Using the asymmetric threshold cointegration test proposed by Enders and Siklos [Enders,
W., Siklos, P., 2001. Cointegration and threshold adjustment. Journal of Business and …

Research on the relationship between stock and real estate prices focuses on two
transmission mechanisms, namely the wealth and credit-price effects. This paper uses the …

The study revisits the revenue-expenditure nexus in Nigeria using
theasymmetriccointegration methods to study four hypotheses related to the revenue …

This study employs the asymmetric threshold cointegration test suggested by Enders and
Siklos and creates asymmetric EC-EGARCH (1, 1)-M model to investigate the pass-through …

This paper has investigated the determinants of total consumer credit for the USA over the
period 1968: Q1 to 2011: Q3. Using Breitung's (2001) non-parametric rank tests, we find the …

This study examines the US interest rate pass-through mechanism and considers the
illiquidity shocks upon retail interest rate correlations caused by financial crises between …

The study revisits the revenue-expenditure nexus in Nigeria using the asymmetric
cointegration methods to study four hypotheses related to the revenue and expenditure …

We investigate the existence of any asymmetric effects in the US consumer credit. In doing
so, we utilize the asymmetric cointegration methods proposed by Breitung (2001, 2002) and …

Using the monthly data of Taiwan banks' loan rates from February 1986 to September 2005,
this study investigates the existence of interest pass-though mechanism within the …

This study investigates the existence of interest pass-through mechanism of Taiwan within
the asymmetric threshold cointegration framework. The empirical results provide a robust …