Expected and Unexpected Impulses of Monetary Policy on the Interest Pass-Through Mechanism in Asian Countries
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- Liu, Luke, 2011. "Monetary policy, bank size and bank lending: Evidence from Australia," MPRA Paper 35033, University Library of Munich, Germany.
- Walid M. A. Ahmed, 2014. "Dynamic interactions between Egyptian equity and currency markets prior to and during political unrest," Applied Financial Economics, Taylor & Francis Journals, vol. 24(20), pages 1347-1359, October.
- liu, luke, 2012. "Monetary policy, bank size and bank lending: evidence from Australia(new version)," MPRA Paper 37489, University Library of Munich, Germany.
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More about this item
Keywords
Monetary policy expectation; Interest rate pass-through; Asymmetric threshold cointegration; EC-EGARCH-M model;All these keywords.
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- C50 - Mathematical and Quantitative Methods - - Econometric Modeling - - - General
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
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