A study on factors that effect bond price volatility in Malaysia bond market / Nur Hafsah Dan

Dan, Nur Hafsah (2011) A study on factors that effect bond price volatility in Malaysia bond market / Nur Hafsah Dan. (Unpublished)

Abstract

In late 1990s corporate bond plays a significant role in stabilizing financial systems and economic growth. It emerged as an alternative option for acquiring funds from large number of public at the market rate (Nozue, 2007). Bonds consist of paper having a stated amount of coupon rate, maturity time and face value. It is categorized as debt because of its interest feature and superior nature at the time of liquation. The main purpose of this study is to determine the factors that affect the bond price volatility in Malaysia bond market. This study, suggest that the factors are maturity of the bond, market interest rate and yield to maturity of the bond. The study shown that, there are significant relationship between the factors and bond price volatility. The bond price has positive relationship with the maturity and inverse relationships with interest rate and yield to maturity of the bond. Interest rates are found to be the most factors that influence the bond price volatility.

Metadata

Item Type: Student Project
Creators:
CreatorsEmail / ID. Num
Dan, Nur Hafsah2009620764
Subjects: H Social Sciences > HB Economic Theory. Demography > Price
H Social Sciences > HG Finance > Interest rates
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
Programme: Bachelor of Business Administration (Hons) Finance (BA242)
Item ID: 32659
Uncontrolled Keywords: Bond price; Maturity; Interest rate; Yield to maturity
URI: http://ir.uitm.edu.my/id/eprint/32659

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