Asymmetric adjustments in the spread of lending and deposit rates : evidence from extended threshold unit root tests
Junsoo Lee; Mark C. Strazicich; Byung Chul Yu
| Year of publication: |
2013
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|---|---|
| Authors: | Lee, Junsoo ; Strazicich, Mark ; Yu, Byungchul |
| Published in: |
Review of financial economics : RFE. - Medford, MA : Wiley, ISSN 1058-3300, ZDB-ID 1116477-3. - Vol. 22.2013, 4, p. 187-193
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| Subject: | Asymmetric effects | Threshold models | Unit root tests | Interest rates | Einheitswurzeltest | Unit root test | Zins | Interest rate | Schätzung | Estimation | Zinsstruktur | Yield curve | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010442728