Relationship between bond and stock market performance in Malaysia, Singapore and south Korea.
This study aim to examines the relationship between bond and stock market performance in Malaysia, Singapore and South Korea by using ordinary least square (OLS), correlation analysis, Augmented Dickey-Fuller (ADF) Unit Root, Johensen & Juselius (1&1) cointegration, Vector Error Correction M...
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| Format: | Thesis |
| Language: | English |
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Universiti Malaysia Sarawak, (UNIMAS)
2013
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| Subjects: | |
| Online Access: | http://ir.unimas.my/id/eprint/9384/ http://ir.unimas.my/id/eprint/9384/1/Phang%20Chia%20Yi%20ft.pdf |
| _version_ | 1848836555219664896 |
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| author | Phang, Chia Yi |
| author_facet | Phang, Chia Yi |
| author_sort | Phang, Chia Yi |
| building | UNIMAS Institutional Repository |
| collection | Online Access |
| description | This study aim to examines the relationship between bond and stock market performance in Malaysia, Singapore and South Korea by using ordinary least square (OLS), correlation analysis, Augmented Dickey-Fuller (ADF) Unit Root, Johensen & Juselius (1&1) cointegration, Vector Error Correction Model (VECM) and Granger Causality test. The financial crisis will influence bonds and stock market performance.The findings of the study indicated that the bonds and stocks are positively relationship in Malaysia and Singapore but there is negative relationship between bonds and stocks in South Korea. The results are important in order to determine the asset allocation by investors and portfolio managers. In addition, the macroeconomic variables such as inflation rate, exchange rate and interest rate have been used in the regression models in order to determine the impact on macroeconomic variables towards the bond and stock market performance. The most influences variables for the relationship between bond and stock market is exchange rate in Malaysia and Singapore . However, inflation rate is the most influence variables in South Korea for the period 2001 to 2012.
2012. |
| first_indexed | 2025-11-15T06:25:37Z |
| format | Thesis |
| id | unimas-9384 |
| institution | Universiti Malaysia Sarawak |
| institution_category | Local University |
| language | English |
| last_indexed | 2025-11-15T06:25:37Z |
| publishDate | 2013 |
| publisher | Universiti Malaysia Sarawak, (UNIMAS) |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | unimas-93842023-06-22T03:27:48Z http://ir.unimas.my/id/eprint/9384/ Relationship between bond and stock market performance in Malaysia, Singapore and south Korea. Phang, Chia Yi HF Commerce HG Finance This study aim to examines the relationship between bond and stock market performance in Malaysia, Singapore and South Korea by using ordinary least square (OLS), correlation analysis, Augmented Dickey-Fuller (ADF) Unit Root, Johensen & Juselius (1&1) cointegration, Vector Error Correction Model (VECM) and Granger Causality test. The financial crisis will influence bonds and stock market performance.The findings of the study indicated that the bonds and stocks are positively relationship in Malaysia and Singapore but there is negative relationship between bonds and stocks in South Korea. The results are important in order to determine the asset allocation by investors and portfolio managers. In addition, the macroeconomic variables such as inflation rate, exchange rate and interest rate have been used in the regression models in order to determine the impact on macroeconomic variables towards the bond and stock market performance. The most influences variables for the relationship between bond and stock market is exchange rate in Malaysia and Singapore . However, inflation rate is the most influence variables in South Korea for the period 2001 to 2012. 2012. Universiti Malaysia Sarawak, (UNIMAS) 2013 Thesis NonPeerReviewed text en http://ir.unimas.my/id/eprint/9384/1/Phang%20Chia%20Yi%20ft.pdf Phang, Chia Yi (2013) Relationship between bond and stock market performance in Malaysia, Singapore and south Korea. Masters thesis, Universiti Malaysia Sarawak. |
| spellingShingle | HF Commerce HG Finance Phang, Chia Yi Relationship between bond and stock market performance in Malaysia, Singapore and south Korea. |
| title | Relationship between bond and stock market performance in Malaysia, Singapore and south Korea. |
| title_full | Relationship between bond and stock market performance in Malaysia, Singapore and south Korea. |
| title_fullStr | Relationship between bond and stock market performance in Malaysia, Singapore and south Korea. |
| title_full_unstemmed | Relationship between bond and stock market performance in Malaysia, Singapore and south Korea. |
| title_short | Relationship between bond and stock market performance in Malaysia, Singapore and south Korea. |
| title_sort | relationship between bond and stock market performance in malaysia, singapore and south korea. |
| topic | HF Commerce HG Finance |
| url | http://ir.unimas.my/id/eprint/9384/ http://ir.unimas.my/id/eprint/9384/1/Phang%20Chia%20Yi%20ft.pdf |