A study on the effect of macroeconomic variables toward the performance of Kuala Lumpur Composite Index (KLCI) / Abdul Fatah Ahmad

The study was conducted to find out the significant relationship between macroeconomic variables with Kuala Lumpur Composite Index. The variables selected are economic growth, inflation, interest rate and exchange rate. For the interest rate, Base Lending Rate has been used as the indicator. Meanwhi...

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Main Author:	Ahmad, Abdul Fatah
Format:	Thesis
Language:	English
Published:	2007
Online Access:	https://ir.uitm.edu.my/id/eprint/72518/1/72518.pdf
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id	my-uitm-ir.72518
record_format	uketd_dc
spelling	my-uitm-ir.725182024-05-29T09:20:13Z A study on the effect of macroeconomic variables toward the performance of Kuala Lumpur Composite Index (KLCI) / Abdul Fatah Ahmad 2007 Ahmad, Abdul Fatah The study was conducted to find out the significant relationship between macroeconomic variables with Kuala Lumpur Composite Index. The variables selected are economic growth, inflation, interest rate and exchange rate. For the interest rate, Base Lending Rate has been used as the indicator. Meanwhile, the exchange rate used is the Japanese currency (YEN). The method used for this study is the regression analysis. The result then has been interpret base on the correlation, coefficient correlation, Durbin-Watson, F-statistic and T-statistic. The data used for the study are collected for the period of fifteen year and using the monthly data from 1991 to 2005. Base on the result, it was conclude that the economic growth and exchange rate are not significant to the KLCI. However, there are significant relationship between inflation and interest rate to the KLCI. Inflation rate has a positive relationship, meanwhile interest rate has a negative relationship with KLCI. 2007 Thesis https://ir.uitm.edu.my/id/eprint/72518/ https://ir.uitm.edu.my/id/eprint/72518/1/72518.pdf text en public degree Universiti Teknologi MARA (UiTM) Faculty of Business and Management Isa, Azizah
institution	Universiti Teknologi MARA
collection	UiTM Institutional Repository
language	English
advisor	Isa, Azizah
description	The study was conducted to find out the significant relationship between macroeconomic variables with Kuala Lumpur Composite Index. The variables selected are economic growth, inflation, interest rate and exchange rate. For the interest rate, Base Lending Rate has been used as the indicator. Meanwhile, the exchange rate used is the Japanese currency (YEN). The method used for this study is the regression analysis. The result then has been interpret base on the correlation, coefficient correlation, Durbin-Watson, F-statistic and T-statistic. The data used for the study are collected for the period of fifteen year and using the monthly data from 1991 to 2005. Base on the result, it was conclude that the economic growth and exchange rate are not significant to the KLCI. However, there are significant relationship between inflation and interest rate to the KLCI. Inflation rate has a positive relationship, meanwhile interest rate has a negative relationship with KLCI.
format	Thesis
qualification_level	Bachelor degree
author	Ahmad, Abdul Fatah
spellingShingle	Ahmad, Abdul Fatah A study on the effect of macroeconomic variables toward the performance of Kuala Lumpur Composite Index (KLCI) / Abdul Fatah Ahmad
author_facet	Ahmad, Abdul Fatah
author_sort	Ahmad, Abdul Fatah
title	A study on the effect of macroeconomic variables toward the performance of Kuala Lumpur Composite Index (KLCI) / Abdul Fatah Ahmad
title_short	A study on the effect of macroeconomic variables toward the performance of Kuala Lumpur Composite Index (KLCI) / Abdul Fatah Ahmad
title_full	A study on the effect of macroeconomic variables toward the performance of Kuala Lumpur Composite Index (KLCI) / Abdul Fatah Ahmad
title_fullStr	A study on the effect of macroeconomic variables toward the performance of Kuala Lumpur Composite Index (KLCI) / Abdul Fatah Ahmad
title_full_unstemmed	A study on the effect of macroeconomic variables toward the performance of Kuala Lumpur Composite Index (KLCI) / Abdul Fatah Ahmad
title_sort	study on the effect of macroeconomic variables toward the performance of kuala lumpur composite index (klci) / abdul fatah ahmad
granting_institution	Universiti Teknologi MARA (UiTM)
granting_department	Faculty of Business and Management
publishDate	2007
url	https://ir.uitm.edu.my/id/eprint/72518/1/72518.pdf
_version_	1804889671917895680

A study on the effect of macroeconomic variables toward the performance of Kuala Lumpur Composite Index (KLCI) / Abdul Fatah Ahmad

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