INTEREST RATE VOLATILITY AND RETAIL INTEREST RATE PASS-THROUGH IN THE CASE OF THE MALAYSIAN ECONOMY

The purpose of this study is to explore the interest rate pass-through mechanism among three interest rates (discount rate, deposit rate and lending rate) in the Malaysian economy by conducting the asymmetric threshold autoregression (TAR) and momentum threshold autoregressive (MTAR) techniques and...

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Bibliographic details
Volume: 50
Main Author: Mohammed Nur Hussain
Bodrun Nahar
Format: Journal Article
Language: English
Zielgruppe: Academic
Place of publication: College of Business at Tennessee State University 01.01.2016
Tennessee State University College of Business
Tennessee State University
published in: The Journal of developing areas Vol. 50; no. 5; pp. 277 - 294
Data of publication: 20160101
ISSN: 0022-037X
1548-2278
1548-2278
EISSN: 1548-2278
Discipline: Economics
Social Sciences (General)
Subjects:
Online Access: Fulltext
Database: CrossRef
Gale General OneFile
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