Financial liberalization in ASEAN and the fisher hypothesis

• Main Authors: Law, Siong Hook, Tan, Hui Boon, Baharumshah, Ahmad Zubaidi
• Format: Article
• Language: English
• Published: Penerbit Universiti Kebangsaan Malaysia 1999
• Online Access: http://psasir.upm.edu.my/id/eprint/22542/1/Financial%20liberalization%20in%20ASEAN%20and%20the%20fisher%20hypothesis.pdf; http://psasir.upm.edu.my/id/eprint/22542/; http://www.ukm.my/fep/jem/content/1999.html
• Institution: Universiti Putra Malaysia

This study examines the long-run relationship between inflation and nominal interest rates in the 1990s by utilizing the Johansen-Juselius multivariate cointegration technique. The evidence supports the tax adjusted form of Fisher hypothesis for three ASEAN countries, namely Singapore, Malaysia and...