Taiwanese Mortgage Rate, Central Bank Discount Rate & Conditional Heteroscedasticity in Post-1997 Asian Financial Crisis. (Record no. 53361)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01668nam a2200229 4500 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | OSt |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20200124175656.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 200124b ||||| |||| 00| 0 eng d |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Nguyen, Chu V. |
| 9 (RLIN) | 33035 |
| 245 ## - TITLE STATEMENT | |
| Title | Taiwanese Mortgage Rate, Central Bank Discount Rate & Conditional Heteroscedasticity in Post-1997 Asian Financial Crisis. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 609-622 p. |
| 440 ## - SERIES STATEMENT/ADDED ENTRY--TITLE | |
| Title | Finance India |
| Volume number/sequential designation | XXXIII(3) |
| 9 (RLIN) | 35777 |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | Asymmetries in the Taiwanese mortgage loan-central bank discount rates spread (mortgage loan premium) were documented. Empirical results revealed that the mortgage loan premium adjusts to the threshold faster when the central bank discount rate increases relative to the mortgage loan rates than when the discount rate moves in the opposite direction. Additionally, the empirical findings indicate that Taiwanese commercial banks still exhibit predatory rate setting behavior, despite of the recent deregulations in banking sector. The empirical results also revealed the bidirectional Granger causality between the Taiwanese mortgage loan rate and the discount rate, indicating that the mortgage loan rate and the discount rate affect each other's movements. These empirical results suggest that Taiwanese monetary authority can use its countercyclical monetary policy instrument to achieve its macroeconomics objectives in the short run. |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | Mortgage rates |
| Uncontrolled term | Discount |
| Uncontrolled term | Mortgage loans |
| Uncontrolled term | Prime rate |
| Uncontrolled term | Financial crises |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Ali, Muhammad Mahboob2 |
| 9 (RLIN) | 35778 |
| 773 0# - HOST ITEM ENTRY | |
| Host Biblionumber | 29298 |
| Host Itemnumber | 77620 |
| Main entry heading | AGRAWAL, J.D. |
| Other item identifier | 55511228 |
| Title | Finance India |
| International Standard Serial Number | 0970-3772 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Koha item type | Journal Article |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Home library | Current library | Date acquired | Total Checkouts | Full call number | Barcode | Date last seen | Price effective from |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dewey Decimal Classification | Main Library | Main Library | 24/01/2020 | Vol 33, Issue 3/ 55511228JA2 | 55511228JA2 | 24/01/2020 | 24/01/2020 |