A cointegration tests on Malaysian Government Securities (MGS) spreads and inflation / Cheng Fan Fah and Annuar Nasir

• প্রধান লেখক: Fah, Cheng Fan (লেখক), Nasir, Annuar (লেখক)
• বিন্যাস: গ্রন্থ
• প্রকাশিত: 2012.
• বিষয়গুলি: Article; PeerReviewed
• অনলাইন ব্যবহার করুন: Link Metadata

The purpose of this research is to study the relationship between yield spreads of Malaysian Government Securities (MGS) and inflation dynamics over the period of 1976 to 2008. The study used various statistical techniques to determine the predictive power of yield spreads between 1-year MGS and 10-...