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Factor influencing yields of Malaysian government bond / Nurul Atiqah Ahmad Tajuddin

This paper aims to examine the relationship between macroeconomic variables government bond yields by using quarterly data from 2004 to 2014 and have total 44 observations in this paper. There are four variables that have been chosen as independent variables in this study which are Federal Governmen...

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التفاصيل البيبلوغرافية
المؤلف الرئيسي: Ahmad Tajuddin, Nurul Atiqah
التنسيق: Student Project
اللغة:English
منشور في: 2015
الموضوعات:
Macroeconomics
Bonds
الوصول للمادة أونلاين:https://ir.uitm.edu.my/id/eprint/76486/2/76486.pdf
https://ir.uitm.edu.my/id/eprint/76486/
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id my.uitm.ir.76486
record_format eprints
spelling my.uitm.ir.764862023-04-20T06:09:52Z https://ir.uitm.edu.my/id/eprint/76486/ Factor influencing yields of Malaysian government bond / Nurul Atiqah Ahmad Tajuddin Ahmad Tajuddin, Nurul Atiqah Macroeconomics Bonds This paper aims to examine the relationship between macroeconomic variables government bond yields by using quarterly data from 2004 to 2014 and have total 44 observations in this paper. There are four variables that have been chosen as independent variables in this study which are Federal Government Budget Deficit, Government Debt, Consumer price Index (CPI) and Interest Rate (IR). To run the model and estimate the regression the Ordinary Least Square (OLS) method was used. Besides that, this paper also encounter that there is no serious multicollinearity problem, no autocorrelation, no heteroscedasticity, error term is normally distributed and model is correctly specified. Mathematically, a bond spread is the simple subtraction of one bond yields from another. Traders use yield spreads as their benchmark to valuing bonds. Most traders have computer trading systems, such as Bloomberg and PC Bond which allow them to quickly calculate historical and actual spreads between many different bonds. Moreover, as this study is on the yields spreads of Malaysian bond, it can be the guideline to the existing as well as the potential investor to make a good investment decision in the future. 2015 Student Project NonPeerReviewed text en https://ir.uitm.edu.my/id/eprint/76486/2/76486.pdf Factor influencing yields of Malaysian government bond / Nurul Atiqah Ahmad Tajuddin. (2015) [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
Bonds
spellingShingle Macroeconomics
Bonds
Ahmad Tajuddin, Nurul Atiqah
Factor influencing yields of Malaysian government bond / Nurul Atiqah Ahmad Tajuddin
description This paper aims to examine the relationship between macroeconomic variables government bond yields by using quarterly data from 2004 to 2014 and have total 44 observations in this paper. There are four variables that have been chosen as independent variables in this study which are Federal Government Budget Deficit, Government Debt, Consumer price Index (CPI) and Interest Rate (IR). To run the model and estimate the regression the Ordinary Least Square (OLS) method was used. Besides that, this paper also encounter that there is no serious multicollinearity problem, no autocorrelation, no heteroscedasticity, error term is normally distributed and model is correctly specified. Mathematically, a bond spread is the simple subtraction of one bond yields from another. Traders use yield spreads as their benchmark to valuing bonds. Most traders have computer trading systems, such as Bloomberg and PC Bond which allow them to quickly calculate historical and actual spreads between many different bonds. Moreover, as this study is on the yields spreads of Malaysian bond, it can be the guideline to the existing as well as the potential investor to make a good investment decision in the future.
format Student Project
author Ahmad Tajuddin, Nurul Atiqah
author_facet Ahmad Tajuddin, Nurul Atiqah
author_sort Ahmad Tajuddin, Nurul Atiqah
title Factor influencing yields of Malaysian government bond / Nurul Atiqah Ahmad Tajuddin
title_short Factor influencing yields of Malaysian government bond / Nurul Atiqah Ahmad Tajuddin
title_full Factor influencing yields of Malaysian government bond / Nurul Atiqah Ahmad Tajuddin
title_fullStr Factor influencing yields of Malaysian government bond / Nurul Atiqah Ahmad Tajuddin
title_full_unstemmed Factor influencing yields of Malaysian government bond / Nurul Atiqah Ahmad Tajuddin
title_sort factor influencing yields of malaysian government bond / nurul atiqah ahmad tajuddin
publishDate 2015
url https://ir.uitm.edu.my/id/eprint/76486/2/76486.pdf
https://ir.uitm.edu.my/id/eprint/76486/
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score 13.251813

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