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

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 Mal...

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Main Author:	Samsijan, Syahidatul Hani
Format:	Thesis
Language:	English
Published:	2018
Subjects:	International trade Bonds
Online Access:	https://ir.uitm.edu.my/id/eprint/61585/1/61585.pdf
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id	my-uitm-ir.61585
record_format	uketd_dc
spelling	my-uitm-ir.615852022-07-18T00:46:11Z The relationship between term to maturity and volume of trade towards volatility of Malaysian bond market / Syahidatul Hani Samsijan 2018-06 Samsijan, Syahidatul Hani International trade Stock exchanges. Insider trading in securities Bonds 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. 2018-06 Thesis https://ir.uitm.edu.my/id/eprint/61585/ https://ir.uitm.edu.my/id/eprint/61585/1/61585.pdf text en public degree UiTM Cawangan Johor Faculty of Business Management Zainal Abidin, Rabiatul Alawiyah
institution	Universiti Teknologi MARA
collection	UiTM Institutional Repository
language	English
advisor	Zainal Abidin, Rabiatul Alawiyah
topic	International trade International trade Bonds
spellingShingle	International trade International trade Bonds Samsijan, Syahidatul Hani The relationship between term to maturity and volume of trade towards volatility of Malaysian bond market / Syahidatul Hani Samsijan
description	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.
format	Thesis
qualification_level	Bachelor degree
author	Samsijan, Syahidatul Hani
author_facet	Samsijan, Syahidatul Hani
author_sort	Samsijan, Syahidatul Hani
title	The relationship between term to maturity and volume of trade towards volatility of Malaysian bond market / Syahidatul Hani Samsijan
title_short	The relationship between term to maturity and volume of trade towards volatility of Malaysian bond market / Syahidatul Hani Samsijan
title_full	The relationship between term to maturity and volume of trade towards volatility of Malaysian bond market / Syahidatul Hani Samsijan
title_fullStr	The relationship between term to maturity and volume of trade towards volatility of Malaysian bond market / Syahidatul Hani Samsijan
title_full_unstemmed	The relationship between term to maturity and volume of trade towards volatility of Malaysian bond market / Syahidatul Hani Samsijan
title_sort	relationship between term to maturity and volume of trade towards volatility of malaysian bond market / syahidatul hani samsijan
granting_institution	UiTM Cawangan Johor
granting_department	Faculty of Business Management
publishDate	2018
url	https://ir.uitm.edu.my/id/eprint/61585/1/61585.pdf
_version_	1783735235879370752

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

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