文章基本信息

标题：The Nexus Between Rates of Return on Deposits of Islamic Banks and Interest Rates on Deposits of Conventional Banks in a Dual Banking System: A Cross Country Study
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作者：Abdurraheem, Abdulazeez Adewuyi ; Asmadi, Mohamed Naim
期刊名称：International Journal of Economics and Financial Issues
电子版ISSN：2146-4138
出版年度：2016
卷号：6
期号：4S
页码：111-117
语种：English
出版社：EconJournals
摘要：The paper investigates the existence of a long-run relationship between conventional interest rates and rates of return on deposit of Islamic banks in the contemporary dual banking systems on a cross-country basis. The study employs ARDL (Autoregressive Distributed Lag) modeling approach to cointegration analysis. The study finds the existence of the long run relationship between rates of return on deposits of Islamic banks and interest rates on deposits of conventional banks during the period 2007 – 2015. The study also finds a bidirectional causal relationship running between rates of return on deposits of Islamic banks and conventional interest rates. The study statistically provides empirical insight into the relationship between the rate of return on deposits of Islamic banks and the conventional interest rate on a cross-country basis using an ARDL model. Keywords: Dual banking, Co-integration, ARDL, Malaysia, Indonesia, Bahrain JEL Classification: G2
其他摘要：The paper investigates the existence of a long-run relationship between conventional interest rates and rates of return on deposit of Islamic banks in the contemporary dual banking systems on a cross-country basis. The study employs ARDL (Autoregressive Distributed Lag) modeling approach to cointegration analysis. The study finds the existence of the long run relationship between rates of return on deposits of Islamic banks and interest rates on deposits of conventional banks during the period 2007 – 2015. The study also finds a bidirectional causal relationship running between rates of return on deposits of Islamic banks and conventional interest rates. The study statistically provides empirical insight into the relationship between the rate of return on deposits of Islamic banks and the conventional interest rate on a cross-country basis using an ARDL model. Keywords: Dual banking, Co-integration, ARDL, Malaysia, Indonesia, Bahrain JEL Classification: G2