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The impact of macroeconomic factors on Malaysian Government bond yields 10 year / Erra Shaziera Mohd Rashul

A government bond is a debt security issued by a government to support government spending. Before investing in government bonds, investors need to assess several risks associated with the country, such as country risk, political risk, inflation risk and interest rate risk, although the government u...

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Main Author: Mohd Rashul, Erra Shaziera
Format: Student Project
Language:English
Published: Faculty of Business and Management 2019
Subjects:
Macroeconomics
Online Access:http://ir.uitm.edu.my/id/eprint/31460/2/PPb_ERRA%20SHAZIERA%20MOHD%20RASHUL%20BM%20J%2018_5.pdf
http://ir.uitm.edu.my/id/eprint/31460/
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spelling my.uitm.ir.314602020-07-05T21:43:42Z http://ir.uitm.edu.my/id/eprint/31460/ The impact of macroeconomic factors on Malaysian Government bond yields 10 year / Erra Shaziera Mohd Rashul Mohd Rashul, Erra Shaziera Macroeconomics A government bond is a debt security issued by a government to support government spending. Before investing in government bonds, investors need to assess several risks associated with the country, such as country risk, political risk, inflation risk and interest rate risk, although the government usually has low credit risk. Government bonds are considered risk-free and are traded in highly liquid markets. Government bond yields is the return on investment, expressed as a percentage, on the government's debt obligations. On the downside, government bonds return is typically low rate of return. Thus, the purpose of this study is to identify whether macroeconomic factor has an impact on government bond yields in Malaysia. Dependent variable is the government bond yields. The independent variables are inflation rate, interest rate, GDP, stock market volatility and unemployment rate. The study conducted by using time series data analysis. Data collected is on the quarterly basis. There are 32 observation with the period of study between 2010 QI until 2017 Q4 that derived from Thomson Reuters DataStream. We apply ordinary least square (OLS) method which is multiple regression analysis. The result showed the GDP, interest rates, stock market volatility and unemployment rate are positive significant towards Malaysia government bond yields10 years while the inflation rate showed positive insignificant towards Malaysia government bond yields-IO years. Faculty of Business and Management 2019 Student Project NonPeerReviewed text en http://ir.uitm.edu.my/id/eprint/31460/2/PPb_ERRA%20SHAZIERA%20MOHD%20RASHUL%20BM%20J%2018_5.pdf Mohd Rashul, Erra Shaziera (2019) The impact of macroeconomic factors on Malaysian Government bond yields 10 year / Erra Shaziera Mohd Rashul. [Student Project] (Submitted)
institution Universiti Teknologi Mara
building Tun Abdul Razak Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Teknologi Mara
content_source UiTM Institutional Repository
url_provider http://ir.uitm.edu.my/
language English
topic Macroeconomics
spellingShingle Macroeconomics
Mohd Rashul, Erra Shaziera
The impact of macroeconomic factors on Malaysian Government bond yields 10 year / Erra Shaziera Mohd Rashul
description A government bond is a debt security issued by a government to support government spending. Before investing in government bonds, investors need to assess several risks associated with the country, such as country risk, political risk, inflation risk and interest rate risk, although the government usually has low credit risk. Government bonds are considered risk-free and are traded in highly liquid markets. Government bond yields is the return on investment, expressed as a percentage, on the government's debt obligations. On the downside, government bonds return is typically low rate of return. Thus, the purpose of this study is to identify whether macroeconomic factor has an impact on government bond yields in Malaysia. Dependent variable is the government bond yields. The independent variables are inflation rate, interest rate, GDP, stock market volatility and unemployment rate. The study conducted by using time series data analysis. Data collected is on the quarterly basis. There are 32 observation with the period of study between 2010 QI until 2017 Q4 that derived from Thomson Reuters DataStream. We apply ordinary least square (OLS) method which is multiple regression analysis. The result showed the GDP, interest rates, stock market volatility and unemployment rate are positive significant towards Malaysia government bond yields10 years while the inflation rate showed positive insignificant towards Malaysia government bond yields-IO years.
format Student Project
author Mohd Rashul, Erra Shaziera
author_facet Mohd Rashul, Erra Shaziera
author_sort Mohd Rashul, Erra Shaziera
title The impact of macroeconomic factors on Malaysian Government bond yields 10 year / Erra Shaziera Mohd Rashul
title_short The impact of macroeconomic factors on Malaysian Government bond yields 10 year / Erra Shaziera Mohd Rashul
title_full The impact of macroeconomic factors on Malaysian Government bond yields 10 year / Erra Shaziera Mohd Rashul
title_fullStr The impact of macroeconomic factors on Malaysian Government bond yields 10 year / Erra Shaziera Mohd Rashul
title_full_unstemmed The impact of macroeconomic factors on Malaysian Government bond yields 10 year / Erra Shaziera Mohd Rashul
title_sort impact of macroeconomic factors on malaysian government bond yields 10 year / erra shaziera mohd rashul
publisher Faculty of Business and Management
publishDate 2019
url http://ir.uitm.edu.my/id/eprint/31460/2/PPb_ERRA%20SHAZIERA%20MOHD%20RASHUL%20BM%20J%2018_5.pdf
http://ir.uitm.edu.my/id/eprint/31460/
_version_ 1685650792365686784
score 13.211869

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