Relationship between bond and stock market performance in Malaysia, Singapore and south Korea.

This study aim to examines the relationship between bond and stock market performance in Malaysia, Singapore and South Korea by using ordinary least square (OLS), correlation analysis, Augmented Dickey-Fuller (ADF) Unit Root, Johensen & Juselius (1&1) cointegration, Vector Error Correction M...

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Main Author:	Phang, Chia Yi
Format:	Thesis
Language:	English
Published:	2013
Subjects:	HF Commerce HG Finance
Online Access:	http://ir.unimas.my/id/eprint/9384/1/Phang%20Chia%20Yi%20ft.pdf
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id	my-unimas-ir.9384
record_format	uketd_dc
spelling	my-unimas-ir.93842023-06-22T03:27:48Z Relationship between bond and stock market performance in Malaysia, Singapore and south Korea. 2013 Phang, Chia Yi HF Commerce HG Finance This study aim to examines the relationship between bond and stock market performance in Malaysia, Singapore and South Korea by using ordinary least square (OLS), correlation analysis, Augmented Dickey-Fuller (ADF) Unit Root, Johensen & Juselius (1&1) cointegration, Vector Error Correction Model (VECM) and Granger Causality test. The financial crisis will influence bonds and stock market performance.The findings of the study indicated that the bonds and stocks are positively relationship in Malaysia and Singapore but there is negative relationship between bonds and stocks in South Korea. The results are important in order to determine the asset allocation by investors and portfolio managers. In addition, the macroeconomic variables such as inflation rate, exchange rate and interest rate have been used in the regression models in order to determine the impact on macroeconomic variables towards the bond and stock market performance. The most influences variables for the relationship between bond and stock market is exchange rate in Malaysia and Singapore . However, inflation rate is the most influence variables in South Korea for the period 2001 to 2012. 2012. Universiti Malaysia Sarawak, (UNIMAS) 2013 Thesis http://ir.unimas.my/id/eprint/9384/ http://ir.unimas.my/id/eprint/9384/1/Phang%20Chia%20Yi%20ft.pdf text en validuser masters Universiti Malaysia Sarawak Faculty of Economics and Business
institution	Universiti Malaysia Sarawak
collection	UNIMAS Institutional Repository
language	English
topic	HF Commerce HG Finance
spellingShingle	HF Commerce HG Finance Phang, Chia Yi Relationship between bond and stock market performance in Malaysia, Singapore and south Korea.
description	This study aim to examines the relationship between bond and stock market performance in Malaysia, Singapore and South Korea by using ordinary least square (OLS), correlation analysis, Augmented Dickey-Fuller (ADF) Unit Root, Johensen & Juselius (1&1) cointegration, Vector Error Correction Model (VECM) and Granger Causality test. The financial crisis will influence bonds and stock market performance.The findings of the study indicated that the bonds and stocks are positively relationship in Malaysia and Singapore but there is negative relationship between bonds and stocks in South Korea. The results are important in order to determine the asset allocation by investors and portfolio managers. In addition, the macroeconomic variables such as inflation rate, exchange rate and interest rate have been used in the regression models in order to determine the impact on macroeconomic variables towards the bond and stock market performance. The most influences variables for the relationship between bond and stock market is exchange rate in Malaysia and Singapore . However, inflation rate is the most influence variables in South Korea for the period 2001 to 2012. 2012.
format	Thesis
qualification_level	Master's degree
author	Phang, Chia Yi
author_facet	Phang, Chia Yi
author_sort	Phang, Chia Yi
title	Relationship between bond and stock market performance in Malaysia, Singapore and south Korea.
title_short	Relationship between bond and stock market performance in Malaysia, Singapore and south Korea.
title_full	Relationship between bond and stock market performance in Malaysia, Singapore and south Korea.
title_fullStr	Relationship between bond and stock market performance in Malaysia, Singapore and south Korea.
title_full_unstemmed	Relationship between bond and stock market performance in Malaysia, Singapore and south Korea.
title_sort	relationship between bond and stock market performance in malaysia, singapore and south korea.
granting_institution	Universiti Malaysia Sarawak
granting_department	Faculty of Economics and Business
publishDate	2013
url	http://ir.unimas.my/id/eprint/9384/1/Phang%20Chia%20Yi%20ft.pdf
_version_	1783728053672738816

Relationship between bond and stock market performance in Malaysia, Singapore and south Korea.

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