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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Detalles Bibliográficos
Autores principales: Baharumshah, Ahmad Zubaidi, Chan, Tze Haw, Khong, Wye Leong Roy
Formato: Artículo
Lenguaje:English
Publicado: Universiti Utara Malaysia 2007
Materias:
Acceso en línea:https://repo.uum.edu.my/id/eprint/633/1/Ahmad_Zubaidi_Baharumshah.pdf