Relationship between overnight policy rate, overnight interbank rate, overnight islamic interbank rate.error correction models and granger causality study / Abdul Razak Jambari, Suhana Mohamed and Mohd Azim Sardan

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Relationship between overnight policy rate, overnight interbank rate, overnight islamic interbank rate.error correction models and granger causality study / Abdul Razak Jambari, Suhana Mohamed and Mohd Azim Sardan

In managing monetary policy Bank Negara Malaysia (BNM) has to use the Overnight Policy Rate (OPR), which was introduced in 2004. Changes in the OPR rate will cause a chain of events that affect other interest rates available in the market such as short term interest rate, long term interest rate,...

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Bibliographic Details
Main Authors:	Jambari, Abdul Razak, Mohamed, Suhana, Sardan, Mohd Azim
Format:	Research Reports
Language:	English
Published:	2012
Subjects:	Banking Interest rates General works. Financial institutions
Online Access:	https://ir.uitm.edu.my/id/eprint/35071/

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