Determinants of exchange rate in Malaysia / Fakhira Abdul Karim
This research attempts to investigate the relationship between the exchange rate and the independent variables, such as, inflation rate, interest rate, foreign direct investment, gross domestic product and money supply in Malaysia. Secondary data was sourced within the period of 1992 Q1 to 2018Q4. O...
| Main Author: | |
|---|---|
| Format: | Student Project |
| Language: | English |
| Published: |
Faculty of Business and Management
2019
|
| Subjects: | |
| Online Access: | http://ir.uitm.edu.my/id/eprint/25737/ http://ir.uitm.edu.my/id/eprint/25737/1/PPb_FAKHIRA%20ABDUL%20KARIM%20BM%20M%2019_5.pdf |
| id |
uitm-25737 |
|---|---|
| recordtype |
eprints |
| spelling |
uitm-257372019-10-23T09:01:54Z http://ir.uitm.edu.my/id/eprint/25737/ Determinants of exchange rate in Malaysia / Fakhira Abdul Karim Abdul Karim, Fakhira Foreign exchange. Foreign exchange rates Malaysia This research attempts to investigate the relationship between the exchange rate and the independent variables, such as, inflation rate, interest rate, foreign direct investment, gross domestic product and money supply in Malaysia. Secondary data was sourced within the period of 1992 Q1 to 2018Q4. On the other hand, the technique that implemented to estimate the model was Multiple Linear Regressions and Granger causality test. The result from Multiple Linear Regressions showed that the determinants factors of exchange rate through interest rate, gross domestic product and money supply is capable of influencing which has an direct relationship and statistically significant to the exchange rate. However, inflation rate and foreign direct investment did not have any relationship with exchange rate. The conclusions for the studies show that interest rate, gross domestic product and money supply become the factors that affecting the exchange rate in Malaysia. From Granger causality test shows that inflation and exchange does not have causality relationship meanwhile for inflation rate and exchange rates have causality to each other knows as bidirectional causality relationship. Faculty of Business and Management 2019 Student Project NonPeerReviewed text en http://ir.uitm.edu.my/id/eprint/25737/1/PPb_FAKHIRA%20ABDUL%20KARIM%20BM%20M%2019_5.pdf Abdul Karim, Fakhira (2019) Determinants of exchange rate in Malaysia / Fakhira Abdul Karim. [Student Project] (Unpublished) |
| repository_type |
Digital Repository |
| institution_category |
Local University |
| institution |
Universiti Teknologi MARA |
| building |
UiTM Institutional Repository |
| collection |
Online Access |
| language |
English |
| topic |
Foreign exchange. Foreign exchange rates Malaysia |
| spellingShingle |
Foreign exchange. Foreign exchange rates Malaysia Abdul Karim, Fakhira Determinants of exchange rate in Malaysia / Fakhira Abdul Karim |
| description |
This research attempts to investigate the relationship between the exchange rate and the independent variables, such as, inflation rate, interest rate, foreign direct investment, gross domestic product and money supply in Malaysia. Secondary data was sourced within the period of 1992 Q1 to 2018Q4. On the other hand, the technique that implemented to estimate the model was Multiple Linear Regressions and Granger causality test. The result from Multiple Linear Regressions showed that the determinants factors of exchange rate through interest rate, gross domestic product and money supply is capable of influencing which has an direct relationship and statistically significant to the exchange rate. However, inflation rate and foreign direct investment did not have any relationship with exchange rate. The conclusions for the studies show that interest rate, gross domestic product and money supply become the factors that affecting the exchange rate in Malaysia. From Granger causality test shows that inflation and exchange does not have causality relationship meanwhile for inflation rate and exchange rates have causality to each other knows as bidirectional causality relationship. |
| format |
Student Project |
| author |
Abdul Karim, Fakhira |
| author_facet |
Abdul Karim, Fakhira |
| author_sort |
Abdul Karim, Fakhira |
| title |
Determinants of exchange rate in Malaysia / Fakhira Abdul Karim |
| title_short |
Determinants of exchange rate in Malaysia / Fakhira Abdul Karim |
| title_full |
Determinants of exchange rate in Malaysia / Fakhira Abdul Karim |
| title_fullStr |
Determinants of exchange rate in Malaysia / Fakhira Abdul Karim |
| title_full_unstemmed |
Determinants of exchange rate in Malaysia / Fakhira Abdul Karim |
| title_sort |
determinants of exchange rate in malaysia / fakhira abdul karim |
| publisher |
Faculty of Business and Management |
| publishDate |
2019 |
| url |
http://ir.uitm.edu.my/id/eprint/25737/ http://ir.uitm.edu.my/id/eprint/25737/1/PPb_FAKHIRA%20ABDUL%20KARIM%20BM%20M%2019_5.pdf |
| first_indexed |
2023-09-18T23:15:22Z |
| last_indexed |
2023-09-18T23:15:22Z |
| _version_ |
1777419076019159040 |