期刊論文
| 學年 | 99 |
|---|---|
| 學期 | 2 |
| 出版（發表）日期 | 2011-06-01 |
| 作品名稱 | The Asymmetric Adjustment between Lending-Deposit Rates in G8: Evidence from Rank Test |
| 作品名稱（其他語言） | |
| 著者 | Chang, Hui-lung; Chen, Long; Su, Chi-wei; Zhu, Meng-Nan; Liu, Yu-shao |
| 單位 | 淡江大學國際貿易學系暨國際企業研究所 |
| 出版者 | Lagos: Academic Journals |
| 著錄名稱、卷期、頁數 | African Journal of Business Management 5(11), pp.4432-4437 |
| 摘要 | Using the non-parametric rank tests proposed by Breitung (2001), we set out in this study to determine whether any non-linear long-run equilibrium relationship exists between the lending and deposit rates of G8 countries. We go on to adopt the Threshold Error-Correction Model (TECM) to determine whether a similar relationship is discernible possibly non-linear functions of the lending and deposit rates. These findings clearly point that there are indeed such long-run non-linear cointegration relationships between the lending and deposit rates and successfully capture the dynamic adjustment in G8 countries. |
| 關鍵字 | Lending-deposit rates;rank test;asymmetric adjustment |
| 語言 | en |
| ISSN | 1993-8233 |
| 期刊性質 | 國外 |
| 收錄於 | SSCI |
| 產學合作 | |
| 通訊作者 | Su, Chi-wei |
| 審稿制度 | |
| 國別 | NGA |
| 公開徵稿 | |
| 出版型式 | 紙本 |
| 相關連結 |
機構典藏連結 ( http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/54873 ) |