ALI, MUFTI (2025) ANALISIS PENGARUH SUKU BUNGA, INFLASI, NILAI TUKAR, DAN RESIKO POLITIK TERHADAP YIELD OBLIGASI DI NEGARA EMERGING MARKET PERIODE 2014–2023. S1 thesis, UNIVERSITAS SULTAN AGENG TIRTAYASA.
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Abstract
This study aims to determine the effect of interest rates, exchange rate inflation and political risk on bond yields in emerging market countries in the period 2014-2023, the determination of sample data for this study is based on cross-section data in 12 emerging market countries and panel data from quarter 1 to quarter 4, the source of this research data comes from tredingekonomi.com, invetasi.com and the world bank. This study uses a panel data method with a fixed effect Model (FEM). Before the data is processed, the chow test, hausman test, normality test, multicollinearity test, heteroscedasticity test, autocorrelation test, Breusch Godfrey test, t-statistic test, f-statistic test and determination coefficient test are carried out. The results of this study indicate that interest rates and inflation have a significant effect on bond yields, exchange rates have a positive but insignificant effect on bond yields, and political risk has no effect and is not significant on bond yields.
| Item Type: | Thesis (S1) | |||||||||
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| Additional Information: | Penelitian ini bertujuan untuk mengetahui pengaruh suku bunga, imflasi nilai tukar dan resiko politik terhadap yield obligasi di negara emerging market pada periode 2014-2023, penentuan data sempel penelitian ini berdasarkan data cross section pada 12 negara emerging market dan panel data quartal 1 sampai Quartal 4, sumber data penelitian ini bersumber dari tredingekonomi.com, invetasi.com dan world bank. Penelitian ini menggunakan metode panel data dengan fixed effect Model (FEM). Sebelum data diolah dilakukan pengujian uji chow, uji hausman, uji normalitas, uji multikolinearitas, uji uji heterokedatisitas, uji autokorelasi, uji Breusch Godfrey, uji t-statistik, uji f statistik dan uji koefisien determinasi. Hasil penelitian ini menunjukan bahwa suku bunga dan inflasi berpengaruh signifikan terhadap yield obligasi, nilai tukar berpengaruh positif tapi tidak signifikan terhadap yield obligasi, dan resiko politik tidak berpengaruh dan tidak signifikan terhadap yield obligasi. | |||||||||
| Uncontrolled Keywords: | Bond Yield, Interest Rate, Inflation, Exchange Rate, Political Risk, FEM, Q1-Q4 Panel Data Yield Obligasi, Suku Bunga, Inflasi, Nilai Tukar, Resiko Politik, FEM, Q1-Q4 Panel Data | |||||||||
| 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: | M Mufti Ali | |||||||||
| Date Deposited: | 19 Nov 2025 03:29 | |||||||||
| Last Modified: | 19 Nov 2025 03:29 | |||||||||
| URI: | http://eprints.untirta.ac.id/id/eprint/56183 |
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