The uncertainty of the U.S and Japanese interest rates and its effect on money demand in Malaysia
This paper examines the efect of the volatility of the U.S. and Japanese interest rates on the money demand in Malaysia. The volatility of the U.S. andJapanese interest rates measured as a conditional variance are estimated from the GARCH(1,1) model. The long-term relationship between real money dem...
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| Format: | Članak |
| Jezik: | English |
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Universiti Utara Malaysia
2004
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| Online pristup: | https://repo.uum.edu.my/id/eprint/109/1/Jauhari_Dahalan.pdf |