The information content of the Islamic interbank money market rate in Malaysia

Kassim, Salina H. and Abdul Manap, Turkhan Ali (2008) The information content of the Islamic interbank money market rate in Malaysia. International Journal of Islamic and Middle Eastern Finance and Management, 1 (4). pp. 304-312. ISSN 1753-8394

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Abstract

The purpose of this paper is to analyze the information content of the Islamic interbank money market rate (IIMMR), with respect to several macroeconomic indicators such as output, inflation, exports, imports, bank loans and stock market index, and compare it against that of the conventional interbank money market rate using the Malaysian data.

Item Type:	Article (Journal)
Additional Information:	5324/820
Uncontrolled Keywords:	Banking; Islam; Malaysia; Monetary policy; Money markets
Subjects:	H Social Sciences > H Social Sciences (General) H Social Sciences > HA Statistics > HA154 Statistical data ?? HB1 ?? H Social Sciences > HB Economic Theory > HB131 Methodology.Mathematical economics. Quantitative methods H Social Sciences > HB Economic Theory > HB3711 Business cycles. Economic fluctuations
Kulliyyahs/Centres/Divisions/Institutes (Can select more than one option. Press CONTROL button):	Kulliyyah of Economics and Management Sciences > Department of Economics
Depositing User:	Dr Turkhan Ali Abdul Manap
Date Deposited:	13 Dec 2011 09:57
Last Modified:	11 Oct 2012 06:51
URI:	http://irep.iium.edu.my/id/eprint/820

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