Co-movement of short-term interest rates between Singapore and Malaysia.

• المؤلفون الرئيسيون: Tan, Mark Seng Huat., Tew, Monica Lai Yee.
• مؤلفون آخرون: Cao, Yong
• التنسيق: Final Year Project
• منشور في: 2008
• الموضوعات: DRNTU::Business::Finance::Interest rates
• الوصول للمادة أونلاين: http://hdl.handle.net/10356/9123

Investigates, by employing methods of cointegration and error correction models, the co-movement of short-term interbank and deposit rates in Singapore and Malaysia. The study further analyses possible causes of interest differentials between the two nations using the Interest Rate Parity Theorem.