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...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Inderscience Publishers
2016
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| Online Access: | 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 |