Announcement effect on the credit spreads of US dollar Malaysian bonds Yap, Chee Jin and Gannon, Gerard 2007, Announcement effect on the credit spreads of US dollar Malaysian bonds, in AsFA/FMA 2007 : Asian Finance Association Conference programme, Asian Finance Association, Hong Kong, China, pp. 1-37. Attached Files Name Description MIMEType Size Downloads Title Announcement effect on the credit spreads of US dollar Malaysian bonds Author(s) Yap, Chee Jin Gannon, Gerard Conference name Asian Financial Association. Conference (18th : 2007 : Hong Kong, China) Conference location Hong Kong,, China Conference dates 4-7 July 2007 Title of proceedings AsFA/FMA 2007 : Asian Finance Association Conference programme Editor(s) [Unknown] Publication date 2007 Conference series Asian Financial Association Conference Start page 1 End page 37 Publisher Asian Finance Association Place of publication Hong Kong, China Keyword(s) credit spreads Malaysia Mahathir effect Summary We find that international political events have more influence on the changes of bond yield spreads from Malaysian USD issues than domestic events. Significant results are consistent across different issues. The resignation by the former Prime Minister, Dr. Mahathir, however created mix response from the market. Using error correction model, this study also found the monetary policy by Federal Reserve have long term and significant impact on the behaviour of the Malaysian USD issues. Language eng Field of Research 140305 Time-Series Analysis HERDC Research category E1 Full written paper - refereed ERA Research output type E Conference publication Persistent URL http://hdl.handle.net/10536/DRO/DU:30007938 Document type: Conference Paper Collections: Faculty of Business and Law School of Accounting, Economics and Finance   Unless expressly stated otherwise, the copyright for items in DRO is owned by the author, with all rights reserved. Versions Version Filter Type Fri, 16 Jan 2009, 13:19:34 EST Thu, 02 Apr 2009, 07:46:46 EST Thu, 07 May 2009, 11:10:02 EST Mon, 12 Oct 2009, 13:07:14 EST Mon, 12 Oct 2009, 13:08:16 EST Thu, 15 Sep 2011, 10:16:16 EST Thu, 15 Sep 2011, 10:17:51 EST Mon, 19 Sep 2011, 08:38:28 EST Fri, 16 Mar 2012, 16:12:41 EST Wed, 02 Jul 2014, 15:35:16 EST Filtered Full Citation counts:   Cited 0 times in TR Web of Science Cited 0 times in Scopus Search Google Scholar Access Statistics: 791 Abstract Views, 8 File Downloads  -  Detailed Statistics Created: Mon, 29 Sep 2008, 09:02:34 EST