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...
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: | |
Online Access: | http://jiae.ub.ac.id/index.php/jiae/article/view/175 |
Similar Items
-
An Investigation of the Macroeconomic Factors Affecting the Indian Stock Market
by: Pooja Misra
Published: (2018-06-01) -
THE EFFECT OF MACROECONOMIC VARIABLES ON THE YIELD SPREAD OF INDONESIAN GOVERNMENT’S BOND
by: Chandra Utama, et al.
Published: (2016-12-01) -
Macroeconomic Variables and Foreign Direct Investment Inflows in Turkey
by: Saliha Meftah, et al.
Published: (2019-07-01) -
Cointegration Between Macroeconomic Variables and Sectoral Indices Movement in Bursa Malaysia
by: Jaafar Pyeman, et al.
Published: (2017-06-01) -
Cointegration between macroeconomic variables and sectoral indices movement in Bursa Malaysia
by: Ahmad, I., et al.
Published: (2017)