The Contagion Effect of the 2007 Global Financial Crisis on the Malaysian Stock Market
This paper is an investigation on the impact of the 2007/2008 global financial crisis and foreign exchange rate on the stock market of Malaysia in two sub periods namely, pre-crisis (January 2002 till June 2007) and during crisis (July,2007 till December 2010). The findings showed that the stock mar...
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| Format: | Thesis |
| Language: | en en |
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2012
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| Online Access: | https://etd.uum.edu.my/3208/1/GAWI_MOHAMED_KHALIFA_ADAM.pdf https://etd.uum.edu.my/3208/4/GAWI_MOHAMED_KHALIFA_ADAM-1.pdf https://etd.uum.edu.my/3208/ |
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| _version_ | 1833436082279022592 |
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| author | Adam, Gawi Mohamed Khalifa |
| author_facet | Adam, Gawi Mohamed Khalifa |
| author_sort | Adam, Gawi Mohamed Khalifa |
| building | UUM Library |
| collection | Institutional Repository |
| content_provider | Universiti Utara Malaysia |
| content_source | UUM Electronic Theses |
| continent | Asia |
| country | Malaysia |
| description | This paper is an investigation on the impact of the 2007/2008 global financial crisis and foreign exchange rate on the stock market of Malaysia in two sub periods namely, pre-crisis (January 2002 till June 2007) and during crisis (July,2007 till December 2010). The findings showed that the stock market returns in US and Malaysia were depressed during the period of crisis. The correlation coefficient was strongly significant during the period of the crisis. In addition, multiple regression analysis provided evidence that contagion effects exist to the Malaysian stock market did exist during the US financial crisis, however the foreign exchange rate was not significant during the said financial crisis |
| format | Thesis |
| id | my.uum.etd-3208 |
| institution | Universiti Utara Malaysia |
| language | en en |
| publishDate | 2012 |
| record_format | eprints |
| spelling | my.uum.etd-32082022-04-10T05:57:05Z https://etd.uum.edu.my/3208/ The Contagion Effect of the 2007 Global Financial Crisis on the Malaysian Stock Market Adam, Gawi Mohamed Khalifa HG Finance This paper is an investigation on the impact of the 2007/2008 global financial crisis and foreign exchange rate on the stock market of Malaysia in two sub periods namely, pre-crisis (January 2002 till June 2007) and during crisis (July,2007 till December 2010). The findings showed that the stock market returns in US and Malaysia were depressed during the period of crisis. The correlation coefficient was strongly significant during the period of the crisis. In addition, multiple regression analysis provided evidence that contagion effects exist to the Malaysian stock market did exist during the US financial crisis, however the foreign exchange rate was not significant during the said financial crisis 2012-01-29 Thesis NonPeerReviewed text en https://etd.uum.edu.my/3208/1/GAWI_MOHAMED_KHALIFA_ADAM.pdf text en https://etd.uum.edu.my/3208/4/GAWI_MOHAMED_KHALIFA_ADAM-1.pdf Adam, Gawi Mohamed Khalifa (2012) The Contagion Effect of the 2007 Global Financial Crisis on the Malaysian Stock Market. Masters thesis, Universiti Utara Malaysia. |
| spellingShingle | HG Finance Adam, Gawi Mohamed Khalifa The Contagion Effect of the 2007 Global Financial Crisis on the Malaysian Stock Market |
| title | The Contagion Effect of the 2007 Global Financial Crisis on the Malaysian Stock Market |
| title_full | The Contagion Effect of the 2007 Global Financial Crisis on the Malaysian Stock Market |
| title_fullStr | The Contagion Effect of the 2007 Global Financial Crisis on the Malaysian Stock Market |
| title_full_unstemmed | The Contagion Effect of the 2007 Global Financial Crisis on the Malaysian Stock Market |
| title_short | The Contagion Effect of the 2007 Global Financial Crisis on the Malaysian Stock Market |
| title_sort | contagion effect of the 2007 global financial crisis on the malaysian stock market |
| topic | HG Finance |
| url | https://etd.uum.edu.my/3208/1/GAWI_MOHAMED_KHALIFA_ADAM.pdf https://etd.uum.edu.my/3208/4/GAWI_MOHAMED_KHALIFA_ADAM-1.pdf https://etd.uum.edu.my/3208/ |
| url_provider | http://etd.uum.edu.my/ |