Dynamic Financial Linkages of Japan and Asean Economies: Evidence Based on Real Interest Parity

This article provides empirical evidence on the dynamic linkages of real interest rates among the ASEAN-5 during the post-liberalisation era (1984-1997). The upshots of our findings are four-fold. Firstly, there were co-movement of ASEAN real rates in the long-run and dynamic causalities in the shor...

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Bibliographic Details
Main Authors: Ahmad Zubaidi Baharumshah, Chan Tze Haw, Wye Leong Roy Khong
Format: Article
Language:English
Published: UUM Press 2007-06-01
Series:International Journal of Management Studies
Subjects:
Online Access:https://e-journal.uum.edu.my/index.php/ijms/article/view/9819