Zobrazeno 1 - 10
of 16
pro vyhledávání: '"Interest rates pass-through"'
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
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
https://doi.org/10.2139/ssrn.2646523
Autor:
Bystrov, Victor
The paper describes the results of estimation of a factor-augmented vector autoregressive model that relates the markup on mortgage loans in national currency, granted to households by monetary financial institutions, and 1-month inter-bank rate that
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::c3064cab05a3e16ae76668718e9a7f3a
https://mpra.ub.uni-muenchen.de/49683/1/MPRA_paper_49683.pdf
https://mpra.ub.uni-muenchen.de/49683/1/MPRA_paper_49683.pdf
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
https://hdl.handle.net/20.500.11776/1662
Autor:
Victor Bystrov
Publikováno v:
SSRN Electronic Journal.
The paper describes the results of estimation of a factor-augmented vector autoregressive model that relates the markup on mortgage loans in national currency, granted to households by monetary financial institutions, and 3-month inter-bank rate that
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::edca3aab9fcf599a7b9324906fcf6c0d
https://doi.org/10.2139/ssrn.2329348
https://doi.org/10.2139/ssrn.2329348
In this paper we argue that banks anticipate short-term market rates when setting interest rates on loans and deposits. In order to include anticipated rates in an empirical model, we use two methods to forecast market rates - a level, slope, curvatu
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0a4be4d93219c67e21b54dc3b16c112e
https://publications.banque-france.fr/sites/default/files/medias/documents/working-paper_361_2012.pdf
https://publications.banque-france.fr/sites/default/files/medias/documents/working-paper_361_2012.pdf
Publikováno v:
KOF Working Papers, 308
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. Our main findings suggest that the markup for the lending rates that banks charge are g
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b8c419d046775cc5bd734955af4b360c
Publikováno v:
SSRN Electronic Journal.
This paper investigates empirically the pass-through of money market interest rates to retail banking interest rates in Chile, the United States, Canada, Australia, New Zealand, and five European countries. Overall, Chile's pass-through does not appe
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c7b71ea1069437a610a4d335e0a6fdb2
https://doi.org/10.2139/ssrn.879188
https://doi.org/10.2139/ssrn.879188
Akademický článek
Tento výsledek nelze pro nepřihlášené uživatele zobrazit.
K zobrazení výsledku je třeba se přihlásit.
K zobrazení výsledku je třeba se přihlásit.
Akademický článek
Tento výsledek nelze pro nepřihlášené uživatele zobrazit.
K zobrazení výsledku je třeba se přihlásit.
K zobrazení výsledku je třeba se přihlásit.