Claim Missing Document
Check
Articles

Found 1 Documents
Search
Journal : Dinasti International Journal of Management Science

DETERMINANT YIELD GOVERNMENT BOND TRADED FROM 2016 TO 2021 Mia Agusty, Rosana; Santoso Marsoem, Bambang
Dinasti International Journal of Management Science Vol. 3 No. 1 (2021): Dinasti International Journal of Management Science (September - October 2021)
Publisher : Dinasti Publisher

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.31933/dijms.v3i1.980

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.