Article Per Year (5 Year)
p-Index From 2019 - 2024
0.23
P-Index
This Author published in this journals
All Journal Ecosains
Aurelia S.I. Ongko
School of Business and Economics, Finance and Banking Universitas Prasetiya Mulya
Economics, Econometrics & Finance

Published : 1 Documents Claim Missing Document
Claim Missing Document
Check
Articles

Found 1 Documents
Search

 1 
Pengaruh Variabel Makroekonomi terhadap Yield Spread Obligasi Pemerintah Republik Indonesia Aurelia S.I. Ongko; Jesslyn Santoso; Kayla Lukman; Virliza I. Rahardjo; Agus Salim
Ecosains: Jurnal Ilmiah Ekonomi dan Pembangunan Vol 10, No 2 (2021): Ecosains: Jurnal Ilmiah Ekonomi dan Pembangunan
Publisher : Universitas Negeri Padang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24036/ecosains.11564257.00

Abstract

This study examines several macroeconomic factors from April 2016 to March 2021, including the BI Rate, Credit Default Swap, Inflation, and Money Supply (M2). This study uses the Autoregressive Distributed Lag (ARDL) regression method followed by Error Correction Model (ECM) analysis to see the relationship in the short term and Level Equation to determine the long term relationship between independent and dependent variables.. The results of this study finally prove that BI Rate, Credit Default Swap, and Inflation affect the long-term distribution yield spread, while the money supply (M2) does not affect it. Meanwhile, macroeconomic factors that affect the yield spread in the short-term are only the BI Rate variable.
Co-Authors Agus Salim Jesslyn Santoso Kayla Lukman Virliza I. Rahardjo