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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Bibliographic Details
Main Authors:	Tan, Mark Seng Huat., Tew, Monica Lai Yee.
Other Authors:	Cao, Yong
Format:	Final Year Project
Published:	2008
Subjects:	DRNTU::Business::Finance::Interest rates
Online Access:	http://hdl.handle.net/10356/9123
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Institution:	Nanyang Technological University

id	sg-ntu-dr.10356-9123
record_format	dspace
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
_version_	1772828093330751488

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

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