The Lending-Deposit Rate Relationship in Eastern European Countries: Evidence from the Rank Test for Non-linear Cointegration
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- Ewing, Bradley T & Payne, James E & Forbes, Shawn M, 1998.
"Co-movements of the Prime Rate, CD Rate, and the S&P Financial Stock Index,"
Journal of Financial Research,
Southern Finance Association;Southwestern Finance Association, pages 469-482.
- Bradley T. Ewing & James E. Payne & Shawn M. Forbes, 1998. "Co-Movements Of The Prime Rate, Cd Rate, And The S&P Financial Stock Index," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 21(4), pages 469-482, December.
- Stefan Reitz & M.P Taylor, 2006. "The Coordination Channel of Foreign Exchange Intervention," Computing in Economics and Finance 2006 16, Society for Computational Economics.
- Rhee, Wooheon & Rich, Robert W., 1995. "Inflation and the asymmetric effects of money on output fluctuations," Journal of Macroeconomics, Elsevier, vol. 17(4), pages 683-702.
- Sargan, J D & Bhargava, Alok, 1983. "Maximum Likelihood Estimation of Regression Models with First Order Moving Average Errors When the Root Lies on the Unit Circle," Econometrica, Econometric Society, vol. 51(3), pages 799-820, May.
- Diebold, Francis X & Sharpe, Steven A, 1990. "Post-deregulation Bank-Deposit-Rate Pricing: The Multivariate Dynamics," Journal of Business & Economic Statistics, American Statistical Association, vol. 8(3), pages 281-291, July.
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- repec:taf:applec:v:50:y:2018:i:5:p:559-573 is not listed on IDEAS
More about this item
Keywordslending-deposit rates; rank test; non-linearity;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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