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ArtikelAnalisis Durasi dan Convexity Untuk Mengukur Sensitivitas Harga Obligasi Korporasi Terhadap Perubahan Tingkat Suku Bunga  
Oleh: Hamid, Abdul ; Rodoni, Ahmad ; Dewi W., Titi ; Hidayat, Edi
Jenis: Article from Journal - ilmiah nasional - tidak terakreditasi DIKTI
Dalam koleksi: Jurnal Manajemen Akuntansi & Sistem Informasi MAKSI vol. 6 no. 2 (Agu. 2006), page 117-142.
Topik: interest rate; bond; duration; itnerest rate; convexity; yield to maturity
Ketersediaan
  • Perpustakaan Pusat (Semanggi)
    • Nomor Panggil: MM72.1
    • Non-tandon: 1 (dapat dipinjam: 0)
    • Tandon: tidak ada
    Lihat Detail Induk
Isi artikelBond as one of alternative instruments of investment in capital market expect stock gives some stabile return and relatively has fixed income. Such another instruments, bond faced some investment risks that must be watched deeply by the bondholders. ASs widely knowm form theory that interest rate is one of the mean risk faced by the bondholders cause it effects price and yield bond, and we know that there is inverse relationship between those two variables (bond price and interest rate). The purpose of this research is examined duration and convesity to measure the bond price sensitivity towards changes in interest rate. Sample the data used fixed income bond, which published by surabaya stock exchange. The statistic method used independent sample test for hypothesis examination. The result of research support hypothesis that the measure tools can be used to measure the bond price sensitivity towards changes in interest rate.
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