Responses to Interest Rate Changes: A Comparison between Domestic and Foreign Commercial Banks in Malaysia
This study aims to analyse the impact of interest rate changes on the domestic and foreign banks and determine its monetary policy implications. The study employed the impulse response functions and variance decomposition analysis based on the Vector Autoregression model to study the responses of ma...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Faculty of Economics and Administration, University of Malaya
2012
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| Subjects: | |
| Online Access: | http://irep.iium.edu.my/13044/ http://irep.iium.edu.my/13044/ http://irep.iium.edu.my/13044/1/Responses_to_Interest_Rate_Changes.pdf |