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Asymmetric adjustment of the sectorial lendingdeposit rate spread in Fiji

This study investigates the asymmetric adjustment of the sectorial lending-deposit rate spread in Fiji?s banking industry using monthly data from January 2000 to February 2020. The study uses the threshold autoregressive and the momentum threshold autoregressive models to test for cointegration and to detect asymmetries. The analysis provides evidence of an asymmetric adjustment process in the sectorial lendingdeposit rate spread among Fijian commercial banks. This finding has important policy implications and provides better understanding of the asymmetric behaviour in Fiji?s banking industry..

Ketersediaan

Call NumberLocationAvailable
PSB lt.2 - Karya Akhir1
Penerbit Bulletin of Monetary Economics and Banking.,
Edisi -
Subjek Banking industry
Lending
Asymmetric adjustment
deposit spread
Threshold autoregressive models
ISBN/ISSN -
Klasifikasi -
Deskripsi Fisik -
Info Detail Spesifik -
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