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“interest rate asymmetries in the east asian financial markets: evidence from malaysia, south korea, hong kong & singapore”


Author Info

  • Aristotelis Spiliotis

    (University of Piraeus)


The purpose of this paper is to investigate for the existence of asymmetries in the pass-through money transmission mechanism from the wholesale rates (Central Bank and/or Interbank rates) to the retail rates (deposit and lending rates) of the East Asian financial markets of Malaysia, S. Korea, and Hong Kong & Singapore. Such transmission helps us substantially to calculate the pass through rate margin or mark-up in the examined banking system. An LSE-Hendry general to specific model (GETS) is applied, for the revelation of the banking sector PT interest rate behavior.

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Bibliographic Info

Article provided by AccessEcon in its journal Economics Bulletin.

Volume (Year): 29 (2009)
Issue (Month): 1 ()
Pages: A12

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Handle: RePEc:ebl:ecbull:eb-09-00157

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Related research

Keywords: Interest rate pass through; monetary policy transmission; financial markets; asymmetries;

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