THE EFFECT OF INDONESIAN MACROECONOMIC CONDITION AND INTERNATIONAL INTEREST RATE ON YIELD OF THE GOVERNMENT BOND IN US DOLLAR

THE EFFECT OF INDONESIAN MACROECONOMIC CONDITION AND INTERNATIONAL INTEREST RATE ON YIELD OF THE GOVERNMENT BOND IN US DOLLAR

This study analyzes the effect of Indonesian macroeconomic condition and international interest rate shocks on yield of the Government Bond in US Dollar. This study applies Vector Error Correction Model (VECM) using monthly data which consists of yield of the Government Bond in US Dollar, domestic i...

Full description

Bibliographic Details
Main Authors: Farouq Widya Pramana, Nachrowi D. Nachrowi
Format: Article
Language:English
Published: University of Brawijaya 2016-12-01
Series:Journal of Indonesian Applied Economics
Subjects:
Yield
Cointegration
Macroeconomic condition
Vector Error Correction Model
Online Access:http://jiae.ub.ac.id/index.php/jiae/article/view/175

Internet

http://jiae.ub.ac.id/index.php/jiae/article/view/175

Similar Items