Examining the factors influence bond market performance in Malaysia / Muhammad Syukri Mohd Jefri

This study investigates the factors that influence bond market performance in Malaysia by analyzing the relationship between bond market performance that is measured by government bond price 10Y (BP), maturity of bond (N), interest rates (R), inflation rate (I) and bond yields (YTM). This study cove...

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Bibliographic Details
Main Author:	Mohd Jefri, Muhammad Syukri
Format:	Student Project
Language:	English
Published:	Faculty of Business and Management 2018
Subjects:	Interest rates Securities. Fixed-income securities Bonds Government securities. Industrial securities. Venture capital
Online Access:	http://ir.uitm.edu.my/id/eprint/21590/ http://ir.uitm.edu.my/id/eprint/21590/1/PPb_MUHAMMAD%20SYUKRI%20MOHD%20JEFRI%20M%20%20BM%2018_5.pdf

id	uitm-21590
recordtype	eprints
spelling	uitm-215902018-11-14T09:19:48Z http://ir.uitm.edu.my/id/eprint/21590/ Examining the factors influence bond market performance in Malaysia / Muhammad Syukri Mohd Jefri Mohd Jefri, Muhammad Syukri Interest rates Securities. Fixed-income securities Bonds Government securities. Industrial securities. Venture capital This study investigates the factors that influence bond market performance in Malaysia by analyzing the relationship between bond market performance that is measured by government bond price 10Y (BP), maturity of bond (N), interest rates (R), inflation rate (I) and bond yields (YTM). This study covers the Malaysian bond market in which Malaysia government decides to make the bonds as priority in the market and become the main sources for long term financing due to the Asian financial crisis that has been occurred in year 1997 (Fabella & Madhur, 2003). Besides, this study chose Malaysian government bond as the financial data from the year 2010 to 2017 were used 32 observations for this study. A multiple linear regression analysis was executed in this study to see the relationship between dependent and independent variables. The dependent variable is bond market performance and is measured by government bond 10Y price (BP), whereas the independent variables are maturity of bond (N), interest rate (R), inflation rate (I) and bond yield (YTM). As a result this study found inflation rate (I) and bond yield (YTM) have significant positive and the other one which is at significant negative impact on bond market performance while maturity of bond (N) and interest rates (R) both has positive and insignificant effect on bond market performance. Faculty of Business and Management 2018 Student Project NonPeerReviewed text en http://ir.uitm.edu.my/id/eprint/21590/1/PPb_MUHAMMAD%20SYUKRI%20MOHD%20JEFRI%20M%20%20BM%2018_5.pdf Mohd Jefri, Muhammad Syukri (2018) Examining the factors influence bond market performance in Malaysia / Muhammad Syukri Mohd Jefri. [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	Interest rates Securities. Fixed-income securities Bonds Government securities. Industrial securities. Venture capital
spellingShingle	Interest rates Securities. Fixed-income securities Bonds Government securities. Industrial securities. Venture capital Mohd Jefri, Muhammad Syukri Examining the factors influence bond market performance in Malaysia / Muhammad Syukri Mohd Jefri
description	This study investigates the factors that influence bond market performance in Malaysia by analyzing the relationship between bond market performance that is measured by government bond price 10Y (BP), maturity of bond (N), interest rates (R), inflation rate (I) and bond yields (YTM). This study covers the Malaysian bond market in which Malaysia government decides to make the bonds as priority in the market and become the main sources for long term financing due to the Asian financial crisis that has been occurred in year 1997 (Fabella & Madhur, 2003). Besides, this study chose Malaysian government bond as the financial data from the year 2010 to 2017 were used 32 observations for this study. A multiple linear regression analysis was executed in this study to see the relationship between dependent and independent variables. The dependent variable is bond market performance and is measured by government bond 10Y price (BP), whereas the independent variables are maturity of bond (N), interest rate (R), inflation rate (I) and bond yield (YTM). As a result this study found inflation rate (I) and bond yield (YTM) have significant positive and the other one which is at significant negative impact on bond market performance while maturity of bond (N) and interest rates (R) both has positive and insignificant effect on bond market performance.
format	Student Project
author	Mohd Jefri, Muhammad Syukri
author_facet	Mohd Jefri, Muhammad Syukri
author_sort	Mohd Jefri, Muhammad Syukri
title	Examining the factors influence bond market performance in Malaysia / Muhammad Syukri Mohd Jefri
title_short	Examining the factors influence bond market performance in Malaysia / Muhammad Syukri Mohd Jefri
title_full	Examining the factors influence bond market performance in Malaysia / Muhammad Syukri Mohd Jefri
title_fullStr	Examining the factors influence bond market performance in Malaysia / Muhammad Syukri Mohd Jefri
title_full_unstemmed	Examining the factors influence bond market performance in Malaysia / Muhammad Syukri Mohd Jefri
title_sort	examining the factors influence bond market performance in malaysia / muhammad syukri mohd jefri
publisher	Faculty of Business and Management
publishDate	2018
url	http://ir.uitm.edu.my/id/eprint/21590/ http://ir.uitm.edu.my/id/eprint/21590/1/PPb_MUHAMMAD%20SYUKRI%20MOHD%20JEFRI%20M%20%20BM%2018_5.pdf
first_indexed	2023-09-18T23:06:54Z
last_indexed	2023-09-18T23:06:54Z
_version_	1777418543117107200

Examining the factors influence bond market performance in Malaysia / Muhammad Syukri Mohd Jefri

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