Factors that affect yield spreads of Malaysian bonds / Nabilah Hamid

• Main Author: Hamid, Nabilah
• Format: Student Project
• Language: English
• Published: 2014
• Subjects: Macroeconomics; Securities. Fixed-income securities; Bonds
• Online Access: https://ir.uitm.edu.my/id/eprint/76607/1/76607.pdf; https://ir.uitm.edu.my/id/eprint/76607/

This paper aims at finding out the impact of macroeconomic variables on yield spreads between conventional and real return bonds in Malaysia. The variables considered are Kuala Lumpur Composite Index (KLCI), interest rate (IR) , money supply (M2) and inflation rate (INF). The sample of this study co...