Default Spread dan Term Spread sebagai Variabel Proxy Siklus Bisnis pada Model Fama-French
This research aims to apply the Fama-French models and test the effect of alternative variable of bond yield spread, default spread (RBBB – RAAA and RAAA – RF), and the term spread (RSUN10-RSUN1), as proxy variables of the business cycle, in IDX stock data during 2005-2010. Four types of asset prici...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Bina Nusantara University
2015-08-01
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| Series: | Binus Business Review |
| Subjects: | |
| Online Access: | https://journal.binus.ac.id/index.php/BBR/article/view/977 |