Determinants of exchange rate: a case study of Malaysia / Zulkifli Mohd Nasir and Mohamed Nazim Khairi Mohamed Khir
The aim of this study is to investigate factors affecting exchange rate in Southeast Asian countries which is focusing on Malaysia. The dependent variable of this study is exchange rate while independent variables are price of oil, growth domestic product (GDP), inflation rate and interest rate. The...
| Main Authors: | , |
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| Format: | Student Project |
| Language: | English |
| Published: |
Faculty of Business and Management
2016
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| Subjects: | |
| Online Access: | https://ir.uitm.edu.my/id/eprint/27056/ |
| _version_ | 1848806675831586816 |
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| author | Mohd Nasir, Zulkifli Mohamed Khir, Mohamed Nazim Khairi |
| author_facet | Mohd Nasir, Zulkifli Mohamed Khir, Mohamed Nazim Khairi |
| author_sort | Mohd Nasir, Zulkifli |
| building | UiTM Institutional Repository |
| collection | Online Access |
| description | The aim of this study is to investigate factors affecting exchange rate in Southeast Asian countries which is focusing on Malaysia. The dependent variable of this study is exchange rate while independent variables are price of oil, growth domestic product (GDP), inflation rate and interest rate. The data collected covers the period from 1997 until 2015. This study employs time series in order to study the relationship between those variables. The result of this study found that inflation rate and interest rate has positive significant relationship with exchange rate. We are focusing on the fluctuation price of oil will give the impact the volatility of exchange rate. The main objective is to investigate whether there is a relationship between selected independent variables and exchange rate in Malaysia. The methodology use in this research is secondary data that collected from data stream. We analyse the raw data using Econometric-view 9 (EView9). Our finding prove that the independent variable price of oil and gross domestic product GDP) are significant with dependent variable exchange rate. For the other researcher, they should focus or highlight on relationship between price of oil and gross domestic product (GDP) towards exchange rate. |
| first_indexed | 2025-11-14T22:30:42Z |
| format | Student Project |
| id | uitm-27056 |
| institution | Universiti Teknologi MARA |
| institution_category | Local University |
| language | English |
| last_indexed | 2025-11-14T22:30:42Z |
| publishDate | 2016 |
| publisher | Faculty of Business and Management |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | uitm-270562021-05-17T03:49:37Z https://ir.uitm.edu.my/id/eprint/27056/ Determinants of exchange rate: a case study of Malaysia / Zulkifli Mohd Nasir and Mohamed Nazim Khairi Mohamed Khir Mohd Nasir, Zulkifli Mohamed Khir, Mohamed Nazim Khairi HG Finance Foreign exchange. Foreign exchange rates Malaysia The aim of this study is to investigate factors affecting exchange rate in Southeast Asian countries which is focusing on Malaysia. The dependent variable of this study is exchange rate while independent variables are price of oil, growth domestic product (GDP), inflation rate and interest rate. The data collected covers the period from 1997 until 2015. This study employs time series in order to study the relationship between those variables. The result of this study found that inflation rate and interest rate has positive significant relationship with exchange rate. We are focusing on the fluctuation price of oil will give the impact the volatility of exchange rate. The main objective is to investigate whether there is a relationship between selected independent variables and exchange rate in Malaysia. The methodology use in this research is secondary data that collected from data stream. We analyse the raw data using Econometric-view 9 (EView9). Our finding prove that the independent variable price of oil and gross domestic product GDP) are significant with dependent variable exchange rate. For the other researcher, they should focus or highlight on relationship between price of oil and gross domestic product (GDP) towards exchange rate. Faculty of Business and Management 2016 Student Project NonPeerReviewed text en https://ir.uitm.edu.my/id/eprint/27056/1/PPb_ZULKIFLI%20MOHD%20NASIR%20BM%20M%2016_5.pdf Mohd Nasir, Zulkifli and Mohamed Khir, Mohamed Nazim Khairi (2016) Determinants of exchange rate: a case study of Malaysia / Zulkifli Mohd Nasir and Mohamed Nazim Khairi Mohamed Khir. (2016) [Student Project] <http://terminalib.uitm.edu.my/27056.pdf> (Unpublished) |
| spellingShingle | HG Finance Foreign exchange. Foreign exchange rates Malaysia Mohd Nasir, Zulkifli Mohamed Khir, Mohamed Nazim Khairi Determinants of exchange rate: a case study of Malaysia / Zulkifli Mohd Nasir and Mohamed Nazim Khairi Mohamed Khir |
| title | Determinants of exchange rate: a case study of Malaysia / Zulkifli Mohd Nasir and Mohamed Nazim Khairi Mohamed Khir |
| title_full | Determinants of exchange rate: a case study of Malaysia / Zulkifli Mohd Nasir and Mohamed Nazim Khairi Mohamed Khir |
| title_fullStr | Determinants of exchange rate: a case study of Malaysia / Zulkifli Mohd Nasir and Mohamed Nazim Khairi Mohamed Khir |
| title_full_unstemmed | Determinants of exchange rate: a case study of Malaysia / Zulkifli Mohd Nasir and Mohamed Nazim Khairi Mohamed Khir |
| title_short | Determinants of exchange rate: a case study of Malaysia / Zulkifli Mohd Nasir and Mohamed Nazim Khairi Mohamed Khir |
| title_sort | determinants of exchange rate: a case study of malaysia / zulkifli mohd nasir and mohamed nazim khairi mohamed khir |
| topic | HG Finance Foreign exchange. Foreign exchange rates Malaysia |
| url | https://ir.uitm.edu.my/id/eprint/27056/ |