Validity of fisher effect theory: Evidence from the conventional and Islamic money market in Malaysia

• Main Authors: Nurazilah, Zainal, Mohammed Hariri, Bakri, Law, Siong Hook, Syahrir, Zaini, Mohd Faizal, Ab Razak
• Format: Article
• Language: English
• Published: Romanian Society for Quality Assurance - SRAC 2021
• Subjects: HF Commerce; HG Finance; QA76 Computer software
• Online Access: http://umpir.ump.edu.my/id/eprint/32652/1/Validity%20of%20fisher%20effect%20theory-evidence%20from%20the%20conventional.pdf; http://umpir.ump.edu.my/id/eprint/32652/; https://doi.org/10.47750/QAS/22.184.07; https://doi.org/10.47750/QAS/22.184.07

This study attempts to examine existence of Fisher Effect theory in Malaysia’s conventional and Islamic money markets. Time series data has been included for the years 2011 to 2018 and consists of two stages of data analysis. First stage analysis examines the existence of a Fisher Effect relationshi...