Abstract
This study investigates the effect of the Malaysian government bond yields and its sensitivity to a selected range of macroeconomic determinants. Then it is tested whether and to what extent interest rates of various maturities reflect changes in economic indicators and information from economic factors. Various methods of analysis were implied such as descriptive analysis, correlation analysis, ad regression analysis was employed to run the model and estimate the regression In whole the results of the empirical study using quarterly data from 2010 to 2020.These empirical results help investors to determine the factors that could affect the government bond yields. The findings of the studies found that exchange rate have insignificant relationship to the growth of the Malaysian Government Securities while interest rate and inflation rate have significant relationship with the growth of Malaysian Government Securities. It hopes that the study can contribute to help investor's decision making in invest into the derivative market.
Metadata
Item Type: | Thesis (Degree) |
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Creators: | Creators Email / ID Num. Ghazali, Amirun Hakim 2020980879 |
Contributors: | Contribution Name Email / ID Num. Thesis advisor Mohd Sali@Salleh, Kharudin UNSPECIFIED |
Subjects: | H Social Sciences > HB Economic Theory. Demography > Macroeconomics H Social Sciences > HG Finance > Investment, capital formation, speculation > Securities. Fixed-income securities > Bonds H Social Sciences > HG Finance > Investment, capital formation, speculation > Government securities. Industrial securities. Venture capital |
Divisions: | Universiti Teknologi MARA, Johor > Segamat Campus > Faculty of Business and Management |
Programme: | Bachelor of Business Administration (Hons) Investment Management |
Keywords: | Securities; macroeconomic; interest rates; investors; exchange rate; inflation rate |
Date: | 2022 |
URI: | https://ir.uitm.edu.my/id/eprint/104219 |
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