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Interest Rate Liberalisation and Equity Market Volatility: the Case of Malaysia and Thailand

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Author Info
Spyrou, S.
Vougas, D.

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Abstract

Neo-classical economics suggests that financial liberalisation will result in increased savings, investment and economic growth. On the other hand, post-Keynesian analysis suggest that liberalisation could attract speculators and introduce volatility and economic instability. In this paper, we examine the main implication of the post-Keynesian hypothesis, that of increased market volatility folllowing deregulation. More specifically, we examine whether stock market volatility increased or decreased, in a sample of ASEAN equity markets, following interest rate liberalisation in the 1990s.

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Publisher Info
Paper provided by Middlesex University - School of Economics in its series Papers with number 59.

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Length: 19 pages
Date of creation: 1999
Date of revision:
Handle: RePEc:fth:middec:59

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Postal: U.K.; School of Economics, Middlesex University Business School, the Burroughs, London NW4 4BT
Phone: 44(020) 8362 5981
Fax: 44(020) 8362 5981
Web page: http://www.mdx.ac.uk/www/economics/
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Related research
Keywords: FINANCIAL MARKET ; INTEREST RATE;

Find related papers by JEL classification:
G1 - Financial Economics - - General Financial Markets

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