The macroeconomic determinants of exchange rate volatility in Malaysia / Mohd Zulakmal Mohd Nor

This study is done to investigate and analyze the macroeconomic determinants of exchange rate volatility in Malaysia. The financial data used in this study is to determine what macroeconomic factors affect the exchange rates going in an upward or downward direction (volatile). The variables co...

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Main Author: Mohd Nor, Mohd Zulakmal
Format: Student Project
Language:English
Published: Faculty of Business and Management 2015
Subjects:
Online Access:http://ir.uitm.edu.my/id/eprint/19566/
http://ir.uitm.edu.my/id/eprint/19566/1/PPb_MOHD%20ZULAKMAL%20MOHD%20NOR%20J%20BM%2015_5.pdf
id uitm-19566
recordtype eprints
spelling uitm-195662018-09-27T03:39:05Z http://ir.uitm.edu.my/id/eprint/19566/ The macroeconomic determinants of exchange rate volatility in Malaysia / Mohd Zulakmal Mohd Nor Mohd Nor, Mohd Zulakmal Macroeconomics This study is done to investigate and analyze the macroeconomic determinants of exchange rate volatility in Malaysia. The financial data used in this study is to determine what macroeconomic factors affect the exchange rates going in an upward or downward direction (volatile). The variables considered in this study are national income, inflation, government debt, interest rate and money supply. The sample of this study comprises of 56 quarters of both the dependant and independent variables on a yearly basis over a 14 year period from 2001-2014. The data can be obtained from Data Stream, EUI Database and World Data Bank. Interactive software package, E-views, will be used for regression analyzing the data that have been collected. The variables are basically from previous research papers that are related to the determinants of foreign exchange. The results of this research would determine which financial data variables have a significant effect towards exchange rate volatility in Malaysia. Faculty of Business and Management 2015-06 Student Project NonPeerReviewed text en http://ir.uitm.edu.my/id/eprint/19566/1/PPb_MOHD%20ZULAKMAL%20MOHD%20NOR%20J%20BM%2015_5.pdf Mohd Nor, Mohd Zulakmal (2015) The macroeconomic determinants of exchange rate volatility in Malaysia / Mohd Zulakmal Mohd Nor. [Student Project]
repository_type Digital Repository
institution_category Local University
institution Universiti Teknologi MARA
building UiTM Institutional Repository
collection Online Access
language English
topic Macroeconomics
spellingShingle Macroeconomics
Mohd Nor, Mohd Zulakmal
The macroeconomic determinants of exchange rate volatility in Malaysia / Mohd Zulakmal Mohd Nor
description This study is done to investigate and analyze the macroeconomic determinants of exchange rate volatility in Malaysia. The financial data used in this study is to determine what macroeconomic factors affect the exchange rates going in an upward or downward direction (volatile). The variables considered in this study are national income, inflation, government debt, interest rate and money supply. The sample of this study comprises of 56 quarters of both the dependant and independent variables on a yearly basis over a 14 year period from 2001-2014. The data can be obtained from Data Stream, EUI Database and World Data Bank. Interactive software package, E-views, will be used for regression analyzing the data that have been collected. The variables are basically from previous research papers that are related to the determinants of foreign exchange. The results of this research would determine which financial data variables have a significant effect towards exchange rate volatility in Malaysia.
format Student Project
author Mohd Nor, Mohd Zulakmal
author_facet Mohd Nor, Mohd Zulakmal
author_sort Mohd Nor, Mohd Zulakmal
title The macroeconomic determinants of exchange rate volatility in Malaysia / Mohd Zulakmal Mohd Nor
title_short The macroeconomic determinants of exchange rate volatility in Malaysia / Mohd Zulakmal Mohd Nor
title_full The macroeconomic determinants of exchange rate volatility in Malaysia / Mohd Zulakmal Mohd Nor
title_fullStr The macroeconomic determinants of exchange rate volatility in Malaysia / Mohd Zulakmal Mohd Nor
title_full_unstemmed The macroeconomic determinants of exchange rate volatility in Malaysia / Mohd Zulakmal Mohd Nor
title_sort macroeconomic determinants of exchange rate volatility in malaysia / mohd zulakmal mohd nor
publisher Faculty of Business and Management
publishDate 2015
url http://ir.uitm.edu.my/id/eprint/19566/
http://ir.uitm.edu.my/id/eprint/19566/1/PPb_MOHD%20ZULAKMAL%20MOHD%20NOR%20J%20BM%2015_5.pdf
first_indexed 2023-09-18T23:02:50Z
last_indexed 2023-09-18T23:02:50Z
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