Asymmetric nonlinear analyses of banking sector behaviour, markets and interest rate risks in Africa's frontier economy
Year of publication: |
2021
|
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Authors: | Arize, Augustine Chuck ; Kalu, Ebere Ume ; Malindretos, John ; Ogunc, Asli |
Published in: |
Afro-Asian Journal of Finance and Accounting : AAJFA. - Genève [u.a.] : Inderscience Enterprises, ISSN 1751-6455, ZDB-ID 2408741-5. - Vol. 11.2021, 4, p. 537-560
|
Subject: | asymmetries | bank development | linearity | NARDL | nonlinearity | stock market development | Bank | Aktienmarkt | Stock market | Afrika | Africa | Zinsrisiko | Interest rate risk | Zins | Interest rate | Nichtlineare Regression | Nonlinear regression |
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