The effects of macroeconomic variables on Malaysia’s stock index (KLCI) / Warziah Johari

This study is an attempt to determine the relationship between macroeconomic variables and stock index (KLCI). It considers the yearly data of macroeconomic variables of excahange rate, interest rates, consumer price index and crude oil price from year 1987 to 2012.In pursuance of this, the Vector E...

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Main Author:	Johari, Warziah
Format:	Thesis
Language:	English
Published:	2013
Subjects:	Macroeconomics
Online Access:	https://ir.uitm.edu.my/id/eprint/93417/1/93417.pdf
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id	my-uitm-ir.93417
record_format	uketd_dc
spelling	my-uitm-ir.934172024-04-03T07:41:42Z The effects of macroeconomic variables on Malaysia’s stock index (KLCI) / Warziah Johari 2013 Johari, Warziah Macroeconomics This study is an attempt to determine the relationship between macroeconomic variables and stock index (KLCI). It considers the yearly data of macroeconomic variables of excahange rate, interest rates, consumer price index and crude oil price from year 1987 to 2012.In pursuance of this, the Vector Error Correction Model (VECM) was used to study long-run relationship between the stock index and the 4 selected macroeconomic variables which are Exchanger rate (EXR), Interest Rate(IR), Consumer Price Index(CPI) and Crude Oil Price (COP). The major finding is that macroeconomic variables effects the stock index. 2013 Thesis https://ir.uitm.edu.my/id/eprint/93417/ https://ir.uitm.edu.my/id/eprint/93417/1/93417.pdf text en public degree Universiti Teknologi MARA, Terengganu Faculty Of Business Management Abdul Manaf, Suhaily Maizan
institution	Universiti Teknologi MARA
collection	UiTM Institutional Repository
language	English
advisor	Abdul Manaf, Suhaily Maizan
topic	Macroeconomics
spellingShingle	Macroeconomics Johari, Warziah The effects of macroeconomic variables on Malaysia’s stock index (KLCI) / Warziah Johari
description	This study is an attempt to determine the relationship between macroeconomic variables and stock index (KLCI). It considers the yearly data of macroeconomic variables of excahange rate, interest rates, consumer price index and crude oil price from year 1987 to 2012.In pursuance of this, the Vector Error Correction Model (VECM) was used to study long-run relationship between the stock index and the 4 selected macroeconomic variables which are Exchanger rate (EXR), Interest Rate(IR), Consumer Price Index(CPI) and Crude Oil Price (COP). The major finding is that macroeconomic variables effects the stock index.
format	Thesis
qualification_level	Bachelor degree
author	Johari, Warziah
author_facet	Johari, Warziah
author_sort	Johari, Warziah
title	The effects of macroeconomic variables on Malaysia’s stock index (KLCI) / Warziah Johari
title_short	The effects of macroeconomic variables on Malaysia’s stock index (KLCI) / Warziah Johari
title_full	The effects of macroeconomic variables on Malaysia’s stock index (KLCI) / Warziah Johari
title_fullStr	The effects of macroeconomic variables on Malaysia’s stock index (KLCI) / Warziah Johari
title_full_unstemmed	The effects of macroeconomic variables on Malaysia’s stock index (KLCI) / Warziah Johari
title_sort	effects of macroeconomic variables on malaysia’s stock index (klci) / warziah johari
granting_institution	Universiti Teknologi MARA, Terengganu
granting_department	Faculty Of Business Management
publishDate	2013
url	https://ir.uitm.edu.my/id/eprint/93417/1/93417.pdf
_version_	1804889877231173632

The effects of macroeconomic variables on Malaysia’s stock index (KLCI) / Warziah Johari

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