Dynamic relationship between macroeconomic variables and finance sector market indices / Mohd Shafiq Bohari and Shahiza Mohammad

The aim of this study is to investigate the relationship between Exchange Rate, Inflation Rate, Money Supply, and Interest Rate to the Finance Sector Market Indices. The study used Simple Linear Regression and Multiple Linear Regression in order to find the relationship among those indices. The mont...

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Bibliographic Details
Main Authors:	Bohari, Mohd Shafiq, Mohammad, Shahiza
Format:	Student Project
Language:	English
Published:	Faculty of Business and Management 2013
Subjects:	Macroeconomics Income. Income distribution. National income. Including gross national product, gross domestic product, and gross state product Stock exchanges. Insider trading in securities Stock price indexes. Stock quotations
Online Access:	http://ir.uitm.edu.my/id/eprint/25513/ http://ir.uitm.edu.my/id/eprint/25513/1/PPb_MOHD%20SHAFIQ%20BOHARI%20BM%20M%2013_5.pdf

id	uitm-25513
recordtype	eprints
spelling	uitm-255132019-11-28T06:38:02Z http://ir.uitm.edu.my/id/eprint/25513/ Dynamic relationship between macroeconomic variables and finance sector market indices / Mohd Shafiq Bohari and Shahiza Mohammad Bohari, Mohd Shafiq Mohammad, Shahiza Macroeconomics Income. Income distribution. National income. Including gross national product, gross domestic product, and gross state product Stock exchanges. Insider trading in securities Stock price indexes. Stock quotations The aim of this study is to investigate the relationship between Exchange Rate, Inflation Rate, Money Supply, and Interest Rate to the Finance Sector Market Indices. The study used Simple Linear Regression and Multiple Linear Regression in order to find the relationship among those indices. The monthly closing data were collected from January 2005 until December 2012. From the result, it reveals that certain variables have a significant negative relationship towards Finance Sector Market Indices and the others are insignificant. It means that there are macroeconomic variables that interdependence towards the Finance Sector Market Indices. Based on the results, it shows further understanding of the relationship between the macroeconomic variables to the Finance Sector Market Indices and it may be useful for regulators, investors, and speculators. Faculty of Business and Management 2013 Student Project NonPeerReviewed text en http://ir.uitm.edu.my/id/eprint/25513/1/PPb_MOHD%20SHAFIQ%20BOHARI%20BM%20M%2013_5.pdf Bohari, Mohd Shafiq and Mohammad, Shahiza (2013) Dynamic relationship between macroeconomic variables and finance sector market indices / Mohd Shafiq Bohari and Shahiza Mohammad. [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	Macroeconomics Income. Income distribution. National income. Including gross national product, gross domestic product, and gross state product Stock exchanges. Insider trading in securities Stock price indexes. Stock quotations
spellingShingle	Macroeconomics Income. Income distribution. National income. Including gross national product, gross domestic product, and gross state product Stock exchanges. Insider trading in securities Stock price indexes. Stock quotations Bohari, Mohd Shafiq Mohammad, Shahiza Dynamic relationship between macroeconomic variables and finance sector market indices / Mohd Shafiq Bohari and Shahiza Mohammad
description	The aim of this study is to investigate the relationship between Exchange Rate, Inflation Rate, Money Supply, and Interest Rate to the Finance Sector Market Indices. The study used Simple Linear Regression and Multiple Linear Regression in order to find the relationship among those indices. The monthly closing data were collected from January 2005 until December 2012. From the result, it reveals that certain variables have a significant negative relationship towards Finance Sector Market Indices and the others are insignificant. It means that there are macroeconomic variables that interdependence towards the Finance Sector Market Indices. Based on the results, it shows further understanding of the relationship between the macroeconomic variables to the Finance Sector Market Indices and it may be useful for regulators, investors, and speculators.
format	Student Project
author	Bohari, Mohd Shafiq Mohammad, Shahiza
author_facet	Bohari, Mohd Shafiq Mohammad, Shahiza
author_sort	Bohari, Mohd Shafiq
title	Dynamic relationship between macroeconomic variables and finance sector market indices / Mohd Shafiq Bohari and Shahiza Mohammad
title_short	Dynamic relationship between macroeconomic variables and finance sector market indices / Mohd Shafiq Bohari and Shahiza Mohammad
title_full	Dynamic relationship between macroeconomic variables and finance sector market indices / Mohd Shafiq Bohari and Shahiza Mohammad
title_fullStr	Dynamic relationship between macroeconomic variables and finance sector market indices / Mohd Shafiq Bohari and Shahiza Mohammad
title_full_unstemmed	Dynamic relationship between macroeconomic variables and finance sector market indices / Mohd Shafiq Bohari and Shahiza Mohammad
title_sort	dynamic relationship between macroeconomic variables and finance sector market indices / mohd shafiq bohari and shahiza mohammad
publisher	Faculty of Business and Management
publishDate	2013
url	http://ir.uitm.edu.my/id/eprint/25513/ http://ir.uitm.edu.my/id/eprint/25513/1/PPb_MOHD%20SHAFIQ%20BOHARI%20BM%20M%2013_5.pdf
first_indexed	2023-09-18T23:14:53Z
last_indexed	2023-09-18T23:14:53Z
_version_	1777419045735235584

Dynamic relationship between macroeconomic variables and finance sector market indices / Mohd Shafiq Bohari and Shahiza Mohammad

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