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dc.contributor.authorLena, Jacky Kale-
dc.contributor.authorAtahau, Apriani Dorkas Rambu-
dc.descriptionJurnal Ekonomi dan Bisnis. Vol. IX, no. 1, Maret 2003, p.1-14en_US
dc.description.abstractInterest 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.en_US
dc.publisherFakultas Ekonomi UKSW Salatigaen_US
dc.subjectbond priceen_US
dc.subjectinterest rateen_US
dc.subjectyield to maturityen_US
dc.titlePengukuran Durasi Obligasi Untuk Mengetahui Sensitivitas Harga Obligasi Terhadap Perubahan Tingkat Suku Bunga Di Indonesiaen_US
Appears in Collections:Jurnal Ekonomi dan Bisnis 2003, Vol. IX, no. 1, Maret

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