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.

محفوظ في:
التفاصيل البيبلوغرافية
المؤلفون الرئيسيون: Tan, Mark Seng Huat., Tew, Monica Lai Yee.
مؤلفون آخرون: Cao, Yong
التنسيق: Final Year Project
منشور في: 2008
الموضوعات:
الوصول للمادة أونلاين:http://hdl.handle.net/10356/9123
الوسوم: إضافة وسم
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المؤسسة: Nanyang Technological University
id sg-ntu-dr.10356-9123
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spelling sg-ntu-dr.10356-91232023-05-19T07:23:09Z Co-movement of short-term interest rates between Singapore and Malaysia. Tan, Mark Seng Huat. Tew, Monica Lai Yee. Cao, Yong Nanyang Business School DRNTU::Business::Finance::Interest rates 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. 2008-09-24T07:28:50Z 2008-09-24T07:28:50Z 2000 2000 Final Year Project (FYP) http://hdl.handle.net/10356/9123 Nanyang Technological University application/pdf
institution Nanyang Technological University
building NTU Library
continent Asia
country Singapore
Singapore
content_provider NTU Library
collection DR-NTU
topic DRNTU::Business::Finance::Interest rates
spellingShingle DRNTU::Business::Finance::Interest rates
Tan, Mark Seng Huat.
Tew, Monica Lai Yee.
Co-movement of short-term interest rates between Singapore and Malaysia.
description 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.
author2 Cao, Yong
author_facet Cao, Yong
Tan, Mark Seng Huat.
Tew, Monica Lai Yee.
format Final Year Project
author Tan, Mark Seng Huat.
Tew, Monica Lai Yee.
author_sort Tan, Mark Seng Huat.
title Co-movement of short-term interest rates between Singapore and Malaysia.
title_short Co-movement of short-term interest rates between Singapore and Malaysia.
title_full Co-movement of short-term interest rates between Singapore and Malaysia.
title_fullStr Co-movement of short-term interest rates between Singapore and Malaysia.
title_full_unstemmed Co-movement of short-term interest rates between Singapore and Malaysia.
title_sort co-movement of short-term interest rates between singapore and malaysia.
publishDate 2008
url http://hdl.handle.net/10356/9123
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