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The Macroeconomic Factors Affecting Government Bond Yield In Indonesia, Malaysia, Thailand, And The Philippines, Benny Budiawan Tjandrasa, Hotlan Siagian, Ferry Jie
The Macroeconomic Factors Affecting Government Bond Yield In Indonesia, Malaysia, Thailand, And The Philippines, Benny Budiawan Tjandrasa, Hotlan Siagian, Ferry Jie
Research outputs 2014 to 2021
© The author(s) 2020. This publication is an open access article. © Benny Budiawan Tjandrasa, Hotlan Siagian, Ferry Jie, 2020 The government bond (GB) has become the most attractive investment portfolio option, even though many macroeconomic factors affect the bond yield. This paper aims to investigate the determining factor of local currency government bond yield by considering the inflation rate, credit default swap, stock market index, exchange rate, and volatility index. This study used 240 data panel from the Bloomberg stock market in the form of data panel covering Southeast developing countries, namely Indonesia, Thailand, Malaysia, and the Philippines, for …