A vector error correction model (VECM) approach in explaining the relationship between interest rate and inflation towards exchange rate volatility in Malaysia

QR Code

A vector error correction model (VECM) approach in explaining the relationship between interest rate and inflation towards exchange rate volatility in Malaysia

The exchange rate is one of the most important determinants of a country's relative level of economic health. Exchange rate plays a vital role in a country's level of trade, which is critical to most free market economies in the world. This paper is an attempt to analyze the relationship b...

Full description

Bibliographic Details
Main Authors:	Abu Hassan Asari, Fadli Fizari, Baharuddin, Nurul Syuhada, Jusoh, Nurmadihah, Mohamad, Zuraida, Shamsudin, Norazidah, Jusoff, Kamaruzaman
Format:	Article
Language:	English
Published:	IDOSI Publications 2011
Online Access:	http://psasir.upm.edu.my/id/eprint/42908/ http://psasir.upm.edu.my/id/eprint/42908/1/A%20vector%20error%20correction%20model%20%28VECM%29%20approach%20in%20explaining%20the%20relationship%20between%20interest%20rate%20and%20inflation%20towards%20exchange%20rate%20volatility%20in%20Malaysia.pdf

Similar Items

The relationship between interest rate and inflation towards exchange rate volatility in Malaysia/ Nurmadihah Jusoh
by: Jusoh, Nurmadihah
Published: (2010)

Multivariate time series analysis on correlation between inflation rate and employment rate with gross domestic product
by: Abu Hassan Asari, Fadli Fizari, et al.
Published: (2011)

An analysis of non-performing loan, interest rate and inflation rate using Stata software
by: Abu Hassan Asari, Fadli Fizari, et al.
Published: (2011)

The impact of interest rate, credit to private sector, inflation rate, money supply, and gross domestic product on savings: pooled mean group and error correction model
by: Yap, Yi Theng, et al.
Published: (2012)

Competitiveness of Malaysian exports : Malaysian export competitiveness with China and India : Vector Error Correction Model (VECM)approach approach
by: Duasa, Jarita
Published: (2011)

Relationship between inflation and interest rate in China
by: xie, jiejin
Published: (2009)

The optimal inflation target and the natural rate of interest
by: Le Bihan, Herve, et al.
Published: (2019)

The relationship among the nominal rates of interest, the real rates of interest and the inflation rates: an empirical study of the fisher effect on the Malaysian T Bill Market
by: Noor Azlan Ghazali,
Published: (1990)

Importance of inflation rate, income, interest rate and rate of return towards the profit performance of Takaful / Nadhilah Mahmood
by: Mahmood, Nadhilah
Published: (2011)

Dynamic causal chain of money, output, interest rate and prices in Malaysia: evidence based on vector error- correction modelling analysis
by: Tan, Hui Boon, et al.
Published: (1999)

The application of gold price, interest rates and inflation Expectations in capital markets
by: Abdullah, Adam, et al.
Published: (2015)

Is there a nonlinear long-run relation in the U.S. interest rate and inflation?
by: lee, Hwa-tae, et al.
Published: (2013)

The relationship between foreign direct investment in manufacturing sector and the interest rate, inflation rate and investment incentives
by: Ab Rashid, Mohd Elfee
Published: (2004)

Relationship between non-performing loans with interest rate and inflations/ Wardiyyah Ahmad
by: Ahmad, Wardiyyah
Published: (2010)

The effect of inflation rate, interest rate and unemployment rate towards Gross Domestic Products (GDP) growth rate / Nurul Shakilla Hussin and Syaikhul Solihin Samsudin
by: Hussin, Nurul Shakilla, et al.
Published: (2016)

The long-run relationship between nominal interest rates and inflation of the Asian developing countries
by: Rasidah Mohd Said,, et al.
Published: (2001)

A study on the relationship between exchange rate, interest rate, oil price and money supply towards inflation rate in Malaysia / Mohammad Ikram Ramzi
by: Ramzi, Mohammad Ikram
Published: (2007)

Inflation and Growth: Explaining the Negative Effect
by: Harris, Mark, et al.
Published: (2004)

Food security dynamics in Oman: VECM approach
by: Devesh, Sonal, et al.
Published: (2020)

Determinants that affect inflation rate in Malaysia: money supply, interest rate, exchange rate and oil price (Crude) / Siti Raidah Azmee and Norsafrinah Ab Ghani
by: Azmee, Siti Raidah, et al.
Published: (2018)

A study on the relationship between inflation rate, exchange rate, interest rate and gold price towards Malaysian stock market performance / Nazatul Shahernie Azmi
by: Azmi, Nazatul Shahernie
Published: (2017)

Determinants Of High Rate Of Inflation In Iran
by: Zinatbakhsh, Amirabbas
Published: (2009)

Determinants Of High Rate Of Inflation In Iran
by: Zinatbakhsh, Amirabbas
Published: (2009)

Inflation and growth: Explaining a negative effect
by: Gillman, M., et al.
Published: (2004)

Inflation and growth: Explaining a negative effect
by: Gillman, M., et al.
Published: (2009)

A study on the impact of gross domestic product (GDP), interest rate, inflation rate and exchange rate towards foreign direct investment (FDI) inflows in Malaysia / Nurhidayah Azman
by: Azman, NurHidayah
Published: (2014)

Exchange rate pass-through in the Asian countries: does inflation volatility matter?
by: Soon, Siew View, et al.
Published: (2018)

A study on the relationship between inflation rate, interest rate and gross domestic product towards Industrial Production Index / Mohd Radzi Mohd Ridza
Published: (2006)

On the relationship between inflation rate and inflation uncertainty: an application of the GARCH family models
by: Mohd Nor, Abu Hassan Shaari, et al.
Published: (2007)

The determinants of inflation rate in Malaysia / Solehah Mohamad
by: Mohamad, Solehah
Published: (2015)

THE EMPIRICAL STUDY OF INTEREST RATE VOLATILITY IN TAIWAN BOND MARKET
by: Chen, Yu-Ching
Published: (2009)

A study on key determinants of economic growth in Malaysia: foreign direct investment, inflation rate, interest rate, trade openness and unemployment / Fatin Nabila Shaharuddin
by: Shaharuddin, Fatin Nabila
Published: (2018)

Interest rates volatility impact on Malaysian Commercial Banks' deposit and lending rates / Illy Syazlina Musa
Published: (2008)

Error correction modelling and dynamic specifications as a conduit to outperforming the random walk in exchange rate forecasting
by: Moosa, I., et al.
Published: (2014)

Pricing European call options with interval-valued volatility and interest rate
by: Wang, Song
Published: (2024)

Pricing equity warrants with jumps, stochastic volatility, and stochastic interest rates
by: Ibrahim, S. N. I., et al.
Published: (2022)

The relationship between the interest rate and infaltion rate in selected countries
by: Phua, Kheng Leng
Published: (2012)

Linear Vector Error Correction Model Versus Markov Switching Vector Error Correction Model To Investigate Stock Market Behaviour
by: Seuk , Wai Phoong, et al.
Published: (2014)

The effects of crude oil price volatility, stock price, exchange rate and interest rate on Malaysia’s economic growth
by: Rahim, Farah, et al.
Published: (2020)

The influence of interest rate and exchange rate to stock return and the effect of interest rate changes to the performance of STI / Hani Suryati Hassan Khalep
Published: (2008)