Global determinants of Malaysia government bond

This study seeks to investigate the global determinants of Malaysia government bond yield using monthly data from 2008 to 2019. This study employs the Johansen cointegration test and Vector Error Correction Model (VECM) to test the existence of long-run and short-run equilibrium within Malaysia gove...

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Bibliographic Details
Main Author: Ahmad Al Izham, Izadin
Format: Thesis
Language:English
English
Published: 2021
Subjects:
Online Access:https://etd.uum.edu.my/10399/1/01.pdf
https://etd.uum.edu.my/10399/2/s822497_01.pdf
https://etd.uum.edu.my/10399/
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Institution: Universiti Utara Malaysia
Language: English
English