Determinants of Malaysian Government bond yield / Eva Remelda Jikmin

• Main Author: Jikmin, Eva Remelda
• Format: Student Project
• Language: English
• Published: 2019
• Subjects: Competition. Production. Wealth; Consumption. Demand (Economic theory); Income. Income distribution. National income. Including gross national product, gross domestic product, and gross state product
• Online Access: http://ir.uitm.edu.my/id/eprint/41941/1/41941.pdf; http://ir.uitm.edu.my/id/eprint/41941/

This paper was conducted to identify the determinant of Malaysian government bond yield. Time series data from 2007 Q1 to 2017 Q4 were used for this research. The dependent variable is Malaysian Government bond yield. Meanwhile, the independent variables are real effective exchange rate, real GDP growth rate and government debt. OLS method was employed to identify relationship between dependent and independent variable. The findings of this research are real effective exchange rate and real GDP growth rate are significant to Malaysian Government Bond Yield, while, government debt is not significant to Malaysian government bond yield.