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...
| Main Authors: | , |
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| Format: | Student Project |
| Language: | English |
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Faculty of Business and Management
2013
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| Subjects: | |
| Online Access: | https://ir.uitm.edu.my/id/eprint/25513/ |
| _version_ | 1848806277988220928 |
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| author | Bohari, Mohd Shafiq Mohammad, Shahiza |
| author_facet | Bohari, Mohd Shafiq Mohammad, Shahiza |
| author_sort | Bohari, Mohd Shafiq |
| building | UiTM Institutional Repository |
| collection | Online Access |
| 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. |
| first_indexed | 2025-11-14T22:24:23Z |
| format | Student Project |
| id | uitm-25513 |
| institution | Universiti Teknologi MARA |
| institution_category | Local University |
| language | English |
| last_indexed | 2025-11-14T22:24:23Z |
| publishDate | 2013 |
| publisher | Faculty of Business and Management |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | uitm-255132019-11-28T06:38:02Z https://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 https://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. (2013) [Student Project] <http://terminalib.uitm.edu.my/25513.pdf> (Unpublished) |
| 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 |
| title | 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_short | 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 |
| 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 |
| url | https://ir.uitm.edu.my/id/eprint/25513/ |