Add to ORKG[[abstract]]This study carries out an examination of the potential non-linear cointegration between the lending and deposit rates of eight Eastern European countries using the non-parametric rank tests proposed by Breitung (2001). Based upon our adoption in this study of the threshold error-correction model (TECM), we find solid evidence of an asymmetric price transmission effect, in both the short term and the long term, between lending and deposit rates. Thus, our results reveal that there are indeed such long-run non-linear cointegration relationships between the lending and deposit rates in these Eastern European countries. Furthermore, we go on to successfully capture the dynamic adjustment of the spread
We examine the dynamics of bank lending to companies and private households in Bulgaria by applying ...
The contribution aim to identify the factors influencing the level of the interest rate in the condi...
The monetary model suggests that nominal exchange rates between two countries will be determined by ...
[[abstract]]This study carries out an examination of the potential non-linear cointegration between ...
[[abstract]]Using the non-parametric rank tests proposed by Breitung (2001), we set out in this stud...
This study intends to investigate empirically the long-run relationship between deposit and lending ...
This study investigates the interest rate pass through from the money market rate to the lending rat...
In this paper, we estimate the interest rate pass-through from money market to bank interest rates u...
AbstractThis study applies non-linear threshold unit-root test to investigate the non-stationary pro...
This paper investigates the nature of the causal relationships among interbank market interest rates...
Using the asymmetric threshold cointegration test proposed by Enders and Siklos [Enders, W., Siklos,...
This paper assesses how changes in the monetary policy rate affect the lending rates for the small a...
This paper assesses how changes in the monetary policy rate transmit to the lending rates for the co...
The liquidity problems that appeared on the interbank money markets during the financial crisis caus...
Purpose: The principal objective of this study is to analyse the impact of macroeconomic factors on ...
We examine the dynamics of bank lending to companies and private households in Bulgaria by applying ...
The contribution aim to identify the factors influencing the level of the interest rate in the condi...
The monetary model suggests that nominal exchange rates between two countries will be determined by ...
[[abstract]]This study carries out an examination of the potential non-linear cointegration between ...
[[abstract]]Using the non-parametric rank tests proposed by Breitung (2001), we set out in this stud...
This study intends to investigate empirically the long-run relationship between deposit and lending ...
This study investigates the interest rate pass through from the money market rate to the lending rat...
In this paper, we estimate the interest rate pass-through from money market to bank interest rates u...
AbstractThis study applies non-linear threshold unit-root test to investigate the non-stationary pro...
This paper investigates the nature of the causal relationships among interbank market interest rates...
Using the asymmetric threshold cointegration test proposed by Enders and Siklos [Enders, W., Siklos,...
This paper assesses how changes in the monetary policy rate affect the lending rates for the small a...
This paper assesses how changes in the monetary policy rate transmit to the lending rates for the co...
The liquidity problems that appeared on the interbank money markets during the financial crisis caus...
Purpose: The principal objective of this study is to analyse the impact of macroeconomic factors on ...
We examine the dynamics of bank lending to companies and private households in Bulgaria by applying ...
The contribution aim to identify the factors influencing the level of the interest rate in the condi...
The monetary model suggests that nominal exchange rates between two countries will be determined by ...