A study on the factors effecting yield spread of 10 years Malaysian Government Securities / Mohd Amin Abdullah

This study tries to investigate the factor that will contribute to the changes of yield spread Malaysian Bond Market. The quarterly 10 years Malaysian Government Securities (MGS10) bond yield, Gross Domestic Product (GDP), Interest rate and Consumer Price Index (CPI), running from first quarter 2007...

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Bibliographic Details
Main Author:	Abdullah, Mohd Amin
Format:	Student Project
Language:	English
Published:	Faculty of Business and Management 2011
Subjects:	Securities. Fixed-income securities Bonds Government securities. Industrial securities. Venture capital
Online Access:	http://ir.uitm.edu.my/id/eprint/25327/ http://ir.uitm.edu.my/id/eprint/25327/1/PPb_MOHD%20AMIN%20ABDULLAH%20BM%20M%2011_5.pdf

id	uitm-25327
recordtype	eprints
spelling	uitm-253272019-10-25T03:02:04Z http://ir.uitm.edu.my/id/eprint/25327/ A study on the factors effecting yield spread of 10 years Malaysian Government Securities / Mohd Amin Abdullah Abdullah, Mohd Amin Securities. Fixed-income securities Bonds Government securities. Industrial securities. Venture capital This study tries to investigate the factor that will contribute to the changes of yield spread Malaysian Bond Market. The quarterly 10 years Malaysian Government Securities (MGS10) bond yield, Gross Domestic Product (GDP), Interest rate and Consumer Price Index (CPI), running from first quarter 2007 until fourth quarter 2010 are collected and Multiple Linear Regression Model are used in this investigation. The results from models reveal that there is significant relationship between macroeconomic factors and 10 years Malaysian government securities bond yield. MGS10 bond yield are positively affected with GDP and CPI and react negatively with the Interest rate. The findings in this investigation are useful for market participants, investors, professional portfolio managers, government agencies and financial literature who are concerned with the bond yield in Malaysia Bond market. Faculty of Business and Management 2011 Student Project NonPeerReviewed text en http://ir.uitm.edu.my/id/eprint/25327/1/PPb_MOHD%20AMIN%20ABDULLAH%20BM%20M%2011_5.pdf Abdullah, Mohd Amin (2011) A study on the factors effecting yield spread of 10 years Malaysian Government Securities / Mohd Amin Abdullah. [Student Project] (Unpublished)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	Securities. Fixed-income securities Bonds Government securities. Industrial securities. Venture capital
spellingShingle	Securities. Fixed-income securities Bonds Government securities. Industrial securities. Venture capital Abdullah, Mohd Amin A study on the factors effecting yield spread of 10 years Malaysian Government Securities / Mohd Amin Abdullah
description	This study tries to investigate the factor that will contribute to the changes of yield spread Malaysian Bond Market. The quarterly 10 years Malaysian Government Securities (MGS10) bond yield, Gross Domestic Product (GDP), Interest rate and Consumer Price Index (CPI), running from first quarter 2007 until fourth quarter 2010 are collected and Multiple Linear Regression Model are used in this investigation. The results from models reveal that there is significant relationship between macroeconomic factors and 10 years Malaysian government securities bond yield. MGS10 bond yield are positively affected with GDP and CPI and react negatively with the Interest rate. The findings in this investigation are useful for market participants, investors, professional portfolio managers, government agencies and financial literature who are concerned with the bond yield in Malaysia Bond market.
format	Student Project
author	Abdullah, Mohd Amin
author_facet	Abdullah, Mohd Amin
author_sort	Abdullah, Mohd Amin
title	A study on the factors effecting yield spread of 10 years Malaysian Government Securities / Mohd Amin Abdullah
title_short	A study on the factors effecting yield spread of 10 years Malaysian Government Securities / Mohd Amin Abdullah
title_full	A study on the factors effecting yield spread of 10 years Malaysian Government Securities / Mohd Amin Abdullah
title_fullStr	A study on the factors effecting yield spread of 10 years Malaysian Government Securities / Mohd Amin Abdullah
title_full_unstemmed	A study on the factors effecting yield spread of 10 years Malaysian Government Securities / Mohd Amin Abdullah
title_sort	study on the factors effecting yield spread of 10 years malaysian government securities / mohd amin abdullah
publisher	Faculty of Business and Management
publishDate	2011
url	http://ir.uitm.edu.my/id/eprint/25327/ http://ir.uitm.edu.my/id/eprint/25327/1/PPb_MOHD%20AMIN%20ABDULLAH%20BM%20M%2011_5.pdf
first_indexed	2023-09-18T23:14:31Z
last_indexed	2023-09-18T23:14:31Z
_version_	1777419022332067840

A study on the factors effecting yield spread of 10 years Malaysian Government Securities / Mohd Amin Abdullah

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