THE INFLUENCE OF THE BI RATE, INFLATION, AND GROSS DOMESTIC PRODUCT ON BOND YIELDS

Mahirun, Mahirun and Fuadah, Syifaul and Jannati, Arih (2023) THE INFLUENCE OF THE BI RATE, INFLATION, AND GROSS DOMESTIC PRODUCT ON BOND YIELDS. Project Report. Fakultas Ekonomi dan Bisnis.

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Abstract

This study aims to test and analyze the macroeconomic variables that we suspect affect bond yields including BI rate, inflation, gross domestic product. The population in our study is banking companies in the period 2017 - 2020, and the analytical tool used is multiple linear regression to test the effect of independent variables on the dependent variable. The results of the main test on 50 samples resulted in the findings that BI rate and inflation have a positive and significant effect on bond yield, while the gross domestic product variable, although its effect is significant, has a negative direction. Keywords: BI rate, inflation, gross domestic product, bond yield, banking

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