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:
Online Access:http://hdl.handle.net/10356/9123
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Institution: Nanyang Technological University

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