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Izdihar Farras Indiba
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ABSTRACT
The main aim of this research is to observe the relationship between credit rating as a measure of creditworthiness and the yield spreads of the emerging sovereign debt of ASEAN 4 countries which include Indonesia, Malaysia, Philippines, and Thailand from 2000 to 2014. This research uses a panel data estimation of a multivariate model of sovereign yield spreads. The explanatory variables are grouped into default risk variable which is represented by the credit rating, liquidity, ...
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Depok: Fakultas Ekonomi dan Bisnis Universitas Indonesia, 2017
S69480
UI - Skripsi Membership Universitas Indonesia Library