Výsledky vyhledávání - "Interest rates pass-through"

The determinants of China's lending rates and interest rates pass-through: A cointegration analysis

Autor: Kerry Liu

Publikováno v: Research in Economics. 73:66-71

Based on quarterly data between Q4, 2008–Q4, 2017, this study examines the interest rates pass-through from policy rate to lending rates, and more broadly, the determinants of lending rates in China. The results show that while there is a certain l

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::a1af766ea9a3559a2f4e230dd8e303be
https://doi.org/10.1016/j.rie.2019.02.002

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SOUTH AFRICAN MARKET VOLATILITY, ASYMMETRY AND RETAIL INTEREST RATES PASS-THROUGH

Autor: Gideon O. Fadiran, Abel E. Ezeoha

Publikováno v: South African Journal of Economics. 80:157-180

The purpose of this paper is to examine the interest rate transmission mechanism for South Africa as an emerging economy in a pre-repo and repo system. It explains how the money market rate is transmitted to the retail interest rates both in the long

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::d3c5d46c4cf81028ec411c7fa1b01fb4
https://doi.org/10.1111/j.1813-6982.2011.01291.x

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The stability of short-term interest rates pass-through in the euro area during the financial market and sovereign debt crises

Autor: Patrick Sevestre, Guillaume Horny, Sanvi Avouyi-Dovi

Publikováno v: Journal of Banking and Finance
Journal of Banking and Finance, 2017, 79, pp.74-94. ⟨10.1016/j.jbankfin.2015.04.020⟩
Journal of Banking and Finance, Elsevier, 2017, 79, pp.74-94. ⟨10.1016/j.jbankfin.2015.04.020⟩

We analyse the dynamics of the pass through of banks’ marginal cost to bank lending rates over the 2008 crisis and the euro area sovereign debt crisis in France, Germany, Greece, Italy, Portugal and Spain . We measure banks’ marginal cost by thei

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c1aaa41a584b14915f73fb1973141e9a
http://basepub.dauphine.fr/xmlui/bitstream/123456789/15030/1/DT-547_01.pdf

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Bank interest rates pass-through: new evidence from French panel data

Autor: Frappa, Sebastien, Murez, Michèle, Montornès, Jérémi, Barbier de la Serre, Anne

This paper investigates the pass-through mechanism from market interest rates to bank interest rates using a panel of French banks based on new interest rates statistics. The data are extracted from new individual contracts, on a monthly basis for th

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=od_______645::0dfd27587ea76284b8c488330be613f4
https://mpra.ub.uni-muenchen.de/26709/1/MPRA_paper_26709.pdf

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INTEREST RATE PASS-THROUGH IN BULGARIA

Autor: Stoyancheva, Dimitrina

This paper examines the interest rates pass through process under currency board and how efficiently changes in market interest rates are transmitted to retail interest rates (including bank lending rates on loans for non-financial enterprises). For

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=od_____10334::903d253d3122eded48e09023746e6ef0
https://hdl.handle.net/20.500.11776/1662

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Regional interest rate pass-through in Italy

Autor: Oreste Napolitano, Boriss Siliverstovs, Alberto Montagnoli

Regional interest rate pass-through in Italy, Regional Studies. This paper estimates the pass-through and speed of adjustment of Italian regional interest rates to changes in the money market rate for the period 1998Q1–2009Q4. The main findings sug

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2e22cec11695266a112194491cfb6c91

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Interest Rate Pass-Through in Poland. Evidence from Individual Bank Data

Autor: Ewa Stanisławska

Publikováno v: SSRN Electronic Journal.

The paper employs on individual bank data with aim to analyse interest rate pass-through from money market rates to banks’ deposits and lending rates. In the first step, the speed and completeness of interest rate adjustment is assessed. As the sam

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d7db6b326cc237ff6869b65e7935ae84
https://doi.org/10.2139/ssrn.2646523

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