Forecasting Malaysian overnight Islamic interbank rate using the Box-Jenkins model

Modelling the overnight Islamic interbank rate (IIR) is imperative to define the IIR performance as it would help the Islamic banks to adjust its costs of funding effectively and facilitate the policy makers to regulate a comprehensive monetary policy in Malaysia. The IIR framework which has been re...

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Bibliographic Details
Main Authors: Radzi, N. S. M., Siti Roslindar, Yaziz
Format: Article
Language:English
Published: Penerbit UMP 2021
Subjects:
Online Access:http://umpir.ump.edu.my/id/eprint/32912/1/Forecasting%20Malaysian%20overnight%20islamic%20interbank%20rate%20using%20the%20box.pdf
http://umpir.ump.edu.my/id/eprint/32912/
https://doi.org/10.15282/daam.v2i1. 6837
https://doi.org/10.15282/daam.v2i1. 6837
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