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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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 |