Responses to Interest Rate Changes: A Comparison between Domestic and Foreign Commercial Banks in Malaysia

• Main Authors: Kassim, Salina, Abdul Manap, Turkhan Ali
• Format: Article
• Language: English
• Published: Faculty of Economics and Administration, University of Malaya 2012
• Subjects: HG1501 Banking
• Online Access: http://irep.iium.edu.my/13044/1/Responses_to_Interest_Rate_Changes.pdf; http://irep.iium.edu.my/13044/; http://www.myjurnal.my/filebank/published_article/16260/Paper_2.pdf

This study aims to analyse the impact of interest rate changes on the domestic and foreign banks and determine its monetary policy implications. The study employed the impulse response functions and variance decomposition analysis based on the Vector Autoregression model to study the responses of ma...