A study on the macroeconomics variables that effect bond yields in Malaysian bond market / Muhammad Zaidy Yazid

• Main Author: Yazid, Muhammad Zaidy
• Format: Student Project
• Language: English
• Published: Faculty of Business and Management 2010
• Subjects: Macroeconomics; Bonds; Government securities. Industrial securities. Venture capital
• Online Access: http://ir.uitm.edu.my/id/eprint/25701/1/PPb_MUHAMMAD%20ZAIDY%20YAZID%20BM%20M%2010_5.pdf; http://ir.uitm.edu.my/id/eprint/25701/

This study applies a conventional multifactor market model to emerging market bond index rates of return that are denominated in U.S. dollars. We take into account common global factors and country-specific factors, including macroeconomic factors, variables related to local bond market development,...