Search Results - subject:"Asymmetric threshold cointegration"

An Empirical Analysis of Nonlinear Dynamics Relationship between the United States and Taiwan Stock Markets

Lee, Yen-Hsien - In: Zagreb International Review of Economics and Business 15 (2012) 1, pp. 89-101

threshold co-integration relationship between the U.S. and Taiwan stock markets. Moreover, this paper further fi nds that this … relationship by STAR model between the U.S. and Taiwan stock market. The fi ndings indicate that there exists an asymmetric …

Persistent link: https://www.econbiz.de/10010676174

Expected and Unexpected Impulses of Monetary Policy on the Interest Pass-Through Mechanism in Asian Countries

Wang, Kuan-Min - In: Annals of Economics and Finance 11 (2010) 1, pp. 95-137

This paper examines the impact of expected and unexpected impulses of monetary policy on the interest pass-through mechanism in nine Asian countries and the United States. It also investigates the asymmetry and rigidity of the pass-though process. The EC-EGARCH-M model is created for analyzing...

Persistent link: https://www.econbiz.de/10010554857