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South Africa’s short and long term interest rates : a threshold cointegration analysis

Dube, Smile; Zhou, Yan - In: Business and Economic Research : BER 3 (2013) 1, pp. 187-211

Persistent link: https://www.econbiz.de/10009779701

Interest rate asymmetries in the lending-deposit spread : a case study

Dube, Smile; Zhou, Yan - In: Economia internazionale 67 (2014) 2, pp. 201-227

Persistent link: https://www.econbiz.de/10010401112

Import demand functions : evidence from CIBS

Zhou, Yan; Dube, Smile - In: Journal of economic development 36 (2011) 4, pp. 73-96

Persistent link: https://www.econbiz.de/10009411295

Interest Rate Asymmetries in the Lending-Deposit Spread: A Case - Asimmetrie del tasso di interesse nello spread prestiti-depositi: studio di un caso

Dube, Smile; Zhou, Yan - In: Economia Internazionale / International Economics 67 (2014) 2, pp. 201-227

The paper examines the asymmetric behavior of the lending-deposit spread in South Africa over the period 1990M1 to 2010M7. The paper employs threshold autoregressive (TAR) and momentum threshold autoregressive (MTAR) unit root tests to detect any asymmetries in the lending-deposit spread. We...

Persistent link: https://www.econbiz.de/10010991459