A study of the factors influencing yield spread of Malaysian Bond / Fatin Nadia Fatihah Ramli

This study was attempt to identify which factors that influencing yield spread of Malaysian Bond, to investigate the relationship between Gross Domestic Product (GDP), interest rate and Inflation rate with yield spread of Malaysian Bond and to examine the most significant factors that influence yie...

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Main Author:	Ramli, Fatin Nadia Fatihah
Format:	Thesis
Language:	English
Published:	2011
Subjects:	Stockbrokers Security dealers Investment advisers Online stockbrokers
Online Access:	https://ir.uitm.edu.my/id/eprint/33502/1/33502.pdf
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id	my-uitm-ir.33502
record_format	uketd_dc
spelling	my-uitm-ir.335022020-08-13T04:07:33Z A study of the factors influencing yield spread of Malaysian Bond / Fatin Nadia Fatihah Ramli 2011-04 Ramli, Fatin Nadia Fatihah Stockbrokers. Security dealers. Investment advisers. Online stockbrokers Government securities. Industrial securities. Venture capital This study was attempt to identify which factors that influencing yield spread of Malaysian Bond, to investigate the relationship between Gross Domestic Product (GDP), interest rate and Inflation rate with yield spread of Malaysian Bond and to examine the most significant factors that influence yield spread of Malaysian Bond. In order to prove this study, researcher collects data for Gross Domestic Product (GDP), interest rate and Inflation rate in DataStream and Department of Statistic Malaysia from third quarter of 1998 until first quarter of 2010 and test by using SPSS program (STATISTICAL PACKAGE FOR THE SOCIAL SCIENCE). This study was being tested using multiple regression technique, correlations analysis, coefficient of determination, standard error of coefficient (t-test), analysis of variance (F-test), Tolerance and Variance Inflation Factor (VIF) and Durbin Watson test. The finding shows that Gross Domestic Product (GDP) and interest rate was significant result. From the finding also, it shows that the inflation rate is not really related with Yield spread of Malaysian Bond. Therefore, the researcher makes suggestion to future researcher to consider for different macroeconomic factors such as money supply, Industry Production Index, KLCI or foreign exchange rate to see the different from the result 2011-04 Thesis https://ir.uitm.edu.my/id/eprint/33502/ https://ir.uitm.edu.my/id/eprint/33502/1/33502.pdf text en public degree Universiti Teknologi MARA Cawangan Kelantan Faculty of Business and Management Ishak, Fadhilah
institution	Universiti Teknologi MARA
collection	UiTM Institutional Repository
language	English
advisor	Ishak, Fadhilah
topic	Stockbrokers Security dealers Investment advisers Online stockbrokers Stockbrokers Security dealers Investment advisers Online stockbrokers
spellingShingle	Stockbrokers Security dealers Investment advisers Online stockbrokers Stockbrokers Security dealers Investment advisers Online stockbrokers Ramli, Fatin Nadia Fatihah A study of the factors influencing yield spread of Malaysian Bond / Fatin Nadia Fatihah Ramli
description	This study was attempt to identify which factors that influencing yield spread of Malaysian Bond, to investigate the relationship between Gross Domestic Product (GDP), interest rate and Inflation rate with yield spread of Malaysian Bond and to examine the most significant factors that influence yield spread of Malaysian Bond. In order to prove this study, researcher collects data for Gross Domestic Product (GDP), interest rate and Inflation rate in DataStream and Department of Statistic Malaysia from third quarter of 1998 until first quarter of 2010 and test by using SPSS program (STATISTICAL PACKAGE FOR THE SOCIAL SCIENCE). This study was being tested using multiple regression technique, correlations analysis, coefficient of determination, standard error of coefficient (t-test), analysis of variance (F-test), Tolerance and Variance Inflation Factor (VIF) and Durbin Watson test. The finding shows that Gross Domestic Product (GDP) and interest rate was significant result. From the finding also, it shows that the inflation rate is not really related with Yield spread of Malaysian Bond. Therefore, the researcher makes suggestion to future researcher to consider for different macroeconomic factors such as money supply, Industry Production Index, KLCI or foreign exchange rate to see the different from the result
format	Thesis
qualification_level	Bachelor degree
author	Ramli, Fatin Nadia Fatihah
author_facet	Ramli, Fatin Nadia Fatihah
author_sort	Ramli, Fatin Nadia Fatihah
title	A study of the factors influencing yield spread of Malaysian Bond / Fatin Nadia Fatihah Ramli
title_short	A study of the factors influencing yield spread of Malaysian Bond / Fatin Nadia Fatihah Ramli
title_full	A study of the factors influencing yield spread of Malaysian Bond / Fatin Nadia Fatihah Ramli
title_fullStr	A study of the factors influencing yield spread of Malaysian Bond / Fatin Nadia Fatihah Ramli
title_full_unstemmed	A study of the factors influencing yield spread of Malaysian Bond / Fatin Nadia Fatihah Ramli
title_sort	study of the factors influencing yield spread of malaysian bond / fatin nadia fatihah ramli
granting_institution	Universiti Teknologi MARA Cawangan Kelantan
granting_department	Faculty of Business and Management
publishDate	2011
url	https://ir.uitm.edu.my/id/eprint/33502/1/33502.pdf
_version_	1783734243051962368

A study of the factors influencing yield spread of Malaysian Bond / Fatin Nadia Fatihah Ramli

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