THE EFFECT OF MACROECONOMIC VARIABLES ON THE YIELD SPREAD OF INDONESIAN GOVERNMENT’S BOND
This study analyzes the roles of macroeconomic variables, which include interest rate (SBI), Consumer Price Index (IHK), Jakarta Composite Index (IHSG), money supply (JUB) and exchange rate (KURS) on yield spread of government bonds (YSI) in Indonesia. The study employs Error Correction Model (ECM)...
Main Authors: | Chandra Utama, Shela Selviana Agesy |
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Format: | Article |
Language: | English |
Published: |
University of Brawijaya
2016-12-01
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Series: | Journal of Indonesian Applied Economics |
Subjects: | |
Online Access: | http://jiae.ub.ac.id/index.php/jiae/article/view/181 |
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