The nexus between Asian and US short-term financing rate

Purpose: The purpose of this paper is to examine the nexus between Asian and the US short-term financing rates and compare them between pre- and post-Asian financial crisis. Design/methodology/approach: The short-term financing rate is used in the estimation by employing two-stage cointegration test...

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Main Authors: Rahman, Md. Saifur, Shahari, Farihana
Format: Article
Language:English
English
English
Published: Emerald Group Publishing Ltd. 2019
Subjects:
Online Access:http://irep.iium.edu.my/79866/
http://irep.iium.edu.my/79866/19/79866_The%20nexus%20between%20Asian.pdf
http://irep.iium.edu.my/79866/2/79866_The%20nexus%20between%20Asian_SCOPUS.pdf
http://irep.iium.edu.my/79866/3/79866_The%20nexus%20between%20Asian_WOS.pdf
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author Rahman, Md. Saifur
Shahari, Farihana
author_facet Rahman, Md. Saifur
Shahari, Farihana
author_sort Rahman, Md. Saifur
building IIUM Repository
collection Online Access
description Purpose: The purpose of this paper is to examine the nexus between Asian and the US short-term financing rates and compare them between pre- and post-Asian financial crisis. Design/methodology/approach: The short-term financing rate is used in the estimation by employing two-stage cointegration test. Findings: The result of the empirical study shows several outcomes; the short-term financing rates among the selected Asian countries are not highly correlated during pre-crisis period, but the rates become strongly associated during the post-crisis period. The US financing rate has significant influence on the Asian rate during both periods. Asian financing rates are not integrated by the influence of the USA, rather regional cooperation and financial initiatives lead the regional financing rate to be integrated. Originality/value: The empirical finding of the study offers significant policy implications for strengthening regional economic bonding and developing the financial systems. © 2019, Emerald Publishing Limited.
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institution International Islamic University Malaysia
institution_category Local University
language English
English
English
last_indexed 2025-11-14T17:47:32Z
publishDate 2019
publisher Emerald Group Publishing Ltd.
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spelling iium-798662020-03-26T10:06:28Z http://irep.iium.edu.my/79866/ The nexus between Asian and US short-term financing rate Rahman, Md. Saifur Shahari, Farihana HG Finance HG4001 Financial management. Business finance. Corporation finance. Purpose: The purpose of this paper is to examine the nexus between Asian and the US short-term financing rates and compare them between pre- and post-Asian financial crisis. Design/methodology/approach: The short-term financing rate is used in the estimation by employing two-stage cointegration test. Findings: The result of the empirical study shows several outcomes; the short-term financing rates among the selected Asian countries are not highly correlated during pre-crisis period, but the rates become strongly associated during the post-crisis period. The US financing rate has significant influence on the Asian rate during both periods. Asian financing rates are not integrated by the influence of the USA, rather regional cooperation and financial initiatives lead the regional financing rate to be integrated. Originality/value: The empirical finding of the study offers significant policy implications for strengthening regional economic bonding and developing the financial systems. © 2019, Emerald Publishing Limited. Emerald Group Publishing Ltd. 2019-12-02 Article PeerReviewed application/pdf en http://irep.iium.edu.my/79866/19/79866_The%20nexus%20between%20Asian.pdf application/pdf en http://irep.iium.edu.my/79866/2/79866_The%20nexus%20between%20Asian_SCOPUS.pdf application/pdf en http://irep.iium.edu.my/79866/3/79866_The%20nexus%20between%20Asian_WOS.pdf Rahman, Md. Saifur and Shahari, Farihana (2019) The nexus between Asian and US short-term financing rate. Managerial Finance, 45 (12). pp. 1653-1579. ISSN 0307-4358 E-ISSN 1758-7743 https://www.emerald.com/insight/content/doi/10.1108/MF-10-2018-0488/full/html 10.1108/MF-10-2018-0488
spellingShingle HG Finance
HG4001 Financial management. Business finance. Corporation finance.
Rahman, Md. Saifur
Shahari, Farihana
The nexus between Asian and US short-term financing rate
title The nexus between Asian and US short-term financing rate
title_full The nexus between Asian and US short-term financing rate
title_fullStr The nexus between Asian and US short-term financing rate
title_full_unstemmed The nexus between Asian and US short-term financing rate
title_short The nexus between Asian and US short-term financing rate
title_sort nexus between asian and us short-term financing rate
topic HG Finance
HG4001 Financial management. Business finance. Corporation finance.
url http://irep.iium.edu.my/79866/
http://irep.iium.edu.my/79866/
http://irep.iium.edu.my/79866/
http://irep.iium.edu.my/79866/19/79866_The%20nexus%20between%20Asian.pdf
http://irep.iium.edu.my/79866/2/79866_The%20nexus%20between%20Asian_SCOPUS.pdf
http://irep.iium.edu.my/79866/3/79866_The%20nexus%20between%20Asian_WOS.pdf