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ANALYSIS OF THE TRANSMISSION ASYMMETRY OF MONETARY POLICY IN A DUAL BANKING SYSTEM: ECONOMETRIC MODELLING (CASE OF TURKEY)

European Journal of Islamic Finance

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Title ANALYSIS OF THE TRANSMISSION ASYMMETRY OF MONETARY POLICY IN A DUAL BANKING SYSTEM: ECONOMETRIC MODELLING (CASE OF TURKEY)
 
Creator Radwan, Maha
DRISSI, SALMA
 
Description The purpose of this research is to analyze the transmission mechanism of monetary policy in a dual banking system, composed of both Islamic banks and Conventional banks, highlighting the factors that may influence behavior of Banks on the impact of monetary stimuli on their rates. In this context, an econometric model that examines the effectiveness of transmission of monetary policy in a dual banking system by advocating the hypothesis of asymmetric transmission of monetary policy was developed and tested. To answer the research problem, the adopted methodology is based on the Vectoriel Autoregressive (VAR) model, which is not only explanatory but also predictive.The different results obtained through the empirical investigation carried out are discussed by exposing their methodological and theoretical implications.
 
Publisher European Journal of Islamic Finance
European Journal of Islamic Finance
 
Date 2020-03-16
 
Type info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
 
Format application/pdf
 
Identifier https://www.ojs.unito.it/index.php/EJIF/article/view/4227
10.13135/2421-2172/4227
 
Source European Journal of Islamic Finance; First Special Issue for EJIF Workshop
European Journal of Islamic Finance; First Special Issue for EJIF Workshop
2421-2172
 
Language eng
 
Relation https://www.ojs.unito.it/index.php/EJIF/article/view/4227/pdf
 
Rights Copyright (c) 2020 SALMA DRISSI, Maha RADWAN
http://creativecommons.org/licenses/by-sa/4.0