The impact of interest rate, oil price, and Covid-19 cases on the Malaysian stock market returns during Covid-19 pandemic

The impact of interest rate, oil price, and Covid-19 cases on the Malaysian stock market returns during Covid-19 pandemic

This study aims to investigate the impact of interest rate, oil price and Covid-19 cases on stock market returns during Covid-19. In specific, this study is to determine relationship among Malaysia stock return (KLCI), interest rate (IR), oil price (POIL), daily Covid-19 confirmed cases and death ca...

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Main Author: Manggleshwary, Muniandy
Format: Thesis
Language:eng
eng
eng
Published: 2021
Subjects:
HG Finance
Online Access:https://etd.uum.edu.my/10418/1/depositpermission-not%20allow_s826680.pdf
https://etd.uum.edu.my/10418/2/s826680_01.pdf
https://etd.uum.edu.my/10418/3/s826680_02.pdf
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id my-uum-etd.10418
record_format uketd_dc
spelling my-uum-etd.104182023-03-19T02:12:17Z The impact of interest rate, oil price, and Covid-19 cases on the Malaysian stock market returns during Covid-19 pandemic 2021 Manggleshwary, Muniandy Ahmad, Norzalina College of Business (COB) College of Business (COB) HG Finance This study aims to investigate the impact of interest rate, oil price and Covid-19 cases on stock market returns during Covid-19. In specific, this study is to determine relationship among Malaysia stock return (KLCI), interest rate (IR), oil price (POIL), daily Covid-19 confirmed cases and death cases during Covid-19. This study carried out on Malaysia country using daily data during Covid-19 pandemic extended from February 2020 to September 2021. The methods used to achieve this goal are ordinary least square regression analysis. The data are processed by using E-views software. By using regression analysis model the finding shows interest rate, oil price, and daily covid-19 confirmed cases has a positive relationship towards the stock return however only the oil price is significant during the current Covid-19 pandemic. The result found in covid-19 death case significantly has negative relationship with stock return. This suggests that oil price and daily covid-19 death cases can give impact to the Malaysian stock return. 2021 Thesis https://etd.uum.edu.my/10418/ https://etd.uum.edu.my/10418/1/depositpermission-not%20allow_s826680.pdf text eng staffonly https://etd.uum.edu.my/10418/2/s826680_01.pdf text eng staffonly https://etd.uum.edu.my/10418/3/s826680_02.pdf text eng staffonly other masters Universiti Utara Malaysia
institution Universiti Utara Malaysia
collection UUM ETD
language eng
eng
eng
advisor Ahmad, Norzalina
topic HG Finance
spellingShingle HG Finance
Manggleshwary, Muniandy
The impact of interest rate, oil price, and Covid-19 cases on the Malaysian stock market returns during Covid-19 pandemic
description This study aims to investigate the impact of interest rate, oil price and Covid-19 cases on stock market returns during Covid-19. In specific, this study is to determine relationship among Malaysia stock return (KLCI), interest rate (IR), oil price (POIL), daily Covid-19 confirmed cases and death cases during Covid-19. This study carried out on Malaysia country using daily data during Covid-19 pandemic extended from February 2020 to September 2021. The methods used to achieve this goal are ordinary least square regression analysis. The data are processed by using E-views software. By using regression analysis model the finding shows interest rate, oil price, and daily covid-19 confirmed cases has a positive relationship towards the stock return however only the oil price is significant during the current Covid-19 pandemic. The result found in covid-19 death case significantly has negative relationship with stock return. This suggests that oil price and daily covid-19 death cases can give impact to the Malaysian stock return.
format Thesis
qualification_name other
qualification_level Master's degree
author Manggleshwary, Muniandy
author_facet Manggleshwary, Muniandy
author_sort Manggleshwary, Muniandy
title The impact of interest rate, oil price, and Covid-19 cases on the Malaysian stock market returns during Covid-19 pandemic
title_short The impact of interest rate, oil price, and Covid-19 cases on the Malaysian stock market returns during Covid-19 pandemic
title_full The impact of interest rate, oil price, and Covid-19 cases on the Malaysian stock market returns during Covid-19 pandemic
title_fullStr The impact of interest rate, oil price, and Covid-19 cases on the Malaysian stock market returns during Covid-19 pandemic
title_full_unstemmed The impact of interest rate, oil price, and Covid-19 cases on the Malaysian stock market returns during Covid-19 pandemic
title_sort impact of interest rate, oil price, and covid-19 cases on the malaysian stock market returns during covid-19 pandemic
granting_institution Universiti Utara Malaysia
granting_department College of Business (COB)
publishDate 2021
url https://etd.uum.edu.my/10418/1/depositpermission-not%20allow_s826680.pdf
https://etd.uum.edu.my/10418/2/s826680_01.pdf
https://etd.uum.edu.my/10418/3/s826680_02.pdf
_version_ 1776103812909498368

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