by O'Yang Wiley. / Thesis (M.B.A.)--Chinese University of Hong Kong, 1990. / Bibliography: leaves 44-45. / ABSTRACT --- p.ii / TABLE OF CONTENTS --- p.iv / ACKNOWLEDGEMENTS --- p.v / Chapter / Chapter I. --- INTRODUCTION --- p.1 / Chapter II. --- TIME SERIES AND UNIT ROOT --- p.5 / Definitions --- p.5 / Difference Between 1(0) and 1(1) Processes --- p.8 / Chapter III. --- FORMULATION OF LONG RUN FISHER OPEN HYPOTHESIS … --- p.10 / Chapter IV. --- UNIT ROOT TESTS --- p.14 / Dickey and Fuller Test --- p.14 / Augmented Dickey and Fuller Test --- p.16 / Phillips and Perron Test --- p.16 / Finite Sample Properties of Regression / Unit Root Tests --- p.18 / Chapter V. --- UNIT ROOT TEST RESULTS --- p.20 / Tentative ARIMA Model for the Interest Rate Series --- p.21 / Hong Kong --- p.21 / Singapore --- p.22 / Malaysia --- p.22 / Philippines and Japan --- p.23 / Tentative ARIMA Model for the Interest Rate Differentials --- p.23 / Hong Kong-Malaysia --- p.23 / Hong Kong-Singapore --- p.24 / Singapore-Malaysia --- p.24 / Others --- p.24 / Unit Root Test Results --- p.24 / Discussions and Findings --- p.36 / Chapter VI. --- CONCLUSIONS AND AREAS OF FURTHER RESEARCH --- p.40 / APPENDIX --- p.43 / BIBLIOGRAPHY --- p.44
| Identifer | oai:union.ndltd.org:cuhk.edu.hk/oai:cuhk-dr:cuhk_318516 |
| Date | January 1990 |
| Contributors | O'Yang, Wiley., Chinese University of Hong Kong Graduate School. Division of Business Administration. |
| Publisher | Chinese University of Hong Kong |
| Source Sets | The Chinese University of Hong Kong |
| Language | English |
| Detected Language | English |
| Type | Text, bibliography |
| Format | print, v, 45 leaves ; 30 cm. |
| Coverage | Asia, Asia |
| Rights | Use of this resource is governed by the terms and conditions of the Creative Commons “Attribution-NonCommercial-NoDerivatives 4.0 International” License (http://creativecommons.org/licenses/by-nc-nd/4.0/) |
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