ANALISIS PENGARUH LIKUIDITAS, SUKU BUNGA DAN JANGKA WAKTU TERHADAP PERUBAHAN HARGA OBLIGASI YANG DITERBITKAN OLEH BEBERAPA PEMERINTAH DI DUNIA PERIODE JUNI 2010 - NOVEMBER 2012
This research study aims to analyze the effect of liquidity, coupon, and the duration of the government bond to the government bond price which issued by several vovernment in the world. Samples taken are government bonds from the period June 2010 to November 2012. The samples of data are from, Aust...
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| Format: | Thesis |
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[Yogyakarta] : Universitas Gadjah Mada
2013
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| _version_ | 1826046322061344768 |
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| author | , Tobias Ferreira , Dr. Muhammad Edhie Purnawan, M.A. |
| author_facet | , Tobias Ferreira , Dr. Muhammad Edhie Purnawan, M.A. |
| author_sort | , Tobias Ferreira |
| collection | UGM |
| description | This research study aims to analyze the effect of liquidity, coupon, and the
duration of the government bond to the government bond price which issued by
several vovernment in the world. Samples taken are government bonds from the
period June 2010 to November 2012. The samples of data are from, Australian
government bond, Japanese government bond UK Treasury and US Treasury in
the Merryl Lynch benchmark.
Multiple regression analysis performed in its entirety, and also performed
on a per country. The results of the analysis of the overall government bond�s
duration and coupon have a positive and significant impact on bond prices and the
liquidity is negative effect on bond prices and simultaneously significantly
influence to the bond prices.
The results for Japanese government bond in partially coupon and liquidity
are positive impact and significant on bond prices, while the duration of the bond
is negative effect on bond price changes. The results of the Australian government
bonds is only duration has positive effect and significant on bond prices changes
and simultaneously generated coupons, liquidity and duration are not influence to
the bond prices. The results of the the United Kingdom government bond in
partially only coupon significant effect on bond prices but with simultaneously all
independen variable have significant effect to the bond price. And the results of
US Treasury in partially coupon and liquidity with significant effect on bond
prices and also with simultaneously the ccoupons, liquidity and duration of the
bond are significant effect on bond prices. |
| first_indexed | 2024-03-13T22:51:19Z |
| format | Thesis |
| id | oai:generic.eprints.org:119962 |
| institution | Universiti Gadjah Mada |
| last_indexed | 2024-03-13T22:51:19Z |
| publishDate | 2013 |
| publisher | [Yogyakarta] : Universitas Gadjah Mada |
| record_format | dspace |
| spelling | oai:generic.eprints.org:1199622016-03-04T08:44:03Z https://repository.ugm.ac.id/119962/ ANALISIS PENGARUH LIKUIDITAS, SUKU BUNGA DAN JANGKA WAKTU TERHADAP PERUBAHAN HARGA OBLIGASI YANG DITERBITKAN OLEH BEBERAPA PEMERINTAH DI DUNIA PERIODE JUNI 2010 - NOVEMBER 2012 , Tobias Ferreira , Dr. Muhammad Edhie Purnawan, M.A. ETD This research study aims to analyze the effect of liquidity, coupon, and the duration of the government bond to the government bond price which issued by several vovernment in the world. Samples taken are government bonds from the period June 2010 to November 2012. The samples of data are from, Australian government bond, Japanese government bond UK Treasury and US Treasury in the Merryl Lynch benchmark. Multiple regression analysis performed in its entirety, and also performed on a per country. The results of the analysis of the overall government bond�s duration and coupon have a positive and significant impact on bond prices and the liquidity is negative effect on bond prices and simultaneously significantly influence to the bond prices. The results for Japanese government bond in partially coupon and liquidity are positive impact and significant on bond prices, while the duration of the bond is negative effect on bond price changes. The results of the Australian government bonds is only duration has positive effect and significant on bond prices changes and simultaneously generated coupons, liquidity and duration are not influence to the bond prices. The results of the the United Kingdom government bond in partially only coupon significant effect on bond prices but with simultaneously all independen variable have significant effect to the bond price. And the results of US Treasury in partially coupon and liquidity with significant effect on bond prices and also with simultaneously the ccoupons, liquidity and duration of the bond are significant effect on bond prices. [Yogyakarta] : Universitas Gadjah Mada 2013 Thesis NonPeerReviewed , Tobias Ferreira and , Dr. Muhammad Edhie Purnawan, M.A. (2013) ANALISIS PENGARUH LIKUIDITAS, SUKU BUNGA DAN JANGKA WAKTU TERHADAP PERUBAHAN HARGA OBLIGASI YANG DITERBITKAN OLEH BEBERAPA PEMERINTAH DI DUNIA PERIODE JUNI 2010 - NOVEMBER 2012. UNSPECIFIED thesis, UNSPECIFIED. http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=59968 |
| spellingShingle | ETD , Tobias Ferreira , Dr. Muhammad Edhie Purnawan, M.A. ANALISIS PENGARUH LIKUIDITAS, SUKU BUNGA DAN JANGKA WAKTU TERHADAP PERUBAHAN HARGA OBLIGASI YANG DITERBITKAN OLEH BEBERAPA PEMERINTAH DI DUNIA PERIODE JUNI 2010 - NOVEMBER 2012 |
| title | ANALISIS PENGARUH LIKUIDITAS, SUKU BUNGA
DAN JANGKA WAKTU TERHADAP PERUBAHAN HARGA OBLIGASI
YANG DITERBITKAN OLEH BEBERAPA PEMERINTAH DI DUNIA
PERIODE JUNI 2010 - NOVEMBER 2012 |
| title_full | ANALISIS PENGARUH LIKUIDITAS, SUKU BUNGA
DAN JANGKA WAKTU TERHADAP PERUBAHAN HARGA OBLIGASI
YANG DITERBITKAN OLEH BEBERAPA PEMERINTAH DI DUNIA
PERIODE JUNI 2010 - NOVEMBER 2012 |
| title_fullStr | ANALISIS PENGARUH LIKUIDITAS, SUKU BUNGA
DAN JANGKA WAKTU TERHADAP PERUBAHAN HARGA OBLIGASI
YANG DITERBITKAN OLEH BEBERAPA PEMERINTAH DI DUNIA
PERIODE JUNI 2010 - NOVEMBER 2012 |
| title_full_unstemmed | ANALISIS PENGARUH LIKUIDITAS, SUKU BUNGA
DAN JANGKA WAKTU TERHADAP PERUBAHAN HARGA OBLIGASI
YANG DITERBITKAN OLEH BEBERAPA PEMERINTAH DI DUNIA
PERIODE JUNI 2010 - NOVEMBER 2012 |
| title_short | ANALISIS PENGARUH LIKUIDITAS, SUKU BUNGA
DAN JANGKA WAKTU TERHADAP PERUBAHAN HARGA OBLIGASI
YANG DITERBITKAN OLEH BEBERAPA PEMERINTAH DI DUNIA
PERIODE JUNI 2010 - NOVEMBER 2012 |
| title_sort | analisis pengaruh likuiditas suku bunga dan jangka waktu terhadap perubahan harga obligasi yang diterbitkan oleh beberapa pemerintah di dunia periode juni 2010 november 2012 |
| topic | ETD |
| work_keys_str_mv | AT tobiasferreira analisispengaruhlikuiditassukubungadanjangkawaktuterhadapperubahanhargaobligasiyangditerbitkanolehbeberapapemerintahdiduniaperiodejuni2010november2012 AT drmuhammadedhiepurnawanma analisispengaruhlikuiditassukubungadanjangkawaktuterhadapperubahanhargaobligasiyangditerbitkanolehbeberapapemerintahdiduniaperiodejuni2010november2012 |