The impact of macroeconomic variable on Malaysia stock market pre and during pandemic COVID-19 / Muhammad Faris Syaqil Ruslan

Ruslan, Muhammad Faris Syaqil (2022) The impact of macroeconomic variable on Malaysia stock market pre and during pandemic COVID-19 / Muhammad Faris Syaqil Ruslan. Degree thesis, Universiti Teknologi MARA, Johor.

Abstract

The purpose of this research is to identify which macroeconomics variables will give an impact to Malaysia stock market in pre and during pandemic Covid19. It will be performed by analysing the relationship between FTSE Bursa Malaysia KLCI and macroeconomic factors namely Overnight Policy Rate, Money Supply, Oil Price, Exchange Rate and Consumer Price Index. The data that was used in this research is monthly basis from Thomson Reuters, Central Bank and Trading Economics. Important to highlight, the study uses a time series analysis to examine the data that was collected from the past 4 years which is from July 2018 until October 2021, and it will be divided 20 months for pre and 20 months for during Covid19 to see which factors that gives out a significant relationship with FTSE Bursa Malaysia KLCI. Descriptive analysis, correlation analysis, normality test and regression analysis were performed. The result obtained from the variables shows that independent variable that have a positive significant with dependent variable is Consumer Price Index in pre Covid19 and no macroeconomic variables that have a significant relationship with FTSE Bursa Malaysia KLCI in during pandemic Covid19.

Metadata

Item Type: Thesis (Degree)
Creators:
Creators
Email / ID Num.
Ruslan, Muhammad Faris Syaqil
2020985033
Contributors:
Contribution
Name
Email / ID Num.
Thesis advisor
Ismail, Norashikin
UNSPECIFIED
Thesis advisor
Mohd Yusoff, Yuslizawati
UNSPECIFIED
Subjects: H Social Sciences > HB Economic Theory. Demography > Macroeconomics
H Social Sciences > HG Finance > International finance > Foreign exchange. Foreign exchange rates
Divisions: Universiti Teknologi MARA, Johor > Segamat Campus > Faculty of Business and Management
Programme: Bachelor of Business Administration (Hons) Investment Management
Keywords: Overnight policy rate; OPR; money supply; exchange rate; oil price; consumer price index
Date: 2022
URI: https://ir.uitm.edu.my/id/eprint/99653
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