NADILA, NADILA (2024) ANALISIS PENGARUH KEBIJAKAN MONETER TERHADAP OBLIGASI HIJAU DI NEGARA ASEAN-5. S1 thesis, UNIVERSITAS SULTAN AGENG TIRTAYASA.
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Abstract
This study aims to determine the effect of monetary policy on green bonds in five ASEAN countries-Indonesia, Thailand, Malaysia, Singapore, and the Philippines-both in the short and long term. The monetary policy variables analyzed include foreign exchange reserves, exchange rate, benchmark interest rate, and trading volume as independent variables. This study uses quarterly data from Q1 2016 to Q4 2023 and utilizes ARDL or Pooled Mean Group panel method. Based on the PMG estimation results, in the short term, foreign exchange reserves, exchange rate, benchmark interest rate, and trade volume have no significant effect. However, in the long run, foreign exchange reserves and benchmark interest rates have a significant negative effect on green bonds, while exchange rates and trading volume have a significant positive effect on green bonds. Keywords : Green Bonds, Foreign Exchange Reserve, Exchange rate, Interest Rate, Volume Trading
| Item Type: | Thesis (S1) | |||||||||
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| Additional Information: | Penelitian ini bertujuan untuk mengetahui pengaruh kebijakan moneter terhadap obligasi hijau di lima negara ASEAN-Indonesia, Thailand, Malaysia, Singapura, dan Filipina baik dalam jangka pendek maupun jangka panjang. Variabel kebijakan moneter yang dianalisis meliputi cadangan devisa, nilai tukar, suku bunga acuan, dan volume perdagangan sebagai variabel independen. Studi ini menggunakan data kuartalan dari Q1 2016 hingga Q4 2023 dan menggunakan metode panel ARDL atau Pooled Mean Group. Berdasarkan hasil estimasi PMG, dalam jangka pendek, cadangan devisa, nilai tukar, suku bunga acuan, dan volume perdagangan tidak memiliki pengaruh yang signifikan. Namun dalam jangka panjang, cadangan devisa dan suku bunga acuan berpengaruh negatif signifikan terhadap obligasi hijau, sedangkan nilai tukar dan volume perdagangan berpengaruh positif signifikan terhadap obligasi hijau. Kata Kunci : Obligasi Hijau, Cadangan Devisa, Nilai Tukar, Suku Bunga Acuan, Volume Perdagangan | |||||||||
| Subjects: | H Social Sciences > HB Economic Theory | |||||||||
| Divisions: | 05-Fakultas Ekonomi dan Bisnis 05-Fakultas Ekonomi dan Bisnis > 60201-Program Sarjana Ilmu Ekonomi Pembangunan |
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| Depositing User: | Mrs Nadila Nadila | |||||||||
| Date Deposited: | 08 Aug 2024 09:39 | |||||||||
| Last Modified: | 08 Aug 2024 09:39 | |||||||||
| URI: | http://eprints.untirta.ac.id/id/eprint/40381 |
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