PENGARUH INFLASI, INTEREST RATE (SBI), JATUH TEMPO DAN NILAI TUKAR TERHADAP HARGA OBLIGASI

Abstract

Purpose of this research is to find out the influence of inflation, interest rate (SBI), due date, and
exchange rate variables to the government bond prices (case study in the government bond in 20102014

periods in IDX). The population is the government bonds in 2010-2014 periods. The sample
collection technique has been done by using non-probability sampling method, and the technique has
been carried out by saturated sampling and the samples are 39
government bonds. The data is the
secondary data which has been done by using the data of government bond prices in 2010-2014
periods taken from Indonesia Market Bond Directory.
The research data is processed by by using
SPSS 16 software to test of multiple linier regressions, classic assumption, goodnes of fit test, and
hypothesis test. The result of the test which has been done by using Model Feasibility test shows that
the model is feasible to be used in this research. The result of the partial test shows that the due date
variable has positive and significant influence to the government bond prices, meanwhile inflation,
interest rate (SBI), exchange rate do not have any significant influence to the government bond prices.

Keywords: Due Date, Inflation, Interest Rate, Exchange Rate, and Government Bond Prices.