Dynamic financial linkages of Japan and ASEAN economies: Evidence based on real interest parity

• Main Authors: Baharumshah, Ahmad Zubaidi, Chan, Tze Haw, Khong, Wye Leong Roy
• Format: Article
• Language: English
• Published: Universiti Utara Malaysia 2007
• Subjects: HG Finance
• Online Access: http://repo.uum.edu.my/633/1/Ahmad_Zubaidi_Baharumshah.pdf; http://repo.uum.edu.my/633/; http://ijms.uum.edu.my
• Institution: Universiti Utara Malaysia

This article provides empirical evidence on the dynamic linkages of real interest rates among the ASEAN-5 during the post-liberalisation era (1984-1997).The upshots of our findings are four-fold. Firstly, there were co-movement of ASEAN real rates in the long-run and dynamic causalities in the shor...