Factor that affect the growth of Malaysian government securities / Amirun Hakim Ghazali

Ghazali, Amirun Hakim (2022) Factor that affect the growth of Malaysian government securities / Amirun Hakim Ghazali. Degree thesis, Universiti Teknologi MARA, Johor.

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)
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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