ESTIMATING MACROECONOMIC FACTORS TOWARD THE SHAPE OF YIELD CURVE

Muslim, Muslim and Rosadi, Dedi and Gunardi, Gunardi and Abdurakhman, Abdurakhman ESTIMATING MACROECONOMIC FACTORS TOWARD THE SHAPE OF YIELD CURVE. Seminar Nasional.

[img] Text
Makalah_ESTIMATING MACROECONOMIC FACTORS TOWARD.pdf
Download (1MB)
[img] Text
Penilaian Peer Review_ESTIMATING MACROECONOMIC FACTORS TOWARD.pdf
Download (1MB)
[img] Text
turnitin_ESTIMATING MACROECONOMIC FACTORS TOWARD_turniti.pdf
Download (1MB)

Abstract

There are several macroeconomic variables that affect the shape of yield curve of government bond. For instance, IHSG, foreign exchange Dolar U.S – IDR etc. In this paper, we investigate the effect by adding the factors to the NSS factor of Government bond yield curve. We estimate the factors by using non linear square (NLS) methods and by using financial data from the Indonesia financial market.

Type: Article
Subjects: Q Science > QA Mathematics
Depositing User: MUSLIM
Date Deposited: 25 Jun 2020 05:17
Last Modified: 25 Jun 2020 05:17
URI: https://repository.unja.ac.id/id/eprint/12272

Actions (login required)

View Item View Item
Repository Unja is powered by EPrints 3 which is developed by the School of Electronics and Computer Science at the University of Southampton. More information and software credits.