Malaysia and Asia market linkage : analysis of global financial crisis / 'Imran Syarif Shazali

This study investigates stock market linkage between Malaysian stock market and Asian Stock market for an analysis of global financial crisis. The issues of this study is to know and get the clear picture of the volatility of Malaysian stock index whether it is depends with other stock market index...

Full description

Saved in:

Bibliographic Details
Main Author:	Shazali, 'Imran Syarif
Format:	Thesis
Language:	English
Published:	2015
Subjects:	Finance and cycles Financial crises Convergence (Economics)
Online Access:	https://ir.uitm.edu.my/id/eprint/105832/1/105832.pdf
Tags:	Add Tag No Tags, Be the first to tag this record!

id	my-uitm-ir.105832
record_format	uketd_dc
spelling	my-uitm-ir.1058322024-12-02T11:46:00Z Malaysia and Asia market linkage : analysis of global financial crisis / 'Imran Syarif Shazali 2015 Shazali, 'Imran Syarif Finance and cycles. Financial crises. Convergence (Economics) Stock price indexes. Stock quotations This study investigates stock market linkage between Malaysian stock market and Asian Stock market for an analysis of global financial crisis. The issues of this study is to know and get the clear picture of the volatility of Malaysian stock index whether it is depends with other stock market index in the Asian region considering the event before and after the global financial crisis 2007-2008 with the latest data of information. Besides that, the purpose of this study is to have a clear view on the relationship between the dependent variable of Bursa Malaysia Composite Index (FBMKLCI) and independent variables of Indonesia Stock Exchange Composite Index (IDX), Singapore Straits Time Index (STI), Korea Composite Stock Price Index (KOSPI) and Stock Exchange of Thailand SET Index (Bangkok_SET). The data observation data are collected for DQ observations of daily data of each observe stock market before and after the crisis found in Data Stream Professional The data has been analysed by using Eviews 8.0 to do descriptive, unit root test, multiple regression, correlation analysis and test on assumption. The findings for the period before the crisis indicate that STI and Bangkok SET are significant relationship with FBMKLCI and surprisingly for the period after the crisis, STI, Bangkok_SET and KOSPI have significant relationship with FBMKLCI in explaining the linkage of Malaysia stock market and Asian stock market. 2015 Thesis https://ir.uitm.edu.my/id/eprint/105832/ https://ir.uitm.edu.my/id/eprint/105832/1/105832.pdf text en public degree Universiti Teknologi MARA, Johor Faculty of Business and Management Samsudin, Syamsyul
institution	Universiti Teknologi MARA
collection	UiTM Institutional Repository
language	English
advisor	Samsudin, Syamsyul
topic	Finance and cycles Financial crises Convergence (Economics) Finance and cycles Financial crises Convergence (Economics)
spellingShingle	Finance and cycles Financial crises Convergence (Economics) Finance and cycles Financial crises Convergence (Economics) Shazali, 'Imran Syarif Malaysia and Asia market linkage : analysis of global financial crisis / 'Imran Syarif Shazali
description	This study investigates stock market linkage between Malaysian stock market and Asian Stock market for an analysis of global financial crisis. The issues of this study is to know and get the clear picture of the volatility of Malaysian stock index whether it is depends with other stock market index in the Asian region considering the event before and after the global financial crisis 2007-2008 with the latest data of information. Besides that, the purpose of this study is to have a clear view on the relationship between the dependent variable of Bursa Malaysia Composite Index (FBMKLCI) and independent variables of Indonesia Stock Exchange Composite Index (IDX), Singapore Straits Time Index (STI), Korea Composite Stock Price Index (KOSPI) and Stock Exchange of Thailand SET Index (Bangkok_SET). The data observation data are collected for DQ observations of daily data of each observe stock market before and after the crisis found in Data Stream Professional The data has been analysed by using Eviews 8.0 to do descriptive, unit root test, multiple regression, correlation analysis and test on assumption. The findings for the period before the crisis indicate that STI and Bangkok SET are significant relationship with FBMKLCI and surprisingly for the period after the crisis, STI, Bangkok_SET and KOSPI have significant relationship with FBMKLCI in explaining the linkage of Malaysia stock market and Asian stock market.
format	Thesis
qualification_level	Bachelor degree
author	Shazali, 'Imran Syarif
author_facet	Shazali, 'Imran Syarif
author_sort	Shazali, 'Imran Syarif
title	Malaysia and Asia market linkage : analysis of global financial crisis / 'Imran Syarif Shazali
title_short	Malaysia and Asia market linkage : analysis of global financial crisis / 'Imran Syarif Shazali
title_full	Malaysia and Asia market linkage : analysis of global financial crisis / 'Imran Syarif Shazali
title_fullStr	Malaysia and Asia market linkage : analysis of global financial crisis / 'Imran Syarif Shazali
title_full_unstemmed	Malaysia and Asia market linkage : analysis of global financial crisis / 'Imran Syarif Shazali
title_sort	malaysia and asia market linkage : analysis of global financial crisis / 'imran syarif shazali
granting_institution	Universiti Teknologi MARA, Johor
granting_department	Faculty of Business and Management
publishDate	2015
url	https://ir.uitm.edu.my/id/eprint/105832/1/105832.pdf
_version_	1818588157124280320

Malaysia and Asia market linkage : analysis of global financial crisis / 'Imran Syarif Shazali

Similar Items