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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Main Author:	Zulkifli, Amar
Format:	Thesis
Language:	English
Published:	2017
Subjects:	Business cycles Economic fluctuations Economic indicators
Online Access:	https://ir.uitm.edu.my/id/eprint/93005/1/93005.pdf
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id	my-uitm-ir.93005
record_format	uketd_dc
spelling	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

The relationship between price of credit default swap contracts and economy performance : empirical evidence in Malaysia / Amar Zulkifli

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