UPSI Digital Repository (UDRep)
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Abstract : Universiti Pendidikan Sultan Idris |
Kajian ini bertujuan untuk menganalisis pengaruh faktor pemboleh ubah
makroekonomi (kemeruapan kadar pertukaran asing, pulangan kadar pertukaran asing dan kadar
inflasi) dan faktor harga minyak mentah dunia terhadap pulangan pasaran saham bagi sembilan sektor
terpilih di Malaysia. Kajian ini juga mengkaji pengaruh faktor luar jangkaan iaitu krisis ekonomi
dunia pada tahun 2008, terhadap pulangan pasaran saham di Malaysia. Dengan mengadaptasi Kaedah
Kuasa Dua Terkecil (KKDT) dalam pembentukan model penganggaran, data siri masa berfrekuensi bulanan
bermula September 2003 hingga November 2016 telah digunakan. Dapatan kajian menunjukkan bahawa
harga minyak mentah dunia memberi pengaruh yang berbeza merentasi sektor dan regim krisis dunia
yang dibentuk. Misalnya, pada regim sebelum krisis ekonomi dunia, harga minyak mentah dunia
memberikan pengaruh positif dan siginfikan terhadap sektor Perindustrian ( =
.090, |
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