Relationship between RHB bond fund and macroeconomic variables / Hanif Hashim

Hashim, Hanif (2010) Relationship between RHB bond fund and macroeconomic variables / Hanif Hashim. [Student Project] (Unpublished)

Abstract

The research studies on the relationship of economic variables with bond price. The scope of the study only focuses on the price movement of RHB bond fund
price as a result of the changing in the money supply, inflation and consumer price index. The objective of the study is to determine the relationship between the economic variables with the price movement of RHB bond fund. There are three economic variables which are chosen in this study which is money supply, inflation rate and consumer price index. The data period cover from January 2005 until December 2009. The data retrieved from the DataStream. The Autoregressive (AR) Model is used to investigate the relationship between the economic variables with RHB bond fund price.

Metadata

Item Type:	Student Project
Creators:	Creators Email / ID Num. Hashim, Hanif UNSPECIFIED
Subjects:	H Social Sciences > HB Economic Theory. Demography > Macroeconomics H Social Sciences > HG Finance > Investment, capital formation, speculation > Investment companies. Investment trusts. Mutual funds H Social Sciences > HG Finance > Investment, capital formation, speculation > Securities. Fixed-income securities > Bonds
Divisions:	Universiti Teknologi MARA, Melaka > Bandaraya Melaka Campus > Faculty of Business and Management
Keywords:	Bond fund; RHB; Macroeconomic
Date:	2010
URI:	https://ir.uitm.edu.my/id/eprint/24972