A cointegration tests on Malaysian Government Securities (MGS) spreads and inflation / Cheng Fan Fah and Annuar Nasir

The purpose of this research is to study the relationship between yield spreads of Malaysian Government Securities (MGS) and inflation dynamics over the period of 1976 to 2008. The study used various statistical techniques to determine the predictive power of yield spreads between 1-year MGS and 10-...

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Bibliographic Details
Main Authors: Fah, Cheng Fan, Nasir, Annuar
Format: Article
Language:English
Published: 2012
Subjects:
Online Access:https://ir.uitm.edu.my/id/eprint/59425/1/59425.pdf
https://ir.uitm.edu.my/id/eprint/59425/
http://myjms.mohe.gov.my/index.php/tifej
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Institution: Universiti Teknologi Mara
Language: English