THE EFFECTS OF INTEREST RATE ON REAL EFFECTIVE EXCHANGE RATE VOLATILITY SPILLOVER IN MALAYSIA AND THAILAND: EMPIRICAL EVIDENCE

THE EFFECTS OF INTEREST RATE ON REAL EFFECTIVE EXCHANGE RATE VOLATILITY SPILLOVER IN MALAYSIA AND THAILAND: EMPIRICAL EVIDENCE

The research examined this asymmetric effect between the interrelationship of the interbank rate on the external competitiveness purchasing power represented by the real effective exchange rate for Malaysia and Thailand using monthly data covering the period of 1994 until 2020. The empirical finding...

Full description

Bibliographic Details
Main Authors: Mohd Jaffri Abu Bakar, Nanthakumar Loganathan, Asan Ali Golam Hassan, Tirta Nugraha Mursitama
Format: Article
Language:English
Published: Bina Nusantara University 2021-12-01
Series:Journal of ASEAN Studies
Subjects:
asymmetric analysis
interest rate
nonlinear causality
real effective exchange rate
Online Access:https://journal.binus.ac.id/index.php/jas/article/view/7517

Internet

https://journal.binus.ac.id/index.php/jas/article/view/7517

Similar Items