Determinant of bond market in Malaysia / Shamsul Arif Zulfikar Husni
The Malaysian bond market has experienced fast growth in recent years as more business operations have increased from time to time. However, only a few people are well aware of the macroeconomic factors that significantly impact the bond performance specifically bond yields. The issue arises when th...
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2022
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Online Access: | https://ir.uitm.edu.my/id/eprint/96282/1/96282.pdf |
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my-uitm-ir.962822024-08-06T18:15:25Z Determinant of bond market in Malaysia / Shamsul Arif Zulfikar Husni 2022 Zulfikar Husni, Shamsul Arif Bonds The Malaysian bond market has experienced fast growth in recent years as more business operations have increased from time to time. However, only a few people are well aware of the macroeconomic factors that significantly impact the bond performance specifically bond yields. The issue arises when there are only a few researchers conduct studies related to government bond yields and it is rare to find any research conducted in Malaysia. Thus, to cater that problem, this study was conducted to determine the relationship between government bond yields and macroeconomic factors such as gold price, oil price, and stock market performance. This study will also identify the most significant variables towards the government bond yields as to improve the confident of government and investors in making any further investment decision. Secondary data were obtained from 2006 to 2020, including quarterly data used in this paper that also accumulate to 60 number of observations. Moreover, the study's findings are divided into three categories: descriptive analysis, correlation analysis, and regression analysis. The expected result for this study is that only gold price and crude oil price shows a significant relationship between Malaysia government bond yields. These empirical findings assist investors in determining the elements that may influence government bond yields and decision-making. 2022 Thesis https://ir.uitm.edu.my/id/eprint/96282/ https://ir.uitm.edu.my/id/eprint/96282/1/96282.pdf text en public degree Universiti Teknologi MARA, Johor Faculty of Business and Management |
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Universiti Teknologi MARA |
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UiTM Institutional Repository |
language |
English |
topic |
Bonds |
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Bonds Zulfikar Husni, Shamsul Arif Determinant of bond market in Malaysia / Shamsul Arif Zulfikar Husni |
description |
The Malaysian bond market has experienced fast growth in recent years as more business operations have increased from time to time. However, only a few people are well aware of the macroeconomic factors that significantly impact the bond performance specifically bond yields. The issue arises when there are only a few researchers conduct studies related to government bond yields and it is rare to find any research conducted in Malaysia. Thus, to cater that problem, this study was conducted to determine the relationship between government bond yields and macroeconomic factors such as gold price, oil price, and stock market performance. This study will also identify the most significant variables towards the government bond yields as to improve the confident of government and investors in making any further investment decision. Secondary data were obtained from 2006 to 2020, including quarterly data used in this paper that also accumulate to 60 number of observations. Moreover, the study's findings are divided into three categories: descriptive analysis, correlation analysis, and regression analysis. The expected result for this study is that only gold price and crude oil price shows a significant relationship between Malaysia government bond yields. These empirical findings assist investors in determining the elements that may influence government bond yields and decision-making. |
format |
Thesis |
qualification_level |
Bachelor degree |
author |
Zulfikar Husni, Shamsul Arif |
author_facet |
Zulfikar Husni, Shamsul Arif |
author_sort |
Zulfikar Husni, Shamsul Arif |
title |
Determinant of bond market in Malaysia / Shamsul Arif Zulfikar Husni |
title_short |
Determinant of bond market in Malaysia / Shamsul Arif Zulfikar Husni |
title_full |
Determinant of bond market in Malaysia / Shamsul Arif Zulfikar Husni |
title_fullStr |
Determinant of bond market in Malaysia / Shamsul Arif Zulfikar Husni |
title_full_unstemmed |
Determinant of bond market in Malaysia / Shamsul Arif Zulfikar Husni |
title_sort |
determinant of bond market in malaysia / shamsul arif zulfikar husni |
granting_institution |
Universiti Teknologi MARA, Johor |
granting_department |
Faculty of Business and Management |
publishDate |
2022 |
url |
https://ir.uitm.edu.my/id/eprint/96282/1/96282.pdf |
_version_ |
1811768859240169472 |