The impact of inflation rate, interest rate, and real GDP rate on volatility of FTSE Bursa Malaysia KLCI / Muhammad Zainulariffin Sapuan

In this study, the researcher investigates the impact of the inflation rate, interest rate, and real GDP rate on the volatility of FTSE Bursa Malaysia KLCI. The volatility of the Malaysia FBMKLCI Bursa Malaysia is important in determining if the FBMKLCI's value can potentially be measure over a...

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Main Author: Sapuan, Muhammad Zainulariffin
Format: Thesis
Language:English
Published: 2021
Subjects:
Online Access:https://ir.uitm.edu.my/id/eprint/104608/1/104608.pdf
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spelling my-uitm-ir.1046082024-11-04T07:44:30Z The impact of inflation rate, interest rate, and real GDP rate on volatility of FTSE Bursa Malaysia KLCI / Muhammad Zainulariffin Sapuan 2021-07 Sapuan, Muhammad Zainulariffin Income. Income distribution. National income. Including gross national product, gross domestic product, and gross state product Interest rates In this study, the researcher investigates the impact of the inflation rate, interest rate, and real GDP rate on the volatility of FTSE Bursa Malaysia KLCI. The volatility of the Malaysia FBMKLCI Bursa Malaysia is important in determining if the FBMKLCI's value can potentially be measure over an uncertainty condition and if its correlation with macroeconomic factor. Volatility measures the dispersion of returns for a stock or market index. Potential investors will look at the FBMKLCI performance before making the decision either to invest in those indexes or not. Therefore, this study investigates the impact of the inflation rate, interest rate, and real GDP rate on the volatility of Malaysia FBMKLCI bursa Malaysia. This research includes three independent variables: inflation rate, interest rate, and real GDP for twenty years (20012020). This study will use Ordinary least Square (OLS) regression with Data Series analysis to achieve the possible results to analyse the data. 2021-07 Thesis https://ir.uitm.edu.my/id/eprint/104608/ https://ir.uitm.edu.my/id/eprint/104608/1/104608.pdf text en public degree Universiti Teknologi MARA, Johor Faculty of Business and Management Mohammad Malom, Mardziyana
institution Universiti Teknologi MARA
collection UiTM Institutional Repository
language English
advisor Mohammad Malom, Mardziyana
topic Income
Income distribution
National income
Including gross national product, gross domestic product, and gross state product
Interest rates
spellingShingle Income
Income distribution
National income
Including gross national product, gross domestic product, and gross state product
Interest rates
Sapuan, Muhammad Zainulariffin
The impact of inflation rate, interest rate, and real GDP rate on volatility of FTSE Bursa Malaysia KLCI / Muhammad Zainulariffin Sapuan
description In this study, the researcher investigates the impact of the inflation rate, interest rate, and real GDP rate on the volatility of FTSE Bursa Malaysia KLCI. The volatility of the Malaysia FBMKLCI Bursa Malaysia is important in determining if the FBMKLCI's value can potentially be measure over an uncertainty condition and if its correlation with macroeconomic factor. Volatility measures the dispersion of returns for a stock or market index. Potential investors will look at the FBMKLCI performance before making the decision either to invest in those indexes or not. Therefore, this study investigates the impact of the inflation rate, interest rate, and real GDP rate on the volatility of Malaysia FBMKLCI bursa Malaysia. This research includes three independent variables: inflation rate, interest rate, and real GDP for twenty years (20012020). This study will use Ordinary least Square (OLS) regression with Data Series analysis to achieve the possible results to analyse the data.
format Thesis
qualification_level Bachelor degree
author Sapuan, Muhammad Zainulariffin
author_facet Sapuan, Muhammad Zainulariffin
author_sort Sapuan, Muhammad Zainulariffin
title The impact of inflation rate, interest rate, and real GDP rate on volatility of FTSE Bursa Malaysia KLCI / Muhammad Zainulariffin Sapuan
title_short The impact of inflation rate, interest rate, and real GDP rate on volatility of FTSE Bursa Malaysia KLCI / Muhammad Zainulariffin Sapuan
title_full The impact of inflation rate, interest rate, and real GDP rate on volatility of FTSE Bursa Malaysia KLCI / Muhammad Zainulariffin Sapuan
title_fullStr The impact of inflation rate, interest rate, and real GDP rate on volatility of FTSE Bursa Malaysia KLCI / Muhammad Zainulariffin Sapuan
title_full_unstemmed The impact of inflation rate, interest rate, and real GDP rate on volatility of FTSE Bursa Malaysia KLCI / Muhammad Zainulariffin Sapuan
title_sort impact of inflation rate, interest rate, and real gdp rate on volatility of ftse bursa malaysia klci / muhammad zainulariffin sapuan
granting_institution Universiti Teknologi MARA, Johor
granting_department Faculty of Business and Management
publishDate 2021
url https://ir.uitm.edu.my/id/eprint/104608/1/104608.pdf
_version_ 1818588115306020864