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Please use this identifier to cite or link to this item: http://repository.uksw.edu/handle/123456789/3435
Title: Pengukuran Durasi Obligasi Untuk Mengetahui Sensitivitas Harga Obligasi Terhadap Perubahan Tingkat Suku Bunga Di Indonesia
Authors: Lena, Jacky Kale
Atahau, Apriani Dorkas Rambu
Keywords: bond price;duration;interest rate;yield to maturity
Issue Date: Mar-2003
Publisher: Fakultas Ekonomi UKSW Salatiga
Abstract: Interest rate risks is one of the risk faced by the bondholders. As widely known from theory, there is an inverse relationship between interest rate and the bond price. Not many researches have been done in Indonesian capital market to find out the relationship between those two variables. Hence, this research aims at using duration to measure the bond price sensitivity toward changes in interest rate. It concludes that duration could not be use to predict changes in bond price. This finding implies that investors cannot easily use duration as a measure of bond price sensitivity caused by changes in interest rate in Indonesian capital market.
Description: Jurnal Ekonomi dan Bisnis. Vol. IX, no. 1, Maret 2003, p.1-14
URI: http://repository.uksw.edu/handle/123456789/3435
ISSN: 0854-9087
Appears in Collections:Jurnal Ekonomi dan Bisnis 2003, Vol. IX, no. 1, Maret

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