The effect of macroeconomics factors on Malaysia stock market / Fatin Fasehah Firdaos
The study is examining the effect of macroeconomics factors which include interest rates (IR), inflation rate (INF), gross domestic product (GDP) and foreign direct investment (FDI) on Malaysian stock market index (FBMKLCI), with used the annual time series data for the 2000 until 2019 period. This...
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| Main Author: | |
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| Format: | Thesis |
| Language: | English |
| Published: |
2022
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| Online Access: | https://ir.uitm.edu.my/id/eprint/101409/1/101409.pdf |
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| Summary: | The study is examining the effect of macroeconomics factors which include interest rates (IR), inflation rate (INF), gross domestic product (GDP) and foreign direct investment (FDI) on Malaysian stock market index (FBMKLCI), with used the annual time series data for the 2000 until 2019 period. This study will be using a variety of tests such as descriptive analysis, correlation, and regression. A few assumptions test also conducted in this research which include normality test, multicollinearity test and heteroskedasticity test. Multiple Linear Regression are used to explore the statistical relationship and evaluate the hypotheses in this research. The expected outcomes are all the selected macroeconomics variable are significantly impact on FBMKLCI. However, based on the empirical result from multiple linear regression analysis demonstrate only gross domestic product has significant effect on FBMKLCI, while interest rates, inflation rates and foreign direct investment are insignificant.
Key words: FTSE Bursa Malaysia KLCI, stock market index, interest rate, inflation rate, gross domestic product, foreign direct investment. |
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