Dinasti International Journal of Management Science
Vol. 3 No. 1 (2021): Dinasti International Journal of Management Science (September - October 2021)

DETERMINANT YIELD GOVERNMENT BOND TRADED FROM 2016 TO 2021

Mia Agusty, Rosana (Unknown)
Santoso Marsoem, Bambang (Unknown)



Article Info

Publish Date
28 Sep 2021

Abstract

A Government Bond is a significant financial instrument for the state budget of Indonesia Government. It has become important and quite attractive among other financial instruments. Using BI 7-Day Repo Rate, Inflation, Money Supply, Indonesia Composite Index, and USD/IDR Exchange Rate as independent variables, this research has been done to determine Government Bond Yield. The research population is bond issued by Indonesia Government. The sampling is 10-years traded Government Bond fixed rate serries during 2016-2021 with 300 data collected which since 2020 Indonesia has been facing the Covid-19 pandemic that affected the global economy and financial markets. This research finds that Government Bond Yield positively affected by BI 7-Day Repo Rate, Inflation Rate, and USD/IDR Exchange Rate, while negatively affected by Money Supply, yet Indonesia Composite Index and Covid-19 pandemic has no effect on the Government Bond Yield.

Copyrights © 2021






Journal Info

Abbrev

DIJMS

Publisher

Subject

Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Industrial & Manufacturing Engineering Other

Description

This research was carried out on Build Operate Transfer investment in Business cooperation model to metering system development project by examinated those criterias by technology preparedness level (TKT) evaluation method, Innovation preparedness level and political, social economic, technology, ...