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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Détails bibliographiques
Auteur principal: Ahmad Al Izham, Izadin
Format: Thèse
Langue:anglais
anglais
Publié: 2021
Sujets:
Accès en ligne:https://etd.uum.edu.my/10399/1/01.pdf
https://etd.uum.edu.my/10399/2/s822497_01.pdf