The relationship between term to maturity and volume of trade towards volatility of Malaysian bond market / Syahidatul Hani Samsijan

Samsijan, Syahidatul Hani (2018) The relationship between term to maturity and volume of trade towards volatility of Malaysian bond market / Syahidatul Hani Samsijan. Degree thesis, UiTM Cawangan Johor.

Abstract

The aim of this research is to determine the relationship between price, term to maturity and volume of trade towards the volatility of Malaysian bond market. Government and corporate bond which actively traded in the capital market is being analysed. The independent variables are Bond Market in Malaysia. The independent variables for this study are term to maturity and volume of trade. Volatility of Malaysia bond market is the dependent variable and it is measure the condition of bond market before and after the financial crisis that occur in Malaysia. The volatility of the bond market is measure through the changes price of the bonds. This study used panel data as the method of study where the data is collected using monthly data from 2005 until 2010. The data for this study is obtained from mostly from AsianBonds Online and Eikon Thompson Reuters Data Stream subscribe by UiTM. The data also analysed by using E — views to explain the descriptive analysis, normality test, correlation analysis, multiple regression analysis and test on assumption in order to interpret the significance of the relationship. The expected results show there is no significant relationship between the price of bond and term to maturity for government bond in Malaysia. However, the result is opposing for the corporate bond. Corporate bond shows there is no significant relationship between volume of trade and the volatility of bond market in Malaysia.

Metadata

Item Type: Thesis (Degree)
Creators:
Creators
Email / ID Num.
Samsijan, Syahidatul Hani
2015418194
Contributors:
Contribution
Name
Email / ID Num.
Thesis advisor
Zainal Abidin, Rabiatul Alawiyah
UNSPECIFIED
Subjects: H Social Sciences > HF Commerce > International economic relations > International trade
H Social Sciences > HG Finance > Investment, capital formation, speculation > Stock exchanges. Insider trading in securities
H Social Sciences > HG Finance > Investment, capital formation, speculation > Securities. Fixed-income securities > Bonds
Divisions: Universiti Teknologi MARA, Johor > Segamat Campus > Faculty of Business and Management
Programme: Bachelor of Business Administration (Hons) Finance
Keywords: Volatility of bond market in Malaysia; Price of bond; Volume of trade
Date: June 2018
URI: https://ir.uitm.edu.my/id/eprint/61585
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