This study aims to analyze the effect of coupon, maturity, bond rating, and SBI interest rate on bond prices in BUMN companies listed on the Indonesia Stock Exchange. The population in this study were all bonds of BUMN companies listed on the Indonesia Stock Exchange for the 2018-2019 period. The sampling technique used purposive sampling, so that from 7 BUMN companies obtained, as many as 32 s…
The purpose of this research is to know how the impact of the Yield of Government Bonds and SBI’s interest rate on the Outstanding Value of Government Bonds in Indonesia. The data that used in this research is secondary data, for Januari 2000* to 2007*. This study by using multiple regresion with Autoregresive Moving Average (ARMA) method. Based on estimation results show that Yield and SBIâ€â€¦
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Interest rate risks is one of the risk faced by bondholers. Based on theory, there is close relationship between interest rate and bond price. This risk is mostly faced by bondholder who invest in fixed coupon bond. This research aims at using duration and convexity for knowing bond price sensitivity caused by changes in interest rate. The result of research shows that duration and convexity ca…
The objective of this research is to know about the possibility of applying sustainability reporting as a realization of socioeconomic accounting concept on PT Pupuk Sriwidjaja Palembang. Research finding has shown that the activities from PT Pupuk Sriwidjaja Palembang which imply on company's sustainability and stakeholders especially environment and the society has a possibility to be account…
Obligasi merupakan surat pengakuan utang, dimana utang ini akan dibayarkan pada masa yang ditentukan atas pinjaman tersebut ,investor diberi imbalan berupa yield (tingkat hasil) , perubahan yield obligasi yang diperoleh investor akan mengalami perubahan seiring berjalannya waktu sehingga perubahan yield tersebut dipengaruhi oleh banyak factor. Penelitian ini bertujuan untuk mengetahui pengaruh …
Sharia investment in the capital market has a role to play in developing the market share of the Islamic finance industry in Indonesia. Considering that Islamic stocks, Islamic bonds and Islamic mutual funds have become common and rapidly growing funding and financing instruments at this time. The purpose of this thesis is to look at the development of Islamic bonds (sukuk) and the Indonesian I…
This study aims to determine the effect of profitability, liquidity, firm size, leverage and maturity to bond rating in manufacturing companies listed on Indonesia Stock Exchange. The object of this study is manufacturing companies listed on Indonesia Stock Exchange in the period 2016 – 2019. Purposive sampling method used as the sampling method. The research method used multiple linear regre…
The research aim to know the influence of accounting factors (liquidity, profitability, growth, and firm size) and non-accounting factors (auditor reputation and bond maturity) in corporate bond ratings of go public companies that announce by PT Pefindo rating agency. Based on statistic analysis of ordinal logistic regression, shows that in the period of 2006 to 2010 from six examined variable,…
Tujuan penelitian ini adalah untuk menganalisis pengaruh tingkat bunga deposito, nilai tukar dan inflasi terhadap volume transaksi obligasi negara. Data yang digunakan dalam penelitian ini adalah data sekunder dalam kurun waktu 2002- 2010. Metode analisis yang dipergunakan adalah metode Vector Autoregression (VAR), dengan terlebih dahulu menggunakan uji unit root dan kointegrasi dan pada akhirn…
Penelitian ini bertujuan untuk menganalisis pengaruh antara tingkat suku bunga, tingkat inflasi, peringkat obligasi, debt to equity ratio dan ukuran perusahaan terhadap yield obligasi korporasi. Imbal hasil yang akan diterima dari keuntungan obligasi tersebut selalu bergerak fluktuatif. Oleh karena itu, perlu dilakukan penelitian lebih lanjut untuk melihat seberapa besar pengaruh dari variabel-…