PENGARUH INFLASI, NILAI TUKAR, DAN SUKU BUNGA TERHADAP VOLUME PERDAGANGAN SURAT UTANG NEGARA DI INDONESIA

Matheus Ricardo Cahyo Widodo, . (2025) PENGARUH INFLASI, NILAI TUKAR, DAN SUKU BUNGA TERHADAP VOLUME PERDAGANGAN SURAT UTANG NEGARA DI INDONESIA. Skripsi thesis, Universitas Pembangunan Nasional Veteran Jakarta.

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Abstract

The government adopts a budget deficit system to accelerate economic growth. The budget deficit is financed by issuing government bonds. Macroeconomic indicators such as inflation, exchange rate, and interest rate can influence the trading volume of government bonds. This study aims to examine the effect of inflation, exchange rate, and interest rate on the trading volume of government bonds in Indonesia in both the short and long run. The research method used is the ARDL (Autoregressive Distributed Lag) model, utilizing EViews 12. The research sample consists of monthly data for all variables in Indonesia from January 2014 to December 2023, totaling 120 observations. The results show that in the short run, inflation does not affect the trading volume of government bonds. In the long run, inflation has a negative influence, but the effect is not statistically significant, indicating no real impact. In the short run (in the current month) and the long run, the exchange rate has a significantly positive effect on the trading volume. However, in the short run (two months prior), the exchange rate has a significantly negative effect on trading volume. Regarding interest rates, in the short run (in the current month and one month prior), they have a significantly negative effect on the trading volume, while in the short run (two months prior), they have a significantly positive effect. In the long run, interest rates have a negative effect on trading volume, but the effect is statistically insignificant, indicating no significant impact. Keywords: Trading Volume of Government Bonds, Inflation, Exchange Rate, Interest Rate, Indonesia

Item Type: Thesis (Skripsi)
Additional Information: No.Panggil: 2110115004 Pembimbing: Desmintari Penguji 1: Aswin Rivai Penguji 2: Ullya Vidriza
Uncontrolled Keywords: Trading Volume of Government Bonds, Inflation, Exchange Rate, Interest Rate, Indonesia
Subjects: H Social Sciences > HB Economic Theory
Divisions: Fakultas Ekonomi dan Bisnis > Program Studi Ekonomi Pembangunan (S1)
Depositing User: MATHEUS RICARDO CAHYO WIDODO
Date Deposited: 03 Sep 2025 06:56
Last Modified: 03 Sep 2025 06:56
URI: http://repository.upnvj.ac.id/id/eprint/40149

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