Co-movement of short-term interest rates between Singapore and Malaysia.
Tan, Mark Seng Huat.
Tew, Monica Lai Yee.
Date of Issue2000
College of Business (Nanyang Business School)
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.
Final Year Project (FYP)
Nanyang Technological University