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

• Main Authors: Tan, Mark Seng Huat., Tew, Monica Lai Yee.
• 其他作者: Cao, Yong
• 格式: Final Year Project
• 出版: 2008
• 主題: DRNTU::Business::Finance::Interest rates
• 在線閱讀: http://hdl.handle.net/10356/9123
• 機構: Nanyang Technological University

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.