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Hitiris, T.; Bedrossian, A. - In: Applied economics 19 (1987) 2, pp. 215-220

Persistent link: https://www.econbiz.de/10003512907

A model of U.K. exports of manufactures to industrial countries

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Economic integration, efficiency change and technological progress

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Asymmetric pass-through and risk of interest rate : an empirical exploration of Taiwan and Hong Kong

Wang, Kuan-Min; Thi, Thanh-binh Nguyen - In: Applied economics 42 (2010) 4/6, pp. 659-670

This study employs the asymmetric threshold cointegration test suggested by Enders and Siklos (2001) and creates asymmetric EC-EGARCH(1, 1)- M model to investigate the pass-through of money-market rate to banking retail rates in Taiwan and Hong Kong. It further explores the impact of interest...

Persistent link: https://www.econbiz.de/10003952158