The effects of interest rate on real effective exchange rate volatility spillover in Malaysia and Thailand: Empirical evidence

• Main Authors: Abu Bakar, Mohd. Jaffri, Loganathan, Nanthakumar, Mursitama, Tirta Nugraha, Hassan, Asan Ali Golam
• Format: Article
• Language: English
• Published: Bina Nusantara University 2021
• Subjects: HB Economic Theory
• Online Access: http://eprints.utm.my/id/eprint/96316/1/AsanAli2021_TheEffectsOfInterestRateOnRealEffective.pdf; http://eprints.utm.my/id/eprint/96316/; http://dx.doi.org/10.21512/JAS.V9I2.7517

The research examined this asymmetric effect between the interrelationship of the interbank rate on the external competitiveness purchasing power represented by the real effective exchange rate for Malaysia and Thailand using monthly data covering the period of 1994 until 2020. The empirical finding...