The relationship between price of credit default swap contracts and economy performance : empirical evidence in Malaysia / Amar Zulkifli
Over the past few months, Malaysia has experienced economy turmoil and it became a worrying trend for investors. This study is an attempt to identify the performances of Malaysia economy performances towards the Credit Default Swap (CDS) price from first quarter of 2008 until second quarter of 2016....
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my-uitm-ir.930052024-05-05T23:52:07Z The relationship between price of credit default swap contracts and economy performance : empirical evidence in Malaysia / Amar Zulkifli 2017 Zulkifli, Amar Business cycles. Economic fluctuations. Economic indicators Over the past few months, Malaysia has experienced economy turmoil and it became a worrying trend for investors. This study is an attempt to identify the performances of Malaysia economy performances towards the Credit Default Swap (CDS) price from first quarter of 2008 until second quarter of 2016. There are total of three explanatory variables used which are the equity market performance, interest rate and inflation. This three variables are represented by the Kuala Lumpur Composite Index (KLCI)' points, Overnight Policy Rate (OPR) and Consumer Price Index (CPI) respectively. On the other hand, CDS spread are used as the dependent variables in this study. The design of this research comprises 32 secondary data of each variables from first quarter 2008 until second quarter 2016. Furthermore, in the process of findings, the researcher is using E-view 8.1 software in order to generate all the output for analysis purposes. The results indicate that only two out of three predictors are significant related to the CDS spread. The overall study intends to contribute and give ideas to the future researcher, speculators, investors, and policy makers in their perspective about CDS and also to help them in decision making on the unpredicted investments in Malaysia. 2017 Thesis https://ir.uitm.edu.my/id/eprint/93005/ https://ir.uitm.edu.my/id/eprint/93005/1/93005.pdf text en public degree Universiti Teknologi MARA, Johor Faculty of Business Management Ismail, Hazila |
institution |
Universiti Teknologi MARA |
collection |
UiTM Institutional Repository |
language |
English |
advisor |
Ismail, Hazila |
topic |
Business cycles Economic fluctuations Economic indicators |
spellingShingle |
Business cycles Economic fluctuations Economic indicators Zulkifli, Amar The relationship between price of credit default swap contracts and economy performance : empirical evidence in Malaysia / Amar Zulkifli |
description |
Over the past few months, Malaysia has experienced economy turmoil and it became a worrying trend for investors. This study is an attempt to identify the performances of Malaysia economy performances towards the Credit Default Swap (CDS) price from first quarter of 2008 until second quarter of 2016. There are total of three explanatory variables used which are the equity market performance, interest rate and inflation. This three variables are represented by the Kuala Lumpur Composite Index (KLCI)' points, Overnight Policy Rate (OPR) and Consumer Price Index (CPI) respectively. On the other hand, CDS spread are used as the dependent variables in this study. The design of this research comprises 32 secondary data of each variables from first quarter 2008 until second quarter 2016. Furthermore, in the process of findings, the researcher is using E-view 8.1 software in order to generate all the output for analysis purposes. The results indicate that only two out of three predictors are significant related to the CDS spread. The overall study intends to contribute and give ideas to the future researcher, speculators, investors, and policy makers in their perspective about CDS and also to help them in decision making on the unpredicted investments in Malaysia. |
format |
Thesis |
qualification_level |
Bachelor degree |
author |
Zulkifli, Amar |
author_facet |
Zulkifli, Amar |
author_sort |
Zulkifli, Amar |
title |
The relationship between price of credit default swap contracts and economy performance : empirical evidence in Malaysia / Amar Zulkifli |
title_short |
The relationship between price of credit default swap contracts and economy performance : empirical evidence in Malaysia / Amar Zulkifli |
title_full |
The relationship between price of credit default swap contracts and economy performance : empirical evidence in Malaysia / Amar Zulkifli |
title_fullStr |
The relationship between price of credit default swap contracts and economy performance : empirical evidence in Malaysia / Amar Zulkifli |
title_full_unstemmed |
The relationship between price of credit default swap contracts and economy performance : empirical evidence in Malaysia / Amar Zulkifli |
title_sort |
relationship between price of credit default swap contracts and economy performance : empirical evidence in malaysia / amar zulkifli |
granting_institution |
Universiti Teknologi MARA, Johor |
granting_department |
Faculty of Business Management |
publishDate |
2017 |
url |
https://ir.uitm.edu.my/id/eprint/93005/1/93005.pdf |
_version_ |
1804889871739781120 |