教師資料查詢 | 類別: 期刊論文 | 教師: 蘇志偉 Su, Chih-wei (瀏覽個人網頁)

標題:The Asymmetric Adjustment between Lending-Deposit Rates in G8: Evidence from Rank Test
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
語言英文
ISSN1993-8233
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
國別奈及利亞
公開徵稿
出版型式紙本
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