On the predictive power of the Malaysian T bills term spread in predicting real economic activity

• Main Authors: Ghazali, Noor Azlan, Soo, Wah Low
• Format: Article
• Language: English
• Published: Universiti Utara Malaysia 1999
• Subjects: HG Finance
• Online Access: http://repo.uum.edu.my/512/1/Noor_Azlan_Ghazali.pdf; http://repo.uum.edu.my/512/; http://mmj.uum.edu.my
• Institution: Universiti Utara Malaysia

The ability of financial market interest rates to predict real economic activity has gained considerable attention of economics and financial researchers. In this regard, the term spread, i.e. the difference between long term and short term yield is argued to be an effective indicator to predict eco...