Ahmad Zubaidi, Baharumshah and Liew, Venus Khim-Sen and Nor Aishah, Hamzah (2008) Real interest rate parity in the ASEAN-5 countries: a nonlinear perspective. Applied Economics Letters, 15. pp. 955-958. ISSN 1350–4851
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Official URL: http://www.tandfonline.com/doi/abs/10.1080/1350485...
Abstract
This article aims at testing real interest parity (RIP) by using nonlinear unit root tests. The results from Kapetanios et al. (2003) demonstrated that the adjustment of ASEAN-5 real interest rates towards real interest rates in Japan and the US follows a nonlinear (stationary) process. Overall, the evidence is in favour of RIP.
| Item Type: | Article |
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| Uncontrolled Keywords: | economic, financial conditions, research, Universiti Malaysia Sarawak, unimas, university, universiti, Borneo, Malaysia, Sarawak, Kuching, Samarahan, ipta, education |
| Subjects: | H Social Sciences > HB Economic Theory |
| Divisions: | Academic Faculties, Institutes and Centres > Faculty of Economics and Business Faculties, Institutes, Centres > Faculty of Economics and Business |
| Depositing User: | Ab Rahim |
| Date Deposited: | 20 Nov 2017 07:00 |
| Last Modified: | 20 Nov 2017 07:00 |
| URI: | http://ir.unimas.my/id/eprint/18657 |
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