The dynamic determinants of Malaysian bond price / Shariff Hidayatulloh Halimhafid
Government bonds are one of the major government debt instruments that the government uses to provide the required liquidity for project finance. Bonds are seen as monetary policy instruments as well as low-risk investment products. These products are issued with maturities ranging from medium to lo...
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| Format: | Thesis |
| Language: | English |
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2022
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| Online Access: | https://ir.uitm.edu.my/id/eprint/99793/1/99793.pdf |
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my-uitm-ir.997932024-09-25T09:35:02Z The dynamic determinants of Malaysian bond price / Shariff Hidayatulloh Halimhafid 2022 Halimhafid, Shariff Hidayatulloh Government bonds are one of the major government debt instruments that the government uses to provide the required liquidity for project finance. Bonds are seen as monetary policy instruments as well as low-risk investment products. These products are issued with maturities ranging from medium to long term. The aim of this research is to investigate the factors that affect the price of the bond in Malaysia. Particular attention will be paid to selected factors are interest rate, inflation rate and yield of the bond. Using a rich dataset from Datastream, Bank Negara Malaysia (BNM), and World bank. This study will include a yearly data set of each variable covering the period from 2005 to 2020 (16 years) by employing time series data which concentrated on descriptive analysis, correlation analysis, regression analysis, and the normality test. The outcome is expected to demonstrate a substantial link between the dependent variable (bond price) and the independent factors (interest rate, inflation rate and bond yield). It also provides some additional quantitative information for bond investors when investing in bonds. 2022 Thesis https://ir.uitm.edu.my/id/eprint/99793/ https://ir.uitm.edu.my/id/eprint/99793/1/99793.pdf text en public degree Universiti Teknologi MARA, Johor Faculty of Business and Management Ismail, Norashikin Hosin, Husnizam |
| institution |
Universiti Teknologi MARA |
| collection |
UiTM Institutional Repository |
| language |
English |
| advisor |
Ismail, Norashikin Hosin, Husnizam |
| description |
Government bonds are one of the major government debt instruments that the government uses to provide the required liquidity for project finance. Bonds are seen as monetary policy instruments as well as low-risk investment products. These products are issued with maturities ranging from medium to long term. The aim of this research is to investigate the factors that affect the price of the bond in Malaysia. Particular attention will be paid to selected factors are interest rate, inflation rate and yield of the bond. Using a rich dataset from Datastream, Bank Negara Malaysia (BNM), and World bank. This study will include a yearly data set of each variable covering the period from 2005 to 2020 (16 years) by employing time series data which concentrated on descriptive analysis, correlation analysis, regression analysis, and the normality test. The outcome is expected to demonstrate a substantial link between the dependent variable (bond price) and the independent factors (interest rate, inflation rate and bond yield). It also provides some additional quantitative information for bond investors when investing in bonds. |
| format |
Thesis |
| qualification_level |
Bachelor degree |
| author |
Halimhafid, Shariff Hidayatulloh |
| spellingShingle |
Halimhafid, Shariff Hidayatulloh The dynamic determinants of Malaysian bond price / Shariff Hidayatulloh Halimhafid |
| author_facet |
Halimhafid, Shariff Hidayatulloh |
| author_sort |
Halimhafid, Shariff Hidayatulloh |
| title |
The dynamic determinants of Malaysian bond price / Shariff Hidayatulloh Halimhafid |
| title_short |
The dynamic determinants of Malaysian bond price / Shariff Hidayatulloh Halimhafid |
| title_full |
The dynamic determinants of Malaysian bond price / Shariff Hidayatulloh Halimhafid |
| title_fullStr |
The dynamic determinants of Malaysian bond price / Shariff Hidayatulloh Halimhafid |
| title_full_unstemmed |
The dynamic determinants of Malaysian bond price / Shariff Hidayatulloh Halimhafid |
| title_sort |
dynamic determinants of malaysian bond price / shariff hidayatulloh halimhafid |
| granting_institution |
Universiti Teknologi MARA, Johor |
| granting_department |
Faculty of Business and Management |
| publishDate |
2022 |
| url |
https://ir.uitm.edu.my/id/eprint/99793/1/99793.pdf |
| _version_ |
1811769032231092224 |