The impact of changes in financial and macroeconomic variables on term structure of interest rates in Malaysia

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The impact of changes in financial and macroeconomic variables on term structure of interest rates in Malaysia

Based on time series model, the connection between term structures of interest rate, financial and macroeconomic variables is explored for Malaysia from 1997Q1 to 2009Q2. The behavior of maturity spreads is examined in detail and regression model is established using Ordinary Least Square (OLS) meth...

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Bibliographic Details
Main Authors:	Ong, Tze San, Lai, Ngan Yoke, Teh, Boon Heng
Format:	Article
Published:	Human Resource Management Academic Research Society 2012
Online Access:	http://psasir.upm.edu.my/id/eprint/22835/

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