Moyo, Clement; Phiri, Andrew - In: International Journal of Financial Studies : open … 12 (2024) 2, pp. 1-16
We examine the nonlinear relationship between interest rates on bank risk-taking behavior in South Africa between 2008:q1 and 2022:q3 using nonlinear autoregressive distributive lag (NARDL) and quantile autoregressive distributive lag (QARDL) models. Whilst the preliminary estimates from linear...
