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Cointegration and causality between overnight policy rate and commercial bank rate / Abdul Razak Jambari, Azizah Daut and Noranita Abdamia

Monetary economics theory suggests that certain commercial bank rate variables should be linked by a long-run equilibrium relationship. Although the commercial bank rate may drift away from equilibrium for a while, government actions may be expected to restore equilibrium. The purpose of this study...

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Main Authors: Jambari, Abdul Razak, Daut, Azizah, Abdamia, Noranita
Format: Conference or Workshop Item
Language:English
Published: 2012
Subjects:
Banking
Interest rates
Online Access:https://ir.uitm.edu.my/id/eprint/54149/1/54149.pdf
https://ir.uitm.edu.my/id/eprint/54149/
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spelling my.uitm.ir.541492021-12-02T02:09:56Z https://ir.uitm.edu.my/id/eprint/54149/ Cointegration and causality between overnight policy rate and commercial bank rate / Abdul Razak Jambari, Azizah Daut and Noranita Abdamia Jambari, Abdul Razak Daut, Azizah Abdamia, Noranita Banking Interest rates Monetary economics theory suggests that certain commercial bank rate variables should be linked by a long-run equilibrium relationship. Although the commercial bank rate may drift away from equilibrium for a while, government actions may be expected to restore equilibrium. The purpose of this study is to investigate the cointegration and causal relationship between Overnight Policy Rate (OPR) and the commercial bank rate Conventional bank rate and Islamic bank rate). The evidence generally supports the existence of long run relationship between the variables. 2012 Conference or Workshop Item PeerReviewed text en https://ir.uitm.edu.my/id/eprint/54149/1/54149.pdf ID54149 Jambari, Abdul Razak and Daut, Azizah and Abdamia, Noranita (2012) Cointegration and causality between overnight policy rate and commercial bank rate / Abdul Razak Jambari, Azizah Daut and Noranita Abdamia. In: 8th Academic Conference, ACCON 2012 UiTM Cawangan Johor, 2 - 4 November 2012, Bukit Gambang Resort City, Pahang.
institution Universiti Teknologi Mara
building Tun Abdul Razak Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Teknologi Mara
content_source UiTM Institutional Repository
url_provider http://ir.uitm.edu.my/
language English
topic Banking
Interest rates
spellingShingle Banking
Interest rates
Jambari, Abdul Razak
Daut, Azizah
Abdamia, Noranita
Cointegration and causality between overnight policy rate and commercial bank rate / Abdul Razak Jambari, Azizah Daut and Noranita Abdamia
description Monetary economics theory suggests that certain commercial bank rate variables should be linked by a long-run equilibrium relationship. Although the commercial bank rate may drift away from equilibrium for a while, government actions may be expected to restore equilibrium. The purpose of this study is to investigate the cointegration and causal relationship between Overnight Policy Rate (OPR) and the commercial bank rate Conventional bank rate and Islamic bank rate). The evidence generally supports the existence of long run relationship between the variables.
format Conference or Workshop Item
author Jambari, Abdul Razak
Daut, Azizah
Abdamia, Noranita
author_facet Jambari, Abdul Razak
Daut, Azizah
Abdamia, Noranita
author_sort Jambari, Abdul Razak
title Cointegration and causality between overnight policy rate and commercial bank rate / Abdul Razak Jambari, Azizah Daut and Noranita Abdamia
title_short Cointegration and causality between overnight policy rate and commercial bank rate / Abdul Razak Jambari, Azizah Daut and Noranita Abdamia
title_full Cointegration and causality between overnight policy rate and commercial bank rate / Abdul Razak Jambari, Azizah Daut and Noranita Abdamia
title_fullStr Cointegration and causality between overnight policy rate and commercial bank rate / Abdul Razak Jambari, Azizah Daut and Noranita Abdamia
title_full_unstemmed Cointegration and causality between overnight policy rate and commercial bank rate / Abdul Razak Jambari, Azizah Daut and Noranita Abdamia
title_sort cointegration and causality between overnight policy rate and commercial bank rate / abdul razak jambari, azizah daut and noranita abdamia
publishDate 2012
url https://ir.uitm.edu.my/id/eprint/54149/1/54149.pdf
https://ir.uitm.edu.my/id/eprint/54149/
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score 13.15806

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