The impact of macroeconomic variable on Malaysia stock market pre and during pandemic COVID-19 / Muhammad Faris Syaqil Ruslan

The impact of macroeconomic variable on Malaysia stock market pre and during pandemic COVID-19 / Muhammad Faris Syaqil Ruslan

The purpose of this research is to identify which macroeconomics variables will give an impact to Malaysia stock market in pre and during pandemic Covid19. It will be performed by analysing the relationship between FTSE Bursa Malaysia KLCI and macroeconomic factors namely Overnight Policy Rate, Mone...

Full description

Saved in:
Bibliographic Details
Main Author: Ruslan, Muhammad Faris Syaqil
Format: Thesis
Language:English
Published: 2022
Subjects:
Macroeconomics
Online Access:https://ir.uitm.edu.my/id/eprint/99653/1/99653.pdf
Tags: Add Tag
No Tags, Be the first to tag this record!
id my-uitm-ir.99653
record_format uketd_dc
spelling my-uitm-ir.996532024-09-25T09:42:35Z The impact of macroeconomic variable on Malaysia stock market pre and during pandemic COVID-19 / Muhammad Faris Syaqil Ruslan 2022 Ruslan, Muhammad Faris Syaqil Macroeconomics Foreign exchange. Foreign exchange rates The purpose of this research is to identify which macroeconomics variables will give an impact to Malaysia stock market in pre and during pandemic Covid19. It will be performed by analysing the relationship between FTSE Bursa Malaysia KLCI and macroeconomic factors namely Overnight Policy Rate, Money Supply, Oil Price, Exchange Rate and Consumer Price Index. The data that was used in this research is monthly basis from Thomson Reuters, Central Bank and Trading Economics. Important to highlight, the study uses a time series analysis to examine the data that was collected from the past 4 years which is from July 2018 until October 2021, and it will be divided 20 months for pre and 20 months for during Covid19 to see which factors that gives out a significant relationship with FTSE Bursa Malaysia KLCI. Descriptive analysis, correlation analysis, normality test and regression analysis were performed. The result obtained from the variables shows that independent variable that have a positive significant with dependent variable is Consumer Price Index in pre Covid19 and no macroeconomic variables that have a significant relationship with FTSE Bursa Malaysia KLCI in during pandemic Covid19. 2022 Thesis https://ir.uitm.edu.my/id/eprint/99653/ https://ir.uitm.edu.my/id/eprint/99653/1/99653.pdf text en public degree Universiti Teknologi MARA, Johor Faculty of Business and Management Ismail, Norashikin Mohd Yusoff, Yuslizawati
institution Universiti Teknologi MARA
collection UiTM Institutional Repository
language English
advisor Ismail, Norashikin
Mohd Yusoff, Yuslizawati
topic Macroeconomics
Macroeconomics
spellingShingle Macroeconomics
Macroeconomics
Ruslan, Muhammad Faris Syaqil
The impact of macroeconomic variable on Malaysia stock market pre and during pandemic COVID-19 / Muhammad Faris Syaqil Ruslan
description The purpose of this research is to identify which macroeconomics variables will give an impact to Malaysia stock market in pre and during pandemic Covid19. It will be performed by analysing the relationship between FTSE Bursa Malaysia KLCI and macroeconomic factors namely Overnight Policy Rate, Money Supply, Oil Price, Exchange Rate and Consumer Price Index. The data that was used in this research is monthly basis from Thomson Reuters, Central Bank and Trading Economics. Important to highlight, the study uses a time series analysis to examine the data that was collected from the past 4 years which is from July 2018 until October 2021, and it will be divided 20 months for pre and 20 months for during Covid19 to see which factors that gives out a significant relationship with FTSE Bursa Malaysia KLCI. Descriptive analysis, correlation analysis, normality test and regression analysis were performed. The result obtained from the variables shows that independent variable that have a positive significant with dependent variable is Consumer Price Index in pre Covid19 and no macroeconomic variables that have a significant relationship with FTSE Bursa Malaysia KLCI in during pandemic Covid19.
format Thesis
qualification_level Bachelor degree
author Ruslan, Muhammad Faris Syaqil
author_facet Ruslan, Muhammad Faris Syaqil
author_sort Ruslan, Muhammad Faris Syaqil
title The impact of macroeconomic variable on Malaysia stock market pre and during pandemic COVID-19 / Muhammad Faris Syaqil Ruslan
title_short The impact of macroeconomic variable on Malaysia stock market pre and during pandemic COVID-19 / Muhammad Faris Syaqil Ruslan
title_full The impact of macroeconomic variable on Malaysia stock market pre and during pandemic COVID-19 / Muhammad Faris Syaqil Ruslan
title_fullStr The impact of macroeconomic variable on Malaysia stock market pre and during pandemic COVID-19 / Muhammad Faris Syaqil Ruslan
title_full_unstemmed The impact of macroeconomic variable on Malaysia stock market pre and during pandemic COVID-19 / Muhammad Faris Syaqil Ruslan
title_sort impact of macroeconomic variable on malaysia stock market pre and during pandemic covid-19 / muhammad faris syaqil ruslan
granting_institution Universiti Teknologi MARA, Johor
granting_department Faculty of Business and Management
publishDate 2022
url https://ir.uitm.edu.my/id/eprint/99653/1/99653.pdf
_version_ 1811769013243478016

Similar Items