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 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
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