FTSE WGBI, US Balance Sheet Policy And Foreign Holdings Of Malaysia Government Securities
Table 5:
Models | Variable: CointEq(-1)* | |||
Coefficient | Standard Error | T-Statistic | Probability | |
F(lnFHOMGSt, lnCPIt, lnIPIt, lnTBt, MY10t, WGBIt,, lnUSTAt) | -0.041466 | 0.006530 | -6.350506 | 0.0000*** |