ASYMMETRIES IN THE PERUVIAN LENDING-DEPOSIT RATE SPREAD
This study examines the asymmetric behavior of the lending-deposit rate spread in the Peruvian banking system over the period of 1991:9 to 2005:9. The threshold autoregressive(TAR) model did not reveal any asymmetry. However, the momentum threshold autoregressive(MTAR) model revealed asymmetric adju...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
People & Global Business Association (P&GBA)
2008-09-01
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| Series: | Global Business and Finance Review |
| Subjects: | |
| Online Access: | http://www.gbfrjournal.org/pds/journal/thesis/20150622180457-O956Q.pdf |