Determinants of exchange rate: a case study of Malaysia / Zulkifli Mohd Nasir and Mohamed Nazim Khairi Mohamed Khir

Mohd Nasir, Zulkifli and Mohamed Khir, Mohamed Nazim Khairi (2016) Determinants of exchange rate: a case study of Malaysia / Zulkifli Mohd Nasir and Mohamed Nazim Khairi Mohamed Khir. [Student Project] (Unpublished)

Abstract

The aim of this study is to investigate factors affecting exchange rate in Southeast Asian countries which is focusing on Malaysia. The dependent variable of this study is exchange rate while independent variables are price of oil, growth domestic product (GDP), inflation rate and interest rate. The data collected covers the period from 1997 until 2015. This study employs time series in order to study the relationship between those variables. The result of this study found that inflation rate and interest rate has positive significant relationship with exchange rate. We are focusing on the fluctuation price of oil will give the impact the volatility of exchange rate. The main objective is to investigate whether there is a relationship between selected independent variables and exchange rate in Malaysia. The methodology use in this research is secondary data that collected from data stream. We analyse the raw data using Econometric-view 9 (EView9). Our finding prove that the independent variable price of oil and gross domestic product GDP) are significant with dependent variable exchange rate. For the other researcher, they should focus or highlight on relationship between price of oil and gross domestic product (GDP) towards exchange rate.

Metadata

Item Type: Student Project
Creators:
CreatorsID Num. / Email
Mohd Nasir, Zulkifli2014658206
Mohamed Khir, Mohamed Nazim Khairi2014815486
Subjects: H Social Sciences > HG Finance
H Social Sciences > HG Finance > International finance > Foreign exchange. Foreign exchange rates
H Social Sciences > HG Finance > International finance > Foreign exchange. Foreign exchange rates > Malaysia
Divisions: Universiti Teknologi MARA, Melaka > Bandaraya Melaka Campus > Faculty of Business and Management
Programme: Bachelor of Business Administration (Hons) Finance (BA242)
Item ID: 27056
Uncontrolled Keywords: Exchange rate; Inflation rate; Growth Domestic Product (GDP); Interest rate
URI: http://ir.uitm.edu.my/id/eprint/27056

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