Government Bond Yield. Exchange Rates, Interest Rates and Sovereign Risk have a positive and significant effect on the Indonesia 10-Year Government Bond Yield.

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Journal Info

Abbrev

DIJDBM

Publisher

Subject

Decision Sciences, Operations Research & Management

Description

Dinasti International Journal of Digital Business Management (DIJDBM) provides widespread coverage of high quality research in a broad range of topics such as digital business management science and technology advancements, and establishing new collaborations in these areas. Original research ...