Co-movement of short-term interest rates between Singapore and Malaysia.
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.
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| Main Authors: | , |
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| Other Authors: | |
| Format: | Final Year Project |
| Published: |
2008
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| Subjects: | |
| Online Access: | http://hdl.handle.net/10356/9123 |
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| Institution: | Nanyang Technological University |
| Summary: | 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. |
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