The influence of interest rate and exchange rate to stock return and the effect of interest rate changes to the performance of STI / Hani Suryati Hassan Khalep

UNSPECIFIED (2008) The influence of interest rate and exchange rate to stock return and the effect of interest rate changes to the performance of STI / Hani Suryati Hassan Khalep. [Student Project] (Unpublished)

Abstract

This paper examines the influence of Singapore financial companies stock return to exchange rate and interest rate changes and also the effect of the changes to the performance of STI over the period of January 2003 to December 2007. The objective of this study is to analyze the effect of exchange rate and interest rate changes on financial companies in financial sector stock return during this period. The study also measures the performance of the financial companies return to the market return and the data are collected through DataStream. This paper employs Multiple Regression and Cumulative Abnormal Return approaches in order to examine the desire effect. The findings of this study indicate for both method shows that there is no significant influence on the stock return and also no significant effect on the stock market.

Metadata

Item Type: Student Project
Divisions: Universiti Teknologi MARA, Johor > Segamat Campus > Faculty of Business and Management
Item ID: 16829
Uncontrolled Keywords: Interest rate; Exchange rate; Stock return
URI: http://ir.uitm.edu.my/id/eprint/16829

Download

[img] Text
PPb_HANI SURYATI HASSAN KHALEP BM 08_5.pdf

Download (0B)

Fulltext

Fulltext is available at:
UNSPECIFIED

Actions (login required)

View Item View Item

Downloads

Downloads per month over past year