Factors of affecting exchange rate movement in Malaysia/ Sharifah Nurul Shahira Syed Abdul Malik

In Malaysia, the ringgit came under speculative attack and also declined significantly that would cause the capital account had not liberalized and suffered a contraction a gross domestic product growth. The financial crisis began after the Thai currency was floated which cause the depreciation of B...

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Main Author:	Syed Abdul Malik, Sharifah Nurul Shahira
Format:	Thesis
Language:	English
Published:	2017
Subjects:	Macroeconomics Malaysia
Online Access:	https://ir.uitm.edu.my/id/eprint/57466/1/57466.pdf
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id	my-uitm-ir.57466
record_format	uketd_dc
spelling	my-uitm-ir.574662022-04-18T03:22:25Z Factors of affecting exchange rate movement in Malaysia/ Sharifah Nurul Shahira Syed Abdul Malik 2017 Syed Abdul Malik, Sharifah Nurul Shahira Macroeconomics Foreign exchange. Foreign exchange rates Malaysia In Malaysia, the ringgit came under speculative attack and also declined significantly that would cause the capital account had not liberalized and suffered a contraction a gross domestic product growth. The financial crisis began after the Thai currency was floated which cause the depreciation of Baht and other Asian cash including Ringgit successively. Beside, this paper concern about the factor affecting exchange rate movement in Malaysia with involve the various macroeconomic indicator which are stock return, money supply, merchandise trade and government debt covering the period between 1987 until 2016. To identify which macroeconomic factor variable that could give a big impact toward exchange rate movement is one of the objective of this study that need to accomplish and this research will be guided by research question to determine the relationship between macroeconomic indicators towards volatility of exchange rate in Malaysia. The annually data were collected from several sources which are DataStream and World Bank source were chosen among the influential variable based on the previous research of this study. This paper use E-View approach to test the variable which are descriptive statistics, stationary and unit root test, regression analysis, hyphothesis test, and test on assumption. There are some previous researcher studied on factors that affecting exchange rate fluctuate stated the exchange rate is adversely connected with stock return. On the other hand, merchandise trade, money supply and government on external debt has positive relationship with exchange rate movement in Malaysia. Hence, this study show result that Trade, Money Supply and Debt are positive relationship while return index has a negative and significant relationship. 2017 Thesis https://ir.uitm.edu.my/id/eprint/57466/ https://ir.uitm.edu.my/id/eprint/57466/1/57466.pdf text en public degree UiTM Cawangan Johor Faculty of Business Administrations Abu Bakar, Norsaliza Mohd Isa, Maizura
institution	Universiti Teknologi MARA
collection	UiTM Institutional Repository
language	English
advisor	Abu Bakar, Norsaliza Mohd Isa, Maizura
topic	Macroeconomics Macroeconomics Malaysia
spellingShingle	Macroeconomics Macroeconomics Malaysia Syed Abdul Malik, Sharifah Nurul Shahira Factors of affecting exchange rate movement in Malaysia/ Sharifah Nurul Shahira Syed Abdul Malik
description	In Malaysia, the ringgit came under speculative attack and also declined significantly that would cause the capital account had not liberalized and suffered a contraction a gross domestic product growth. The financial crisis began after the Thai currency was floated which cause the depreciation of Baht and other Asian cash including Ringgit successively. Beside, this paper concern about the factor affecting exchange rate movement in Malaysia with involve the various macroeconomic indicator which are stock return, money supply, merchandise trade and government debt covering the period between 1987 until 2016. To identify which macroeconomic factor variable that could give a big impact toward exchange rate movement is one of the objective of this study that need to accomplish and this research will be guided by research question to determine the relationship between macroeconomic indicators towards volatility of exchange rate in Malaysia. The annually data were collected from several sources which are DataStream and World Bank source were chosen among the influential variable based on the previous research of this study. This paper use E-View approach to test the variable which are descriptive statistics, stationary and unit root test, regression analysis, hyphothesis test, and test on assumption. There are some previous researcher studied on factors that affecting exchange rate fluctuate stated the exchange rate is adversely connected with stock return. On the other hand, merchandise trade, money supply and government on external debt has positive relationship with exchange rate movement in Malaysia. Hence, this study show result that Trade, Money Supply and Debt are positive relationship while return index has a negative and significant relationship.
format	Thesis
qualification_level	Bachelor degree
author	Syed Abdul Malik, Sharifah Nurul Shahira
author_facet	Syed Abdul Malik, Sharifah Nurul Shahira
author_sort	Syed Abdul Malik, Sharifah Nurul Shahira
title	Factors of affecting exchange rate movement in Malaysia/ Sharifah Nurul Shahira Syed Abdul Malik
title_short	Factors of affecting exchange rate movement in Malaysia/ Sharifah Nurul Shahira Syed Abdul Malik
title_full	Factors of affecting exchange rate movement in Malaysia/ Sharifah Nurul Shahira Syed Abdul Malik
title_fullStr	Factors of affecting exchange rate movement in Malaysia/ Sharifah Nurul Shahira Syed Abdul Malik
title_full_unstemmed	Factors of affecting exchange rate movement in Malaysia/ Sharifah Nurul Shahira Syed Abdul Malik
title_sort	factors of affecting exchange rate movement in malaysia/ sharifah nurul shahira syed abdul malik
granting_institution	UiTM Cawangan Johor
granting_department	Faculty of Business Administrations
publishDate	2017
url	https://ir.uitm.edu.my/id/eprint/57466/1/57466.pdf
_version_	1783734977434746880

Factors of affecting exchange rate movement in Malaysia/ Sharifah Nurul Shahira Syed Abdul Malik

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