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DC Field | Value | Language |
---|---|---|
dc.contributor.author | Iregui, AM | - |
dc.contributor.author | Milas, C | - |
dc.contributor.author | Otero, J | - |
dc.coverage.spatial | 26 | en |
dc.date.accessioned | 2007-06-26T20:49:00Z | - |
dc.date.available | 2007-06-26T20:49:00Z | - |
dc.date.issued | 2002 | - |
dc.identifier.citation | Economics and Finance Working papers, Brunel University, 02-29 | en |
dc.identifier.uri | http://bura.brunel.ac.uk/handle/2438/913 | - |
dc.description.abstract | This paper studies the dynamics of lending and deposit rates in two emerging markets in Latin America: Colombia and Mexico. The dynamics of lending (deposit) interest rates are driven by the exogenous interbank interest rate and deviations from the long-run lending-interbank (deposit-interbank) interest rate relationship. Allowing for different interest rate behavior during periods characterized by large and small values of the spread, the non-linear specification proves superior to the linear one. | en |
dc.format.extent | 778265 bytes | - |
dc.format.mimetype | application/pdf | - |
dc.language.iso | en | - |
dc.publisher | Brunel University | en |
dc.subject | Interest rates; Spreads; Emerging markets; Non-linear models; Regimes | en |
dc.title | On the dynamics of lending and deposit interest rates in emerging markets: A non-linear approach | en |
dc.type | Research Paper | en |
Appears in Collections: | Dept of Economics and Finance Research Papers |
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