Heterogeneity in Bank Pricing Policies: The Czech Evidence
Author
Suggested Citation
Download full text from publisher
Other versions of this item:
- Horváth, Roman & Podpiera, Anca, 2012. "Heterogeneity in bank pricing policies: The Czech evidence," Economic Systems, Elsevier, vol. 36(1), pages 87-108.
References listed on IDEAS
- Bondt Gabe J. de, 2005.
"Interest Rate Pass-Through: Empirical Results for the Euro Area,"
German Economic Review, De Gruyter, vol. 6(1), pages 37-78, February.
- Gabe J. De Bondt, 2005. "Interest Rate Pass‐Through: Empirical Results for the Euro Area," German Economic Review, Verein für Socialpolitik, vol. 6(1), pages 37-78, February.
- Roman Horváth, 2009. "The Determinants of the Interest Rate Margins of Czech Banks," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 59(2), pages 128-136, June.
- Egert, Balazs & Crespo-Cuaresma, Jesus & Reininger, Thomas, 2007.
"Interest rate pass-through in central and Eastern Europe: Reborn from ashes merely to pass away?,"
Journal of Policy Modeling, Elsevier, vol. 29(2), pages 209-225.
- Jesus Crespo Cuaresma & Balázs Égert & Thomas Reininger, 2006. "Interest Rate Pass-Through in Central and Eastern Europe: Reborn from Ashes Merely to Pass Away?," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 1, pages 88-111.
- Bal??zs ??gert & Jesus Crespo-Cuaresma & Thomas Reininger, 2006. "Interest Rate Pass-Through in Central and Eastern Europe: Reborn from Ashes Merely to Pass Away?," William Davidson Institute Working Papers Series wp851, William Davidson Institute at the University of Michigan.
- Michiel van Leuvensteijn & Christoffer Kok Sørensen & Jacob A. Bikker & Adrian A.R.J.M. van Rixtel, 2013.
"Impact of bank competition on the interest rate pass-through in the euro area,"
Applied Economics, Taylor & Francis Journals, vol. 45(11), pages 1359-1380, April.
- Michiel van Leuvensteijn & Christoffer Kok Sørensen & Jacob A. Bikker & Adrian van Rixtel, 2008. "Impact of bank competition on the interest rate pass-through in the euro area," Working Papers 0828, Banco de España.
- Michiel van Leuvensteijn & C. Kok Sorensen & J.A. Bikker & A.A.R.J.M. Rixtel, 2008. "Impact of bank competition on the interest rate pass-through in the euro area," CPB Discussion Paper 103.rdf, CPB Netherlands Bureau for Economic Policy Analysis.
- Michiel van Leuvensteijn & Christoffer Kok Sorensen & Jacob A. Bikker & Adrian A.R.J.M. van Rixtel, 2011. "Impact of bank competition on the interest rate pass-through in the euro area," Post-Print hal-00763955, HAL.
- M. van leuvensteijn & C. Kok Sorensen & J.A. Bikker & A.A.R.J.M. van Rixtel, 2008. "Impact of bank competition on the interest rate pass-through in the euro area," DNB Working Papers 171, Netherlands Central Bank, Research Department.
- van Leuvensteijn, Michiel & Kok, Christoffer & Bikker, Jacob A. & Van Rixtel, Adrian, 2008. "Impact of bank competition on the interest rate pass-through in the euro area," Working Paper Series 885, European Central Bank.
- M. van Leuvensteijn & C. Kok Sørensen & J.A. Bikker & A.A.R.J.M. van Rixtel, 2008. "Impact of bank competition on the interest rate pass-through in the euro area," Working Papers 08-08, Utrecht School of Economics.
- Weth, Mark A., 2002. "The pass-through from market interest rates to bank lending rates in Germany," Discussion Paper Series 1: Economic Studies 2002,11, Deutsche Bundesbank.
- Jiménez, Gabriel & Ongena, Steven & Peydró, José-Luis & Saurina, Jesús, 2010.
"Credit supply - Identifying balance-sheet channels with loan applications and granted loans,"
Working Paper Series
1179, European Central Bank.
- Gabriel Jiménez & Steven Ongena & José-Luis Peydró & Jesús Saurina, 2010. "Credit supply: identifying balance-sheet channels with loan applications and granted loans," Working Papers 1030, Banco de España.
- Ongena, Steven & Peydró, José-Luis & Jiménez, Gabriel & Saurina, Jesús, 2010. "Credit Supply: Identifying Balance-Sheet Channels with Loan Applications and Granted Loans," CEPR Discussion Papers 7655, C.E.P.R. Discussion Papers.
- Scholnick, Barry, 1996. "Asymmetric adjustment of commercial bank interest rates: evidence from Malaysia and Singapore," Journal of International Money and Finance, Elsevier, vol. 15(3), pages 485-496, June.
- Peter C. B. Phillips & Hyungsik R. Moon, 1999.
"Linear Regression Limit Theory for Nonstationary Panel Data,"
Econometrica, Econometric Society, vol. 67(5), pages 1057-1112, September.
- Peter C.B. Phillips & Hyungsik R. Moon, 1999. "Linear Regression Limit Theory for Nonstationary Panel Data," Cowles Foundation Discussion Papers 1222, Cowles Foundation for Research in Economics, Yale University.
- Reint Gropp & Christoffer Kok & Jung-Duk Lichtenberger, 2014.
"The Dynamics of Bank Spreads and Financial Structure,"
Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 4(04), pages 1-53.
- Gropp, Reint & Kok, Christoffer & Lichtenberger, Jung-Duk, 2007. "The dynamics of bank spreads and financial structure," Working Paper Series 714, European Central Bank.
- Steven A. Sharpe, 1992. "Consumer switching costs, market structure and prices: the theory and its application in the bank deposit market," Finance and Economics Discussion Series 183, Board of Governors of the Federal Reserve System (U.S.).
- Popov, Alexander & Ongena, Steven, 2011.
"Interbank market integration, loan rates, and firm leverage,"
Journal of Banking & Finance, Elsevier, vol. 35(3), pages 544-559, March.
- Ongena, Steven & Popov, Alexander, 2010. "Interbank market integration, loan rates, and firm leverage," Working Paper Series 1252, European Central Bank.
- Berlin, Mitchell & Mester, Loretta J, 1999.
"Deposits and Relationship Lending,"
The Review of Financial Studies, Society for Financial Studies, vol. 12(3), pages 579-607.
- Mitchell Berlin & Loretta J. Mester, 1997. "Deposits and relationship lending," Working Papers 96-18, Federal Reserve Bank of Philadelphia.
- Mitchell Berlin & Loretta J. Mester, 1998. "Deposits and relationship lending," Working Papers 98-22, Federal Reserve Bank of Philadelphia.
- Magdalena Borys & Roman Horváth & Michal Franta, 2009.
"The effects of monetary policy in the Czech Republic: an empirical study,"
Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 36(4), pages 419-443, November.
- Magdalena Morgese Borys & Roman Horváth, 2007. "The Effects of Monetary Policy in the Czech Republic: An Empirical Study," Working Papers IES 2007/26, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Oct 2007.
- Magdalena M Borys & Roman Horvath, 2008. "The Effects of Monetary Policy in the Czech Republic: An Empirical Study," William Davidson Institute Working Papers Series wp922, William Davidson Institute at the University of Michigan.
- Magdalena Morgese Borys & Roman Horvath, 2008. "The Effects of Monetary Policy in the Czech Republic: An Empirical Study," International Trade and Finance Association Conference Papers 1109, International Trade and Finance Association.
- Magdalena Morgese Borys & Roman Horvath, 2007. "The Effects of Monetary Policy in the Czech Republic: An Empirical Study," CERGE-EI Working Papers wp339, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
- Magdalena Morgese Borys & Roman Horvath, 2008. "The Effects of Monetary Policy in the Czech Republic: An Empirical Study," Working Papers 2008/4, Czech National Bank.
- Kaddour Hadri, 2000.
"Testing for stationarity in heterogeneous panel data,"
Econometrics Journal, Royal Economic Society, vol. 3(2), pages 148-161.
- Kaddour Hadri, 1999. "Testing For Stationarity In Heterogeneous Panel Data," Working Papers 1999_04, University of Liverpool, Department of Economics.
- Tom Doan, "undated". "HADRI: RATS procedure to implement Hadri test for unit roots in panel data," Statistical Software Components RTS00084, Boston College Department of Economics.
- Berger, Allen N, 1995. "The Profit-Structure Relationship in Banking--Tests of Market-Power and Efficient-Structure Hypotheses," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 27(2), pages 404-431, May.
- Claudio E. V. Borio & Wilhelm Fritz, 1995. "The response of short-term bank lending rates to policy rates: a cross-country perspective," BIS Working Papers 27, Bank for International Settlements.
- Bernanke, Ben S & Blinder, Alan S, 1992.
"The Federal Funds Rate and the Channels of Monetary Transmission,"
American Economic Review, American Economic Association, vol. 82(4), pages 901-921, September.
- Ben S. Bernanke & Alan S. Blinder, 1989. "The federal funds rate and the channels of monetary transmission," Working Papers 89-10, Federal Reserve Bank of Philadelphia.
- Ben Bernanke, 1990. "The Federal Funds Rate and the Channels of Monetary Transnission," NBER Working Papers 3487, National Bureau of Economic Research, Inc.
- Swamy, P A V B, 1970.
"Efficient Inference in a Random Coefficient Regression Model,"
Econometrica, Econometric Society, vol. 38(2), pages 311-323, March.
- Tom Doan, "undated". "SWAMY: RATS procedure to compute a GLS matrix weighted estimator for a panel data set," Statistical Software Components RTS00206, Boston College Department of Economics.
- Edward F. Blackburne III & Mark W. Frank, 2007. "Estimation of nonstationary heterogeneous panels," Stata Journal, StataCorp LP, vol. 7(2), pages 197-208, June.
- Claeys, Sophie & Vander Vennet, Rudi, 2008. "Determinants of bank interest margins in Central and Eastern Europe: A comparison with the West," Economic Systems, Elsevier, vol. 32(2), pages 197-216, June.
- Altissimo, Filippo & Mojon, Benoit & Zaffaroni, Paolo, 2009. "Can aggregation explain the persistence of inflation?," Journal of Monetary Economics, Elsevier, vol. 56(2), pages 231-241, March.
- Berger, Allen N. & Humphrey, David B., 1997.
"Efficiency of financial institutions: International survey and directions for future research,"
European Journal of Operational Research, Elsevier, vol. 98(2), pages 175-212, April.
- Allen N. Berger & David B. Humphrey, 1997. "Efficiency of Financial Institutions: International Survey and Directions for Future Research," Center for Financial Institutions Working Papers 97-05, Wharton School Center for Financial Institutions, University of Pennsylvania.
- Allen N. Berger & David B. Humphrey, 1997. "Efficiency of financial institutions: international survey and directions for future research," Finance and Economics Discussion Series 1997-11, Board of Governors of the Federal Reserve System (U.S.).
- Matousek, Roman & Sarantis, Nicholas, 2009. "The bank lending channel and monetary transmission in Central and Eastern European countries," Journal of Comparative Economics, Elsevier, vol. 37(2), pages 321-334, June.
- Pesaran, M. Hashem & Smith, Ron, 1995.
"Estimating long-run relationships from dynamic heterogeneous panels,"
Journal of Econometrics, Elsevier, vol. 68(1), pages 79-113, July.
- Pesaran, M.H. & Smith, R., 1992. "Estimating Long-Run Relationships From Dynamic Heterogeneous Panels," Cambridge Working Papers in Economics 9215, Faculty of Economics, University of Cambridge.
- David Neumark & Steven A. Sharpe, 1992.
"Market Structure and the Nature of Price Rigidity: Evidence from the Market for Consumer Deposits,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 107(2), pages 657-680.
- David Neumark & Steven A. Sharpe, 1989. "Market structure and the nature of price rigidity: evidence from the market for consumer deposits," Finance and Economics Discussion Series 52, Board of Governors of the Federal Reserve System (U.S.).
- Xavier Freixas & Jean-Charles Rochet, 2008. "Microeconomics of Banking, 2nd Edition," MIT Press Books, The MIT Press, edition 2, volume 1, number 0262062704, April.
- Demirguc-Kunt, Asli & Laeven, Luc & Levine, Ross, 2004.
"Regulations, Market Structure, Institutions, and the Cost of Financial Intermediation,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 36(3), pages 593-622, June.
- Asli Demirgüč-Kunt & Luc Laeven & Ross Levine, 2004. "Regulations, market structure, institutions, and the cost of financial intermediation," Proceedings, Federal Reserve Bank of Cleveland, pages 593-626.
- Asli Demirguc-Kunt & Luc Laeven & Ross Levine, 2003. "Regulations, Market Structure, Institutions, and the Cost of Financial Intermediation," NBER Working Papers 9890, National Bureau of Economic Research, Inc.
- Roman Horváth, 2009. "Interest Margins Determinants of Czech Banks," Working Papers IES 2009/11, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Feb 2009.
- Ms. Angeliki Kourelis & Mr. Carlo Cottarelli, 1994. "Financial Structure, Bank Lending Rates, and the Transmission Mechanism of Monetary Policy," IMF Working Papers 1994/039, International Monetary Fund.
- Mojon, Benoît & Valla, Natacha & de Bondt, Gabe, 2005. "Term structure and the sluggishness of retail bank interest rates in euro area countries," Working Paper Series 518, European Central Bank.
- Hendry, David F., 1995. "Dynamic Econometrics," OUP Catalogue, Oxford University Press, number 9780198283164.
- Sander, Harald & Kleimeier, Stefanie, 2004. "Convergence in euro-zone retail banking? What interest rate pass-through tells us about monetary policy transmission, competition and integration," Journal of International Money and Finance, Elsevier, vol. 23(3), pages 461-492, April.
- Kit, Pong Wong, 1997. "On the determinants of bank interest margins under credit and interest rate risks," Journal of Banking & Finance, Elsevier, vol. 21(2), pages 251-271, February.
- Balázs Égert & Ronald MacDonald, 2009.
"Monetary Transmission Mechanism In Central And Eastern Europe: Surveying The Surveyable,"
Journal of Economic Surveys, Wiley Blackwell, vol. 23(2), pages 277-327, April.
- Balázs Égert & Ronald MacDonald, 2008. "Monetary Transmission Mechanism in Central and Eastern Europe: Surveying the Surveyable," OECD Economics Department Working Papers 654, OECD Publishing.
- Jeremy C. Stein & Anil K. Kashyap, 2000. "What Do a Million Observations on Banks Say about the Transmission of Monetary Policy?," American Economic Review, American Economic Association, vol. 90(3), pages 407-428, June.
- Anca Maria Pruteanu‐Podpiera, 2007.
"The role of banks in the Czech monetary policy transmission mechanism,"
The Economics of Transition, The European Bank for Reconstruction and Development, vol. 15(2), pages 393-428, April.
- Anca Pruteanu, 2004. "The Role of Banks in the Czech Monetary Policy Transmission Mechanism," Working Papers 2004/03, Czech National Bank.
- Stock, James H & Watson, Mark W, 1993.
"A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems,"
Econometrica, Econometric Society, vol. 61(4), pages 783-820, July.
- James H. Stock & Mark W. Watson, 1991. "A simple estimator of cointegrating vectors in higher order integrated systems," Working Paper Series, Macroeconomic Issues 91-3, Federal Reserve Bank of Chicago.
- Saunders, Anthony & Schumacher, Liliana, 2000. "The determinants of bank interest rate margins: an international study," Journal of International Money and Finance, Elsevier, vol. 19(6), pages 813-832, December.
- Peter Pedroni, 1999.
"Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 61(S1), pages 653-670, November.
- Peter Pedroni, 1999. "Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors," Department of Economics Working Papers 2000-02, Department of Economics, Williams College.
- Zaffaroni, Paolo, 2004. "Contemporaneous aggregation of linear dynamic models in large economies," Journal of Econometrics, Elsevier, vol. 120(1), pages 75-102, May.
- Jes??s Crespo-Cuaresma & Bal??zs ??gert & Thomas Reininger, 2004. "Interest Rate Pass-Through in New EU Member States: The Case of the Czech Republic, Hungary and Poland," William Davidson Institute Working Papers Series 2004-671, William Davidson Institute at the University of Michigan.
- Claudio E. V. Borio, 1995. "The structure of credit to the non-goverment sector and the transmission mechanism of monetary policy: a cross-country comparison," BIS Working Papers 24, Bank for International Settlements.
- De Graeve, Ferre & De Jonghe, Olivier & Vennet, Rudi Vander, 2007.
"Competition, transmission and bank pricing policies: Evidence from Belgian loan and deposit markets,"
Journal of Banking & Finance, Elsevier, vol. 31(1), pages 259-278, January.
- F. De Graeve & O. De Jonghe & R. Vander Vennet, 2004. "Competition, transmission and bank pricing policies: Evidence from Belgian loan and deposit markets," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 04/261, Ghent University, Faculty of Economics and Business Administration.
- Kok, Christoffer & Werner, Thomas, 2006. "Bank interest rate pass-through in the euro area: a cross country comparison," Working Paper Series 580, European Central Bank.
- Gambacorta, Leonardo, 2008.
"How do banks set interest rates?,"
European Economic Review, Elsevier, vol. 52(5), pages 792-819, July.
- Leonardo Gambacorta, 2004. "How Do Banks Set Interest Rates?," NBER Working Papers 10295, National Bureau of Economic Research, Inc.
- Leonardo Gambacorta, 2005. "How Do Banks Set Interest Rates?," Temi di discussione (Economic working papers) 542, Bank of Italy, Economic Research and International Relations Area.
- Peter Pedroni, 2000.
"Fully Modified OLS for Heterogeneous Cointegrated Panels,"
Department of Economics Working Papers
2000-03, Department of Economics, Williams College.
- Tom Doan, "undated". "PANELFM: RATS procedure to perform panel data group mean FMOLS," Statistical Software Components RTS00151, Boston College Department of Economics.
- Vincenzo Verardi & Christophe Croux, 2009. "Robust regression in Stata," Stata Journal, StataCorp LP, vol. 9(3), pages 439-453, September.
- Im, Kyung So & Pesaran, M. Hashem & Shin, Yongcheol, 2003.
"Testing for unit roots in heterogeneous panels,"
Journal of Econometrics, Elsevier, vol. 115(1), pages 53-74, July.
- Pasaran, M.H. & Im, K.S. & Shin, Y., 1995. "Testing for Unit Roots in Heterogeneous Panels," Cambridge Working Papers in Economics 9526, Faculty of Economics, University of Cambridge.
- Tom Doan, "undated". "IPSHIN: RATS procedure to implement Im, Pesaran and Shin panel unit root test," Statistical Software Components RTS00098, Boston College Department of Economics.
- Philip Brock & Helmut Franken M., 2003. "Measuring the Determinants of Average and Marginal Bank Interest Rate Spreads in Chile, 1994-2001," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 6(3), pages 45-65, December.
- Alexander F. Tieman, 2004. "Interest Rate Pass-Through in Romania and Other Central European Economies," IMF Working Papers 2004/211, International Monetary Fund.
- Michiel van Leuvensteijn & Christoffer Kok Sørensen & Jacob A. Bikker & Adrian A.R.J.M. van Rixtel, 2013.
"Impact of bank competition on the interest rate pass-through in the euro area,"
Applied Economics, Taylor & Francis Journals, vol. 45(11), pages 1359-1380, April.
- Michiel van Leuvensteijn & Christoffer Kok Sørensen & Jacob A. Bikker & Adrian van Rixtel, 2008. "Impact of bank competition on the interest rate pass-through in the euro area," Working Papers 0828, Banco de España.
- Michiel van Leuvensteijn & Christoffer Kok Sorensen & Jacob A. Bikker & Adrian A.R.J.M. van Rixtel, 2011. "Impact of bank competition on the interest rate pass-through in the euro area," Post-Print hal-00763955, HAL.
- Michiel van Leuvensteijn & C. Kok Sorensen & J.A. Bikker & A.A.R.J.M. Rixtel, 2008. "Impact of bank competition on the interest rate pass-through in the euro area," CPB Discussion Paper 103, CPB Netherlands Bureau for Economic Policy Analysis.
- van Leuvensteijn, Michiel & Kok, Christoffer & Bikker, Jacob A. & Van Rixtel, Adrian, 2008. "Impact of bank competition on the interest rate pass-through in the euro area," Working Paper Series 885, European Central Bank.
- M. van Leuvensteijn & C. Kok Sørensen & J.A. Bikker & A.A.R.J.M. van Rixtel, 2008. "Impact of bank competition on the interest rate pass-through in the euro area," Working Papers 08-08, Utrecht School of Economics.
- repec:bla:obuest:v:61:y:1999:i:0:p:653-70 is not listed on IDEAS
- Angelini, P. & Di Salvo, R. & Ferri, G., 1998. "Availability and cost of credit for small businesses: Customer relationships and credit cooperatives," Journal of Banking & Finance, Elsevier, vol. 22(6-8), pages 925-954, August.
- Ho, Thomas S. Y. & Saunders, Anthony, 1981. "The Determinants of Bank Interest Margins: Theory and Empirical Evidence," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 16(4), pages 581-600, November.
- Carlo Cottarelli & Angeliki Kourelis, 1994. "Financial Structure, Bank Lending Rates, and the Transmission Mechanism of Monetary Policy," IMF Staff Papers, Palgrave Macmillan, vol. 41(4), pages 587-623, December.
- Hannan, Timothy H & Berger, Allen N, 1991. "The Rigidity of Prices: Evidence from the Banking Industry," American Economic Review, American Economic Association, vol. 81(4), pages 938-945, September.
- repec:cnb:ocpubc:fsr0809/3 is not listed on IDEAS
- Philip Brock & Helmut Franken, 2003. "Measuring the Determinants of Average and Marginal Bank Interest Rate Spreads in Chile, 1994-2001," Working Papers UWEC-2003-25, University of Washington, Department of Economics.
- Badi H. Baltagi & Chihwa Kao, 2000. "Nonstationary Panels, Cointegration in Panels and Dynamic Panels: A Survey," Center for Policy Research Working Papers 16, Center for Policy Research, Maxwell School, Syracuse University.
- Sander, Harald & Kleimeier, Stefanie, 2006. "Convergence of interest rate pass-through in a wider euro zone?," Economic Systems, Elsevier, vol. 30(4), pages 405-423, December.
- Carbo Valverde, Santiago & Rodriguez Fernandez, Francisco, 2007. "The determinants of bank margins in European banking," Journal of Banking & Finance, Elsevier, vol. 31(7), pages 2043-2063, July.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Bennouna, Hicham, 2019. "Interest rate pass-through in Morocco: Evidence from bank-level survey data," Economic Modelling, Elsevier, vol. 80(C), pages 142-157.
- Petrevski, Goran & Bogoev, Jane, 2012. "Interest rate pass-through in South East Europe: An empirical analysis," Economic Systems, Elsevier, vol. 36(4), pages 571-593.
- Andries, Natalia & Billon, Steve, 2016.
"Retail bank interest rate pass-through in the euro area: An empirical survey,"
Economic Systems, Elsevier, vol. 40(1), pages 170-194.
- Natalia Andries & Steve Billon, 2016. "Retail bank interest rate pass-through in the euro area: An empirical survey," Post-Print halshs-01354597, HAL.
- Michiel van Leuvensteijn & Christoffer Kok Sørensen & Jacob A. Bikker & Adrian A.R.J.M. van Rixtel, 2013.
"Impact of bank competition on the interest rate pass-through in the euro area,"
Applied Economics, Taylor & Francis Journals, vol. 45(11), pages 1359-1380, April.
- Michiel van Leuvensteijn & Christoffer Kok Sørensen & Jacob A. Bikker & Adrian van Rixtel, 2008. "Impact of bank competition on the interest rate pass-through in the euro area," Working Papers 0828, Banco de España.
- Michiel van Leuvensteijn & Christoffer Kok Sorensen & Jacob A. Bikker & Adrian A.R.J.M. van Rixtel, 2011. "Impact of bank competition on the interest rate pass-through in the euro area," Post-Print hal-00763955, HAL.
- Michiel van Leuvensteijn & C. Kok Sorensen & J.A. Bikker & A.A.R.J.M. Rixtel, 2008. "Impact of bank competition on the interest rate pass-through in the euro area," CPB Discussion Paper 103, CPB Netherlands Bureau for Economic Policy Analysis.
- van Leuvensteijn, Michiel & Kok, Christoffer & Bikker, Jacob A. & Van Rixtel, Adrian, 2008. "Impact of bank competition on the interest rate pass-through in the euro area," Working Paper Series 885, European Central Bank.
- M. van Leuvensteijn & C. Kok Sørensen & J.A. Bikker & A.A.R.J.M. van Rixtel, 2008. "Impact of bank competition on the interest rate pass-through in the euro area," Working Papers 08-08, Utrecht School of Economics.
- Putkuri, Hanna, 2010. "Housing loan rate margins in Finland," Research Discussion Papers 10/2010, Bank of Finland.
- De Graeve, Ferre & De Jonghe, Olivier & Vennet, Rudi Vander, 2007.
"Competition, transmission and bank pricing policies: Evidence from Belgian loan and deposit markets,"
Journal of Banking & Finance, Elsevier, vol. 31(1), pages 259-278, January.
- F. De Graeve & O. De Jonghe & R. Vander Vennet, 2004. "Competition, transmission and bank pricing policies: Evidence from Belgian loan and deposit markets," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 04/261, Ghent University, Faculty of Economics and Business Administration.
- repec:zbw:bofrdp:2010_010 is not listed on IDEAS
- Hasan Muhammad Mohsin, 2011.
"The Impact of Monetary Policy on Lending and Deposit Rates in Pakistan: Panel Data Analysis,"
Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 16(Special E), pages 199-213, September.
- Mohsin, Hasan Muhammad, 2011. "Impact of monetary policy on lending and deposit rates in Pakistan: Panel data analysis," MPRA Paper 33301, University Library of Munich, Germany, revised Aug 2011.
- Zulkhibri, Muhamed, 2012. "Policy rate pass-through and the adjustment of retail interest rates: Empirical evidence from Malaysian financial institutions," Journal of Asian Economics, Elsevier, vol. 23(4), pages 409-422.
- Illes, Anamaria & Lombardi, Marco J. & Mizen, Paul, 2019. "The divergence of bank lending rates from policy rates after the financial crisis: The role of bank funding costs," Journal of International Money and Finance, Elsevier, vol. 93(C), pages 117-141.
- Putkuri, Hanna, 2010. "Housing loan rate margins in Finland," Bank of Finland Research Discussion Papers 10/2010, Bank of Finland.
- Anindya Banerjee & Victor Bystrov & Paul Mizen, 2013.
"How Do Anticipated Changes to Short‐Term Market Rates Influence Banks' Retail Interest Rates? Evidence from the Four Major Euro Area Economies,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(7), pages 1375-1414, October.
- Anindya Banerjee & Victor Bystrov & Paul Mizen, 2013. "How Do Anticipated Changes to Short-Term Market Rates Influence Banks' Retail Interest Rates? Evidence from the Four Major Euro Area Economies," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(7), pages 1375-1414, October.
- Banerjee, A. & Bystrov, V. & Mizen, P., 2012. "How do anticipated changes to short-term market rates influence banks' retail interest rates? Evidence from the four major euro area economies," Working papers 361, Banque de France.
- Iva Cecchin, 2011. "Mortgage Rate Pass-Through in Switzerland," Working Papers 2011-08, Swiss National Bank.
- Michiel van Leuvensteijn & Christoffer Kok Sørensen & Jacob A. Bikker & Adrian A.R.J.M. van Rixtel, 2013.
"Impact of bank competition on the interest rate pass-through in the euro area,"
Applied Economics, Taylor & Francis Journals, vol. 45(11), pages 1359-1380, April.
- Michiel van Leuvensteijn & Christoffer Kok Sørensen & Jacob A. Bikker & Adrian van Rixtel, 2008. "Impact of bank competition on the interest rate pass-through in the euro area," Working Papers 0828, Banco de España.
- Michiel van Leuvensteijn & C. Kok Sorensen & J.A. Bikker & A.A.R.J.M. Rixtel, 2008. "Impact of bank competition on the interest rate pass-through in the euro area," CPB Discussion Paper 103.rdf, CPB Netherlands Bureau for Economic Policy Analysis.
- Michiel van Leuvensteijn & Christoffer Kok Sorensen & Jacob A. Bikker & Adrian A.R.J.M. van Rixtel, 2011. "Impact of bank competition on the interest rate pass-through in the euro area," Post-Print hal-00763955, HAL.
- M. van leuvensteijn & C. Kok Sorensen & J.A. Bikker & A.A.R.J.M. van Rixtel, 2008. "Impact of bank competition on the interest rate pass-through in the euro area," DNB Working Papers 171, Netherlands Central Bank, Research Department.
- van Leuvensteijn, Michiel & Kok, Christoffer & Bikker, Jacob A. & Van Rixtel, Adrian, 2008. "Impact of bank competition on the interest rate pass-through in the euro area," Working Paper Series 885, European Central Bank.
- M. van Leuvensteijn & C. Kok Sørensen & J.A. Bikker & A.A.R.J.M. van Rixtel, 2008. "Impact of bank competition on the interest rate pass-through in the euro area," Working Papers 08-08, Utrecht School of Economics.
- Leontieva, E.A. & Perevyshin, Y.N., 2015. "Credit Channel of Monetary Policy Transmission in Russia," Published Papers 431505, Russian Presidential Academy of National Economy and Public Administration.
- Marotta, Giuseppe, 2009.
"Structural breaks in the lending interest rate pass-through and the euro,"
Economic Modelling, Elsevier, vol. 26(1), pages 191-205, January.
- Giuseppe Marotta, 2008. "Structural breaks in the lending interest rate pass-through and the euro," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 08031, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
- Jamilov, Rustam & Égert, Balázs, 2014.
"Interest rate pass-through and monetary policy asymmetry: A journey into the Caucasian black box,"
Journal of Asian Economics, Elsevier, vol. 31, pages 57-70.
- Rustam Jamilov & Bal??zs ??gert, 2013. "Interest Rate Pass-Through and Monetary Policy Asymmetry: A Journey into the Caucasian Black Box," William Davidson Institute Working Papers Series wp1041, William Davidson Institute at the University of Michigan.
- Rustam Jamilov & Balázs Egert, 2013. "Interest Rate Pass-Through and Monetary Policy Asymmetry: A Journey into the Caucasian Black Box," Working Papers hal-04141210, HAL.
- Rustam Jamilov & Balázs Égert, 2013. "Interest Rate Pass-Through and Monetary Policy Asymmetry: A Journey into the Caucasian Black Box," EconomiX Working Papers 2013-9, University of Paris Nanterre, EconomiX.
- Rustam Jamilov & Balazs Egert, 2013. "Interest Rate Pass-Through and Monetary Policy Asymmetry: A Journey into the Caucasian Black Box," CESifo Working Paper Series 4131, CESifo.
- Balázs Égert & Rustam Jamilov, 2014. "Interest Rate Pass-Through and Monetary Policy Asymmetry: A Journey into the Caucasian Black Box," Post-Print hal-01385933, HAL.
- Havranek, Tomas & Irsova, Zuzana & Lesanovska, Jitka, 2016.
"Bank efficiency and interest rate pass-through: Evidence from Czech loan products,"
Economic Modelling, Elsevier, vol. 54(C), pages 153-169.
- Tomas Havranek & Zuzana Irsova & Jitka Lesanovska, 2015. "Bank Efficiency and Interest Rate Pass-Through: Evidence from Czech Loan Products," Working Papers 2015/09, Czech National Bank.
- Tomas Havranek & Zuzana Irsova & Jitka Lesanovska, 2015. "Bank Efficiency and Interest Rate Pass-Through: Evidence from Czech Loan Products," Working Papers IES 2015/24, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Oct 2015.
- Gambacorta, Leonardo, 2008.
"How do banks set interest rates?,"
European Economic Review, Elsevier, vol. 52(5), pages 792-819, July.
- Leonardo Gambacorta, 2004. "How Do Banks Set Interest Rates?," NBER Working Papers 10295, National Bureau of Economic Research, Inc.
- Leonardo Gambacorta, 2005. "How Do Banks Set Interest Rates?," Temi di discussione (Economic working papers) 542, Bank of Italy, Economic Research and International Relations Area.
- Ciccarone, Giuseppe & Giuli, Francesco & Liberati, Danilo, 2014. "Incomplete interest rate pass-through under credit and labor market frictions," Economic Modelling, Elsevier, vol. 36(C), pages 645-657.
- Mr. Nikoloz Gigineishvili, 2011. "Determinants of Interest Rate Pass-Through: Do Macroeconomic Conditions and Financial Market Structure Matter?," IMF Working Papers 2011/176, International Monetary Fund.
More about this item
Keywords
Bank pricing policies; financial structure; monetary transmission.;All these keywords.
JEL classification:
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2010-05-29 (Banking)
- NEP-MAC-2010-05-29 (Macroeconomics)
- NEP-MON-2010-05-29 (Monetary Economics)
- NEP-TRA-2010-05-29 (Transition Economics)
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:cnb:wpaper:2009/8. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Jan Babecky (email available below). General contact details of provider: https://edirc.repec.org/data/cnbgvcz.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.