Threshold cointegration and interest rate pass - through during the pre - and post - banking consolidation in Nigeria: are there asymmetries?

Threshold cointegration and interest rate pass - through during the pre - and post - banking consolidation in Nigeria: are there asymmetries?

This paper empirically examines the interest rate pass-through in Nigeria using the cointegration and threshold adjustment suggested by Enders and Siklos. The focus is on the pass-through of the central bank policy rates to the commercial banks' lending rates during the pre- and post-bank conso...

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Bibliographic Details
Main Authors: Aliyu, Alhaji Jibrilla, Ismail, Normaz Wana
Format: Article
Language:English
Published: Inderscience Publishers 2016
Online Access:http://psasir.upm.edu.my/id/eprint/53127/
http://psasir.upm.edu.my/id/eprint/53127/1/Threshold%20cointegration%20and%20interest%20rate%20pass%20-%20through%20during%20the%20pre%20-%20and%20post%20-%20banking%20consolidation%20in%20Nigeria%20are%20there%20asymmetries.pdf

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