The impact of inflation rate, interest rate, and real GDP rate on volatility of FTSE Bursa Malaysia KLCI / Muhammad Zainulariffin Sapuan

Sapuan, Muhammad Zainulariffin (2021) The impact of inflation rate, interest rate, and real GDP rate on volatility of FTSE Bursa Malaysia KLCI / Muhammad Zainulariffin Sapuan. Degree thesis, Universiti Teknologi MARA, Johor.
Abstract

In this study, the researcher investigates the impact of the inflation rate, interest rate, and real GDP rate on the volatility of FTSE Bursa Malaysia KLCI. The volatility of the Malaysia FBMKLCI Bursa Malaysia is important in determining if the FBMKLCI's value can potentially be measure over an uncertainty condition and if its correlation with macroeconomic factor. Volatility measures the dispersion of returns for a stock or market index. Potential investors will look at the FBMKLCI performance before making the decision either to invest in those indexes or not. Therefore, this study investigates the impact of the inflation rate, interest rate, and real GDP rate on the volatility of Malaysia FBMKLCI bursa Malaysia. This research includes three independent variables: inflation rate, interest rate, and real GDP for twenty years (20012020). This study will use Ordinary least Square (OLS) regression with Data Series analysis to achieve the possible results to analyse the data.

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