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    Please use this identifier to cite or link to this item: http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/54873

    Title: The Asymmetric Adjustment between Lending-Deposit Rates in G8: Evidence from Rank Test
    Authors: Chang, Hui-lung;Chen, Long;Su, Chi-wei;Zhu, Meng-Nan;Liu, Yu-shao
    Contributors: 淡江大學國際貿易學系暨國際企業研究所
    Keywords: Lending-deposit rates;rank test;asymmetric adjustment
    Date: 2011-06
    Issue Date: 2013-06-13 11:22:35 (UTC+8)
    Publisher: Lagos: Academic Journals
    Abstract: 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.
    Relation: African Journal of Business Management 5(11), pp.4432-4437
    DOI: 10.5897/AJBM10.1523
    Appears in Collections:[國際企業學系暨研究所] 期刊論文

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