Alhaji Jibrilla, Aliyu; Balami, Dahiru H. - In: CBN journal of applied statistics 13 (2022) 1, pp. 123-162
that the banking crises lead to an increase in the lending rate in the long and short run. The effect of the crises on the … threshold cointegration tests for the two sample periods exhibit asymmetric behaviour. The retail loan/lending rate adjustment …