A study: the volatility of exchange rate that could affect stock market in Malaysia / Nawwar Wan Mansoor
This study examines the relationships between exchange rate and stock market in Malaysia and the relationships between exchange and stock market in Malaysia in different economic condition. Extending related empirical studies, comparative analyses of pre-crisis, crisis, and post crisis periods are c...
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| Format: | Student Project |
| Language: | English |
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Faculty of Business and Management
2010
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| Online Access: | https://ir.uitm.edu.my/id/eprint/27457/1/PPb_NAWWAR%20%20WAN%20MANSOOR%20BM%20M%2010_5.pdf |
| _version_ | 1796902506966548480 |
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| author | Wan Mansoor, Nawwar |
| author_facet | Wan Mansoor, Nawwar |
| author_sort | Wan Mansoor, Nawwar |
| collection | UITM |
| description | This study examines the relationships between exchange rate and stock market in Malaysia and the relationships between exchange and stock market in Malaysia in different economic condition. Extending related empirical studies, comparative analyses of pre-crisis, crisis, and post crisis periods are conducted to comprehensively evaluate how the relationship between exchange rate and stock market in Malaysia was affected by financial crises. In general, the results show that there are positive relationships between exchange rate and stock market in Malaysia. In addition, exchange rate has no significant relationship on stock market in Malaysia at pre- economic crisis and during economic crisis. However, exchange rate has significant relationship with stock market generally for 5 years. In addition to this, exchange rates are one of the macroeconomic variables that will explain stock market in Malaysia. In this paper Regression Analysis approach was used to determine the significant relationship between exchange rate and stock market in Malaysia by way of analysing the trend of the exchange rate and stock markets for the period January 2005 to August 2010.Monthly data were used for the analysis. |
| first_indexed | 2024-03-06T02:05:59Z |
| format | Student Project |
| id | uitm.eprints-7457 |
| institution | Universiti Teknologi MARA |
| language | English |
| last_indexed | 2024-03-06T02:05:59Z |
| publishDate | 2010 |
| publisher | Faculty of Business and Management |
| record_format | dspace |
| spelling | uitm.eprints-74572020-04-13T17:05:50Z https://ir.uitm.edu.my/id/eprint/27457/ A study: the volatility of exchange rate that could affect stock market in Malaysia / Nawwar Wan Mansoor Wan Mansoor, Nawwar Finance and cycles. Financial crises. Convergence (Economics) Stock exchanges. Insider trading in securities Stock price indexes. Stock quotations This study examines the relationships between exchange rate and stock market in Malaysia and the relationships between exchange and stock market in Malaysia in different economic condition. Extending related empirical studies, comparative analyses of pre-crisis, crisis, and post crisis periods are conducted to comprehensively evaluate how the relationship between exchange rate and stock market in Malaysia was affected by financial crises. In general, the results show that there are positive relationships between exchange rate and stock market in Malaysia. In addition, exchange rate has no significant relationship on stock market in Malaysia at pre- economic crisis and during economic crisis. However, exchange rate has significant relationship with stock market generally for 5 years. In addition to this, exchange rates are one of the macroeconomic variables that will explain stock market in Malaysia. In this paper Regression Analysis approach was used to determine the significant relationship between exchange rate and stock market in Malaysia by way of analysing the trend of the exchange rate and stock markets for the period January 2005 to August 2010.Monthly data were used for the analysis. Faculty of Business and Management 2010 Student Project NonPeerReviewed text en https://ir.uitm.edu.my/id/eprint/27457/1/PPb_NAWWAR%20%20WAN%20MANSOOR%20BM%20M%2010_5.pdf A study: the volatility of exchange rate that could affect stock market in Malaysia / Nawwar Wan Mansoor. (2010) [Student Project] <http://terminalib.uitm.edu.my/27457.pdf> (Unpublished) |
| spellingShingle | Finance and cycles. Financial crises. Convergence (Economics) Stock exchanges. Insider trading in securities Stock price indexes. Stock quotations Wan Mansoor, Nawwar A study: the volatility of exchange rate that could affect stock market in Malaysia / Nawwar Wan Mansoor |
| title | A study: the volatility of exchange rate that could affect stock market in Malaysia / Nawwar Wan Mansoor |
| title_full | A study: the volatility of exchange rate that could affect stock market in Malaysia / Nawwar Wan Mansoor |
| title_fullStr | A study: the volatility of exchange rate that could affect stock market in Malaysia / Nawwar Wan Mansoor |
| title_full_unstemmed | A study: the volatility of exchange rate that could affect stock market in Malaysia / Nawwar Wan Mansoor |
| title_short | A study: the volatility of exchange rate that could affect stock market in Malaysia / Nawwar Wan Mansoor |
| title_sort | study the volatility of exchange rate that could affect stock market in malaysia nawwar wan mansoor |
| topic | Finance and cycles. Financial crises. Convergence (Economics) Stock exchanges. Insider trading in securities Stock price indexes. Stock quotations |
| url | https://ir.uitm.edu.my/id/eprint/27457/1/PPb_NAWWAR%20%20WAN%20MANSOOR%20BM%20M%2010_5.pdf |
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