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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Main Authors: | Radzi, N. S. M., Siti Roslindar, Yaziz |
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Format: | Article |
Language: | English |
Published: |
Penerbit UMP
2021
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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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