Impact of exchange rate and oil price on the yield of sovereign bond and sukuk: Evidence from Malaysian capital market / Huda Arshad, Ruhaini Muda and Ismah Osman

• Main Authors: Arshad, Huda, Muda, Ruhaini, Osman, Ismah
• Format: Article
• Language: English
• Published: Universiti Teknologi MARA Selangor 2017
• Subjects: International finance; Foreign exchange. Foreign exchange rates; Malaysia
• Online Access: http://ir.uitm.edu.my/id/eprint/32235/1/AJ_HUDA%20ARSHAD%20JEEIR%20B%2017.pdf; http://ir.uitm.edu.my/id/eprint/32235/; http://www.jeeir.com/v2/index.php/36-current/2017/vol-5-no-4-2017/172-exchangerate-oilprice-yield-bond-sukuk-malaysia-capital

This study analyses the impact of exchange rate and oil prices on the yield of sovereign bond and sukuk for Malaysian capital market. This study aims to ascertain the effect of weakening Malaysian Ringgit and declining of crude oil price on the fixed income investors in the emerging capital market....