Investigation On Malaysia's Private Mutual Funds \Vith Klci, Cpi, M2, And Ibr

dc.contributor.author	FADZIL, MOHAMAD HAFIZAL
dc.date.accessioned	2023-01-13T03:03:26Z
dc.date.available	2023-01-13T03:03:26Z
dc.date.issued	2006
dc.description.abstract	The objectiye of the research is to study the relationship bet\wen mutual fund NAV and macroeconomic variables in Malaysia. This research is looking at the factors that cannot be control by the firms. The research used KLCI, EMAS index. M2, CPI and IBR as the macroeconomic variable. Cointegration test is used to study the long run relationship berween NAVand macroeconomic variables. Granger causality test is used to study the direction of affect between variables in the research. Daily data since 151 January 2002 to 31 SI December 2005 is used in this research. Co integration test suggest there is 'a long run relationship between NAV and macroeconomic variables in this research. The co integration test also shows that there is a single cointegrating flmction between variables. Therefore, the research proceeds with vector error correction model (VECM) to study the short run relationship. The research performed Granger causality within VECM. The result shows KLCI, M2 and CPI have causal unidirectional relationship with NA V.	en_US
dc.identifier.uri	http://hdl.handle.net/123456789/17176
dc.subject	Investigation On Malaysia's Private Mutual Funds \	en_US
dc.subject	Vith Klci, Cpi, M2, And Ibr	en_US
dc.title	Investigation On Malaysia's Private Mutual Funds \Vith Klci, Cpi, M2, And Ibr	en_US
dc.type	Thesis	en_US

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