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The impact of monetary policy expectations on interbank interest rates in Malaysia

Ito, Takayasu - In: International journal of financial markets and derivatives 6 (2017) 1, pp. 1-11

Persistent link: https://www.econbiz.de/10011862346

Expected and Unexpected Impulses of Monetary Policy on the Interest Pass-Through Mechanism in Asian Countries

Wang, Kuan-Min - In: Annals of Economics and Finance 11 (2010) 1, pp. 95-137

This paper examines the impact of expected and unexpected impulses of monetary policy on the interest pass-through mechanism in nine Asian countries and the United States. It also investigates the asymmetry and rigidity of the pass-though process. The EC-EGARCH-M model is created for analyzing...

Persistent link: https://www.econbiz.de/10010554857