Determinants of bond market development in Malaysia / Farissa Alyna Abdul Malek

This study is on determinants of bond market development in Malaysia. It analyses the relationship between the economic size (GDP), trade openness (O), interest rate volatility (INTVOL), exchange rate variability (FXVOL), and size of banking system (BC). This study covers about the bond market devel...

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Main Author: Abdul Malek, Farissa Alyna
Format: Student Project
Language:English
Published: Faculty of Business and Management 2018
Subjects:
Online Access:http://ir.uitm.edu.my/id/eprint/21529/
http://ir.uitm.edu.my/id/eprint/21529/1/PPb_FARISSA%20ALYNA%20ABDUL%20MALEK%20M%20BM%2018_5.pdf
id uitm-21529
recordtype eprints
spelling uitm-215292018-11-01T08:30:13Z http://ir.uitm.edu.my/id/eprint/21529/ Determinants of bond market development in Malaysia / Farissa Alyna Abdul Malek Abdul Malek, Farissa Alyna HG Finance Malaysia Securities. Fixed-income securities Bonds This study is on determinants of bond market development in Malaysia. It analyses the relationship between the economic size (GDP), trade openness (O), interest rate volatility (INTVOL), exchange rate variability (FXVOL), and size of banking system (BC). This study covers about the bond market development and is focused on what are the determinants that contributes to the bond market development. This study has chosen Malaysia to be focused on and the data is taken quarterly from the year 2008 to 2017. 40 observations were used in this study. Both single linear regression and multiple linear regression were used in this study to see the relationship between the independent variables and dependent variable. The problem that is pointed out in this study is regarding the foreign holdings which is worrying as it fell tremendously in late 2016 and started to fluctuate ever since. From this study, it is found that trade openness (O), exchange rate variability (FXVOL), and size of banking system (BC) has a significant relationship with bond market development (Y) while economic size (GDP) and interest rate volatility (INTVOL) has an insignificant relationship with bond market development (Y). Faculty of Business and Management 2018 Student Project NonPeerReviewed text en http://ir.uitm.edu.my/id/eprint/21529/1/PPb_FARISSA%20ALYNA%20ABDUL%20MALEK%20M%20BM%2018_5.pdf Abdul Malek, Farissa Alyna (2018) Determinants of bond market development in Malaysia / Farissa Alyna Abdul Malek. [Student Project] (Unpublished)
repository_type Digital Repository
institution_category Local University
institution Universiti Teknologi MARA
building UiTM Institutional Repository
collection Online Access
language English
topic HG Finance
Malaysia
Securities. Fixed-income securities
Bonds
spellingShingle HG Finance
Malaysia
Securities. Fixed-income securities
Bonds
Abdul Malek, Farissa Alyna
Determinants of bond market development in Malaysia / Farissa Alyna Abdul Malek
description This study is on determinants of bond market development in Malaysia. It analyses the relationship between the economic size (GDP), trade openness (O), interest rate volatility (INTVOL), exchange rate variability (FXVOL), and size of banking system (BC). This study covers about the bond market development and is focused on what are the determinants that contributes to the bond market development. This study has chosen Malaysia to be focused on and the data is taken quarterly from the year 2008 to 2017. 40 observations were used in this study. Both single linear regression and multiple linear regression were used in this study to see the relationship between the independent variables and dependent variable. The problem that is pointed out in this study is regarding the foreign holdings which is worrying as it fell tremendously in late 2016 and started to fluctuate ever since. From this study, it is found that trade openness (O), exchange rate variability (FXVOL), and size of banking system (BC) has a significant relationship with bond market development (Y) while economic size (GDP) and interest rate volatility (INTVOL) has an insignificant relationship with bond market development (Y).
format Student Project
author Abdul Malek, Farissa Alyna
author_facet Abdul Malek, Farissa Alyna
author_sort Abdul Malek, Farissa Alyna
title Determinants of bond market development in Malaysia / Farissa Alyna Abdul Malek
title_short Determinants of bond market development in Malaysia / Farissa Alyna Abdul Malek
title_full Determinants of bond market development in Malaysia / Farissa Alyna Abdul Malek
title_fullStr Determinants of bond market development in Malaysia / Farissa Alyna Abdul Malek
title_full_unstemmed Determinants of bond market development in Malaysia / Farissa Alyna Abdul Malek
title_sort determinants of bond market development in malaysia / farissa alyna abdul malek
publisher Faculty of Business and Management
publishDate 2018
url http://ir.uitm.edu.my/id/eprint/21529/
http://ir.uitm.edu.my/id/eprint/21529/1/PPb_FARISSA%20ALYNA%20ABDUL%20MALEK%20M%20BM%2018_5.pdf
first_indexed 2023-09-18T23:06:45Z
last_indexed 2023-09-18T23:06:45Z
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