Coupon Rate

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Endro Sukotjo - One of the best experts on this subject based on the ideXlab platform.

  • pengaruh inflasi suku bunga kurs Coupon Rate dan likuiditas obligasi terhadap harga obligasi pemerintah ri surat utang negara periode 2014 2016
    Jurnal Manajemen Bisnis dan Organisasi (JUMBO), 2018
    Co-Authors: Nur Azizah Rasudu, Dedy Takdir Syaifuddin, Endro Sukotjo
    Abstract:

    Penelitian ini bertujuan untuk menganalisis dan mengetahui pengaruh inflasi terhadap harga obligasi, pengaruh suku bunga terhadap harga obligasi, pengaruh kurs terhadap harga obligasi, pengaruh Coupon Rate terhadap harga obligasi dan pengaruh likuiditas obligasi terhadap harga obligasi. Sampel yang digunakan dalam penelitian ini sebanyak 12 obligasi Pemerintah RI (Surat Utang Negara) seri fixed Rate yang terdaftar pada Bursa Efek Indonesia. Metode pengambilan sampel yang digunakan adalah purposive sampling . Metode analisis data menggunakan Analisis Regresi Linear Berganda dengan program SPSS versi 20.0  for windows . Hasil penelitian menunjukkan bahwa suku bunga, kurs dan Coupon Rate berpengaruh negatif dan signifikan terhadap harga obligasi pemerintah. Disisi lain, inflasi dan likuiditas obligasi berpengaruh positif tapi tidak signifikan terhadap harga obligasi pemerintah. Kata kunci :  Inflasi, Suku Bunga, Kurs, Coupon Rate , Likuiditas Obligasi dan Harga Obligasi .

Yessiana Yessiana - One of the best experts on this subject based on the ideXlab platform.

  • analisis pengaruh inflasi suku bunga kurs Coupon Rate likuiditas obligasi dan maturity date terhadap harga obligasi pemerintah di bursa efek indonesia
    2019
    Co-Authors: Yessiana Yessiana
    Abstract:

    Analisis Pengaruh Inflasi, Suku Bunga, Kurs, Coupon Rate, Likuiditas Obligasi, dan Maturity Date Terhadap Harga Obligasi Pemerintah di Bursa Efek Indonesia Oleh Yessiana 1512120125 ABSTRAK Penelitian ini bertujuan untuk menguji secara empiris pengaruh inflasi, suku bunga, kurs, Coupon Rate, likuiditas obligasi, dan maturity date terhadap harga obligasi pemerintah di Bursa Efek Indonesia. Populasi data penelitian ini adalah 34 obligasi pemerintah seri fixed Rate. Sampel yang diambil dalam penelitian ini 204 obligasi pemerintah seri fixed Rate periode 2015-2017 yang diambil dengan teknik purposive sampling. Analisis dilakukan dengan menggunakan analisis regresi linier berganda dengan tingkat kepercayaan 95%. Data diolah dengan SPSS Versi 20. Hasil penelitian menunjukkan bahwa suku bunga, kurs, Coupon Rate, dan maturity date berpengaruh signifikan terhadap harga obligasi pemerintah, sedangkan inflasi, dan likuiditas obligasi tidak berpengaruh signifikan terhadap harga obligasi pemerintah. Kata kunci: harga obligasi pemerintah, inflasi, suku bunga, kurs, Coupon Rate,likuiditas obligasi, dan maturity date.

Nur Azizah Rasudu - One of the best experts on this subject based on the ideXlab platform.

  • pengaruh inflasi suku bunga kurs Coupon Rate dan likuiditas obligasi terhadap harga obligasi pemerintah ri surat utang negara periode 2014 2016
    Jurnal Manajemen Bisnis dan Organisasi (JUMBO), 2018
    Co-Authors: Nur Azizah Rasudu, Dedy Takdir Syaifuddin, Endro Sukotjo
    Abstract:

    Penelitian ini bertujuan untuk menganalisis dan mengetahui pengaruh inflasi terhadap harga obligasi, pengaruh suku bunga terhadap harga obligasi, pengaruh kurs terhadap harga obligasi, pengaruh Coupon Rate terhadap harga obligasi dan pengaruh likuiditas obligasi terhadap harga obligasi. Sampel yang digunakan dalam penelitian ini sebanyak 12 obligasi Pemerintah RI (Surat Utang Negara) seri fixed Rate yang terdaftar pada Bursa Efek Indonesia. Metode pengambilan sampel yang digunakan adalah purposive sampling . Metode analisis data menggunakan Analisis Regresi Linear Berganda dengan program SPSS versi 20.0  for windows . Hasil penelitian menunjukkan bahwa suku bunga, kurs dan Coupon Rate berpengaruh negatif dan signifikan terhadap harga obligasi pemerintah. Disisi lain, inflasi dan likuiditas obligasi berpengaruh positif tapi tidak signifikan terhadap harga obligasi pemerintah. Kata kunci :  Inflasi, Suku Bunga, Kurs, Coupon Rate , Likuiditas Obligasi dan Harga Obligasi .

Ankur Singhal - One of the best experts on this subject based on the ideXlab platform.

  • DETERMINANTS OF CREDIT SPREAD & ANNUAL Coupon Rate
    2009
    Co-Authors: Vikram Bahure, Ankur Singhal
    Abstract:

    This paper presents the determinants of credit spread and the Coupon Rate of the bond in the Indian debt market. The focus of the paper is on the factors influencing the spread in the debt market, which are the credit risk and the market risk factors. The research findings show that the credit spread is highly influenced by both credit risk factors like the default Rate of the bond and the stability of the rating, and the market risk factors like inflation, liquidity in the market, the risk free Rate of the economy and the exchange Rate. In this paper we determine a significant linear dependency relationship of credit spread and the Coupon Rate on the credit and market risk factors with the help of regression analysis.

  • determinants of credit spread annual Coupon Rate
    2009
    Co-Authors: Vikram Bahure, Ankur Singhal
    Abstract:

    This paper presents the determinants of credit spread and the Coupon Rate of the bond in the Indian debt market. The focus of the paper is on the factors influencing the spread in the debt market, which are the credit risk and the market risk factors. The research findings show that the credit spread is highly influenced by both credit risk factors like the default Rate of the bond and the stability of the rating, and the market risk factors like inflation, liquidity in the market, the risk free Rate of the economy and the exchange Rate. In this paper we determine a significant linear dependency relationship of credit spread and the Coupon Rate on the credit and market risk factors with the help of regression analysis.

Jaime R. Alvayay - One of the best experts on this subject based on the ideXlab platform.

  • A Theoretic Analysis of Extent of Lender Participation in a Participating Mortgage
    Review of Quantitative Finance and Accounting, 2005
    Co-Authors: Jaime R. Alvayay, Charles Harter, Wm. Steven Smith
    Abstract:

    A participating mortgage is a loan in which a lender accepts a below-market Coupon Rate in return for a share (participation) in the cash flows geneRated by income-producing real property. The cash flows provided by participation are classified as contingent interest and are intended to compensate the lender for additional risk exposure as well as the reduction in Coupon Rate. In this paper, we present a partial equilibrium wealth-maximizing model to estimate the extent of lender participation and an analysis of the factors affecting it. The results of formal comparative statics analysis show that the lender's percentage participation is, in general, positively related to changes in the loan-to-value ratio and threshold cash flows above which participation is payable. Among yet other results, a change in the contracted loan life has an ambiguous effect on the lender's percentage participation. Then, in an effort to resolve ambiguities in the comparative statics results, we employ a numerical procedure in conducting sensitivity analyses. This allows us to estimate percentage participation levels, and their elasticities, under various assumptions regarding the underlying factors.

  • A Theoretic Analysis of Extent of Lender Participation in a Participating Mortgage
    Review of Quantitative Finance and Accounting, 2005
    Co-Authors: Jaime R. Alvayay, Charles Harter, Steven Smith
    Abstract:

    A participating mortgage is a loan in which a lender accepts a below-market Coupon Rate in return for a share (participation) in the cash flows geneRated by income-producing real property. The cash flows provided by participation are classified as contingent interest and are intended to compensate the lender for additional risk exposure as well as the reduction in Coupon Rate. In this paper, we present a partial equilibrium wealth-maximizing model to estimate the extent of lender participation and an analysis of the factors affecting it. The results of formal comparative statics analysis show that the lender's percentage participation is, in general, positively related to changes in the loan-to-value ratio and threshold cash flows above which participation is payable. Among yet other results, a change in the contracted loan life has an ambiguous effect on the lender's percentage participation. Then, in an effort to resolve ambiguities in the comparative statics results, we employ a numerical procedure in conducting sensitivity analyses. This allows us to estimate percentage participation levels, and their elasticities, under various assumptions regarding the underlying factors. Copyright Springer Science + Business Media, Inc. 2005

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