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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 Number | Location | Available |
|---|---|---|
| PSB lt.2 - Karya Akhir | 1 |
| Penerbit | : Bulletin of Monetary Economics and Banking 2021 |
|---|---|
| Edisi | - |
| Subjek | Banking industry Lending Asymmetric adjustment deposit spread Threshold autoregressive models |
| ISBN/ISSN | - |
| Klasifikasi | - |
| Deskripsi Fisik | - |
| Info Detail Spesifik | - |
| Other Version/Related | Tidak tersedia versi lain |
| Lampiran Berkas | Tidak Ada Data |