Nothing Special   »   [go: up one dir, main page]
create a website
Interest rate pass-through: a nonlinear vector error-correction approach. (2017). Popiel, Michal ; Ksawery, Popiel Michal.
In: Studies in Nonlinear Dynamics & Econometrics.
RePEc:bpj:sndecm:v:21:y:2017:i:5:p:20:n:3.

Full description at Econpapers || Download paper

Cited: 1

Citations received by this document

Cites: 45

References cited by this document

Cocites: 67

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Loom of Symmetric Pass-Through. (2019). SAHIN, Afsin.
    In: Economies.
    RePEc:gam:jecomi:v:7:y:2019:i:1:p:11-:d:205000.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Allen, J., and D. McVanel. 2009.. “Price Movements in the Canadian Residential Mortgage Market.”Bank of Canada Working Paper 2009-13.

  2. Allen, J., R. Clark, and J. Houde. 2012.. “Price Negotiation in Differentiated Products Markets: Evidence from the Canadian Mortgage Market.”Bank of Canada Working Paper 2012-30.

  3. Aristei, D., and M. Gallo. 2014. “Interest Rate Pass-Through in the Euro Area During the Financial Crisis: A Multivariate Regime-Switching Approach.” Journal of Policy Modeling 36: 273–295.10.1016/j.jpolmod.2013.12.002

  4. Beckmann, J., A. Belke, and R. Czudaj. 2014. “The Importance of Global Shocks for National Policymakers – Rising Challenges for Sustainable Monetary Policies.” The World Economy 37: 1101–1127.10.1111/twec.12127

  5. Belke, A. H., D. Gros, and T. U. Osowski. 2016.. “Did Quantitative Easing Affect Interest Rates Outside the US? New Evidence Based on Interest Rate Differentials.”CEPS Working DocumentJanuary 26, 2016.

  6. Belke, A., and A. Rees. 2014. “Globalisation and Monetary Policy – A FAVAR Analysis for the G7 and the Eurozone.” The North American Journal of Economics and Finance 29: 306–321.10.1016/j.najef.2014.06.003
    Paper not yet in RePEc: Add citation now

  7. Belke, A., and C. Dreger. 2015. “The Transmission of Oil and Food Prices to Consumer Prices.” International Economics and Economic Policy 12: 143–161.10.1007/s10368-014-0283-x

  8. Belke, A., J. Beckmann, and F. Verheyen. 2013. “Interest Rate Pass-Through in the EMU–New Evidence from Nonlinear Cointegration Techniques for Fully Harmonized Data.” Journal of International Money and Finance 37: 1–24.10.1016/j.jimonfin.2013.05.006

  9. Berger, A. N., and T. H. Hannan. 1989. “The Price-Concentration Relationship in Banking.” The Review of Economics and Statistics 71: 291–299.10.2307/1926975
    Paper not yet in RePEc: Add citation now

  10. Berger, A. N., and T. H. Hannan. 1991. “The Rigidity of Prices: Evidence from the Banking Industry.” American Economic Review 81: 938–945.

  11. Boswijk, H. P., G. Cavaliere, A. Rahbek, and A. Taylor. 2013.. “Inference on Co-integration Parameters in Heteroskedastic Vector Autoregressions.”Tinbergen Institute Working Paper 13-187.
    Paper not yet in RePEc: Add citation now
  12. Clinton, K., and D. Howard. 1994.. “From Monetary Policy Instruments to Administered Interest Rates: The Transmission Mechanism in Canada.”Technical report, Bank of Canada No. 69.
    Paper not yet in RePEc: Add citation now

  13. Cottarelli, C., and A. Kourelis. 1994. “Financial Structure, Bank Lending Rates, and the Transmission Mechanism of Monetary Policy.” Staff Papers (International Monetary Fund) 41: 1–61.

  14. Crawford, A., C. Meh, and J. Zhou. 2013. “The Residential Mortgage Market in Canada: A Primer.” Financial System Review 53–63.
    Paper not yet in RePEc: Add citation now
  15. Cross, P., and P. Bergevin. 2012. “Turning Points: Business Cycles in Canada Since 1926.” CD Howe Institute Commentary. 366.
    Paper not yet in RePEc: Add citation now

  16. Cushman, D. O., and T. Zha. 1997. “Identifying Monetary Policy in a Small Open Economy Under Flexible Exchange Rates.” Journal of Monetary Economics 39: 433–448.10.1016/S0304-3932(97)00029-9

  17. Day, J., and G. Tkacz. 2005. “Developments in the Canadian Residential Mortgage Market: New Technology, Competition, and Strategies.” Technical report, Bank of Canada Financial Systems Review. June.
    Paper not yet in RePEc: Add citation now

  18. De Bondt, G. J.. 2005. “Interest Rate Pass-Through: Empirical Results for the Euro Area.” German Economic Review 6: 37–78.10.1111/j.1465-6485.2005.00121.x

  19. Dodge, D.. 2002. “Inflation Targeting in Canada: Experience and Lessons.” The North American Journal of Economics and Finance 13: 113–124.10.1016/S1062-9408(02)00063-3

  20. Driscoll, J. C., and R. Judson. 2013.. “Sticky Deposit Rates.”Federal Reserve Working Paper 2013-80.
    Paper not yet in RePEc: Add citation now
  21. Güntner, J. H.. 2011. “Competition Among Banks and the Pass-Through of Monetary Policy.” Economic Modelling 28: 1891–1901.10.1016/j.econmod.2011.03.015
    Paper not yet in RePEc: Add citation now

  22. Hansen, H., and S. Johansen. 1999. “Some Tests for Parameter Constancy in Cointegrated VAR-models.” The Econometrics Journal 2: 306–333.10.1111/1368-423X.00035

  23. Hristov, N., O. Hülsewig, and T. Wollmershäuser. 2014. “The Interest Rate Pass-Through in the Euro Area During the Global Financial Crisis.” Journal of Banking & Finance 48: 104–119.10.1016/j.jbankfin.2014.08.004

  24. Hülsewig, O., E. Mayer, and T. Wollmershäuser. 2009. “Bank Behavior, Incomplete Interest Rate Pass-Through, and the Cost Channel of Monetary Policy Transmission.” Economic Modelling 26: 1310–1327.10.1016/j.econmod.2009.06.007
    Paper not yet in RePEc: Add citation now

  25. Jansson, M., and M. O. Nielsen. 2012. “Nearly Efficient Likelihood Ratio Tests of the Unit Root Hypothesis.” Econometrica 80: 2321–2332.10.3982/ECTA10306

  26. Johansen, S.. 1995. Likelihood-Based Inference in Cointegrated Vector Autoregressive Models New York, NY: Oxford University Press.

  27. Karagiannis, S., Y. Panagopoulos, and P. Vlamis. 2010. “Interest Rate Pass-Through in Europe and the US: Monetary Policy After the Financial Crisis.” Journal of Policy Modeling 32: 323–338.10.1016/j.jpolmod.2010.02.006

  28. Karagiannis, S., Y. Panagopoulos, and P. Vlamis. 2014. “The Response of Bank Retail Rates to Money Market Rates in the BRIC Economies: An Application of the Disaggregated GETS Model.” Emerging Markets Finance and Trade 50: 153–168.10.2753/REE1540-496X500209

  29. Kleimeier, S., and H. Sander. 2006. “Expected Versus Unexpected Monetary Policy Impulses and Interest Rate Pass-Through in Euro-Zone Retail Banking Markets.” Journal of Banking & Finance 30: 1839–1870.10.1016/j.jbankfin.2005.07.006

  30. Klein, M. A.. 1971. “A Theory of the Banking Firm.” Journal of Money, Credit and Banking 3: 205–218.10.2307/1991279
    Paper not yet in RePEc: Add citation now

  31. Kristensen, D., and A. Rahbek. 2013. “Testing and Inference in Nonlinear Cointegrating Vector Error Correction Models.” Econometric Theory 29: 1238–1288.10.1017/S0266466613000054

  32. Lundrigan, E., and S. Toll. 1998. “The Overnight Market in Canada” Bank of Canada Review, Winter 27–42.

  33. Marotta, G.. 2009. “Structural Breaks in the Lending Interest Rate Pass-Through and the Euro.” Economic Modelling 26: 191–205.10.1016/j.econmod.2008.06.011

  34. Monti, M.. 1972. “Deposit, Credit, and Interest Rate Determination Under Alternative Bank Objectives.” Mathematical Methods in Investment and Finance 431–454.
    Paper not yet in RePEc: Add citation now

  35. Mora, N.. 2014. “The Weakened Transmission of Monetary Policy to Consumer Loan Rates.” Federal Reserve Bank of Kansas City, Economic Review 99: 93–117.

  36. Neumark, D., and S. A. Sharpe. 1992. “Market Structure and the Nature of Price Rigidity: Evidence from the Market for Consumer Deposits.” Quarterly Journal of Economics 107: 657–680.10.2307/2118485

  37. Nielsen, M. Ø., and M. K. Popiel. 2014.. “A Matlab Program and User’s Guide for the Fractionally Cointegrated VAR Model.”QED Working Paper 1330Queen’s University.

  38. Ritz, R. A., and A. Walther. 2015. “How do Banks Respond to Increased Funding Uncertainty?” Journal of Financial Intermediation 24: 386–410.10.1016/j.jfi.2014.12.001

  39. Sander, H., and S. Kleimeier. 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 23: 461–492.10.1016/j.jimonfin.2004.02.001

  40. Scholnick, B.. 1999. “Interest Rate Asymmetries in Long-Term Loan and Deposit Markets.” Journal of Financial Services Research 16: 5–26.10.1023/A:1008107030893

  41. Sharpe, S. A.. 1997. “The Effect of Consumer Switching Costs on Prices: A Theory and Its Application to the Bank Deposit Market.” Review of Industrial Organization 12: 79–94.10.1023/A:1007748623012
    Paper not yet in RePEc: Add citation now
  42. Traclet, V.. 2005.. “Structure of the Canadian Housing Market and Finance System.”BIS Working Paper.
    Paper not yet in RePEc: Add citation now
  43. Traclet, V.. 2010. “An Overview of the Canadian Housing Finance System.” Housing Finance International 25: 6–13.
    Paper not yet in RePEc: Add citation now

  44. Urbain, J.-P.. 1992. “On Weak Exogeneity in Error Correction Models.” Oxford Bulletin of Economics and Statistics 54: 187–207.

  45. Zorn, L., C. Wilkins, and W. Engert. 2009. “Bank of Canada Liquidity Actions in Response to the Financial Market Turmoil.” Bank of Canada Review 2009: 7–26.

Cocites

Documents in RePEc which have cited the same bibliography

  1. The strategic response of banks to macroprudential policies: Evidence from mortgage stress tests in Canada. (2020). Clark, Robert ; Li, Shaoteng.
    In: Working Paper.
    RePEc:qed:wpaper:1445.

    Full description at Econpapers || Download paper

  2. Interest Rate Pass-Through : A Meta-Analysis of the Literature. (2019). Melecky, Ales ; Melecký, Martin ; Gregora, Jiri.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:8713.

    Full description at Econpapers || Download paper

  3. State-aided Price Coordination in the Dutch Mortgage Market. (2019). Schinkel, Maarten Pieter ; Dijkstra, Mark.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20190014.

    Full description at Econpapers || Download paper

  4. Bank asset quality and monetary policy pass-through. (2019). Kelly, Robert ; Byrne, David.
    In: ESRB Working Paper Series.
    RePEc:srk:srkwps:201998.

    Full description at Econpapers || Download paper

  5. International funding cost and heterogeneous mortgage interest-rate pass-through: a bank-level analysis. (2019). Roca, Eduardo ; Holland, Quynh ; Liu, Benjamin.
    In: Empirical Economics.
    RePEc:spr:empeco:v:57:y:2019:i:4:d:10.1007_s00181-018-1488-6.

    Full description at Econpapers || Download paper

  6. The divergence of bank lending rates from policy rates after the financial crisis: The role of bank funding costs. (2019). Mizen, Paul ; Lombardi, Marco ; Illes, Anamaria.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:93:y:2019:i:c:p:117-141.

    Full description at Econpapers || Download paper

  7. The Transmission of Monetary Policy through Banks Balance Sheets. (2018). Cheshire, Jon ; Brassil, Anthony ; Muscatello, Joseph.
    In: RBA Annual Conference Volume.
    RePEc:rba:rbaacv:acv2018-05.

    Full description at Econpapers || Download paper

  8. The Pass-Through of Monetary Policy Rate to Lending Rates: The Role of Macro-financial Factors. (2018). Melecký, Martin ; Gregor, Jiří.
    In: MPRA Paper.
    RePEc:pra:mprapa:84048.

    Full description at Econpapers || Download paper

  9. Interest rate pass through in a Markov-switching Vector Autoregression model: Evidence from Greek retail bank interest rates. (2018). Papadamou, Stephanos ; Markopoulos, Thomas.
    In: The Journal of Economic Asymmetries.
    RePEc:eee:joecas:v:17:y:2018:i:c:p:48-60.

    Full description at Econpapers || Download paper

  10. Interest rate pass-through since the euro area crisis. (2018). Holton, Sarah ; Dacri, Costanza Rodriguez.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:96:y:2018:i:c:p:277-291.

    Full description at Econpapers || Download paper

  11. Interest rate pass-through in the euro area: Financial fragmentation, balance sheet policies and negative rates. (2018). Širaňová, Mária ; Horvath, Roman ; Siranova, Maria ; Kotlebova, Jana.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:36:y:2018:i:c:p:12-21.

    Full description at Econpapers || Download paper

  12. Nonlinear equilibrium adjustment dynamics and predictability of the term structure of interest rates. (2018). Bekiros, Stelios ; Hassapis, Christis ; Avdoulas, Christos.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:55:y:2018:i:c:p:140-155.

    Full description at Econpapers || Download paper

  13. The re-pricing of sovereign risks following the Global Financial Crisis. (2018). Migiakis, Petros ; Malliaropulos, Dimitris.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:49:y:2018:i:c:p:39-56.

    Full description at Econpapers || Download paper

  14. The pass-through of monetary policy rate to lending rates: The role of macro-financial factors. (2018). Melecký, Martin ; Gregor, Jiří.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:73:y:2018:i:c:p:71-88.

    Full description at Econpapers || Download paper

  15. What Drives the Distributional Dynamics of Client Interest Rates on Consumer Loans in the Czech Republic? A Bank-level Analysis. (2018). Hlaváček, Michal ; Brož, Václav ; Broz, Vaclav.
    In: Working Papers.
    RePEc:cnb:wpaper:2018/6.

    Full description at Econpapers || Download paper

  16. .

    Full description at Econpapers || Download paper

  17. The interest rate pass-through in the low interest rate environment: Evidence from Germany. (2017). Hennecke, Peter.
    In: Thuenen-Series of Applied Economic Theory.
    RePEc:zbw:roswps:151.

    Full description at Econpapers || Download paper

  18. Zinstransmission in der Niedrigzinsphase: Eine empirische Untersuchung des Zinskanals in Deutschland. (2017). Hennecke, Peter.
    In: Thuenen-Series of Applied Economic Theory.
    RePEc:zbw:roswps:150.

    Full description at Econpapers || Download paper

  19. El efecto traspaso de la tasa de interés de política monetaria en Perú: evidencia reciente. (2017). Lahura, Erick.
    In: Revista Estudios Económicos.
    RePEc:rbp:esteco:ree-33-01.

    Full description at Econpapers || Download paper

  20. The stability of short-term interest rates pass-through in the euro area during the financial market and sovereign debt crises. (2017). SEVESTRE, Patrick ; Horny, Guillaume ; Avouyi-Dovi, Sanvi.
    In: Working Papers.
    RePEc:hal:wpaper:hal-01511667.

    Full description at Econpapers || Download paper

  21. Maximizing price stability in a monetary economy. (2017). Mosler, Warren ; Silipo, Damiano B.
    In: Journal of Policy Modeling.
    RePEc:eee:jpolmo:v:39:y:2017:i:2:p:272-289.

    Full description at Econpapers || Download paper

  22. The stability of short-term interest rates pass-through in the euro area during the financial market and sovereign debt crises. (2017). SEVESTRE, Patrick ; Horny, Guillaume ; Avouyi-Dovi, Sanvi.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:79:y:2017:i:c:p:74-94.

    Full description at Econpapers || Download paper

  23. Bank Asset Quality & Monetary Policy Pass-Through. (2017). Kelly, Robert ; Byrne, David.
    In: Research Technical Papers.
    RePEc:cbi:wpaper:11/rt/17.

    Full description at Econpapers || Download paper

  24. Interest rate pass-through: a nonlinear vector error-correction approach. (2017). Popiel, Michal ; Ksawery, Popiel Michal.
    In: Studies in Nonlinear Dynamics & Econometrics.
    RePEc:bpj:sndecm:v:21:y:2017:i:5:p:20:n:3.

    Full description at Econpapers || Download paper

  25. From few to many: product differentiation in the Italian mortgage market. (2017). Rossi, Paola ; Demma, Cristina ; del Prete, Silvia.
    In: Questioni di Economia e Finanza (Occasional Papers).
    RePEc:bdi:opques:qef_383_17.

    Full description at Econpapers || Download paper

  26. The Rise of Non-Regulated Financial Intermediaries in the Housing Sector and its Macroeconomic Implications. (2017). Desgagnes, Helene .
    In: Staff Working Papers.
    RePEc:bca:bocawp:17-36.

    Full description at Econpapers || Download paper

  27. ECB Policy Responses between 2007 and 2014: A Chronological Analysis and an Assessment of Their Effects. (2016). Author-Email, Carlos Rodriguez.
    In: Panoeconomicus.
    RePEc:voj:journl:v:63:y:2016:i:4:p:455-473.

    Full description at Econpapers || Download paper

  28. Interest rate pass-through: a nonlinear vector error-correction approach. (2016). Popiel, Michal.
    In: Working Papers.
    RePEc:qed:wpaper:1352.

    Full description at Econpapers || Download paper

  29. Time-varying mark-up and the ECB monetary policy transmission in a highly non linear framework. (2016). Paladino, Giovanna ; Cifarelli, Giulio.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:45:y:2016:i:c:p:247-262.

    Full description at Econpapers || Download paper

  30. The interest rate pass-through in the euro area during the sovereign debt crisis. (2016). Krippner, Leo ; von Borstel, Julia ; Eickmeier, Sandra.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:68:y:2016:i:c:p:386-402.

    Full description at Econpapers || Download paper

  31. Time-varying risk premium yield spread effect in term structure and global financial crisis: Evidence from Europe. (2016). Choudhry, Taufiq.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:48:y:2016:i:c:p:303-311.

    Full description at Econpapers || Download paper

  32. Retail bank interest rate pass-through in the euro area: An empirical survey. (2016). Billon, Steve ; Andries, Natalia.
    In: Economic Systems.
    RePEc:eee:ecosys:v:40:y:2016:i:1:p:170-194.

    Full description at Econpapers || Download paper

  33. Bank efficiency and interest rate pass-through: Evidence from Czech loan products. (2016). Irsova, Zuzana ; Havranek, Tomas ; Lesanovska, Jitka .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:54:y:2016:i:c:p:153-169.

    Full description at Econpapers || Download paper

  34. The interest rate pass-through in the euro area during the sovereign debt crisis. (2015). Krippner, Leo ; von Borstel, Julia ; Eickmeier, Sandra.
    In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy.
    RePEc:zbw:vfsc15:113035.

    Full description at Econpapers || Download paper

  35. The interest rate pass-through in the euro area during the sovereign debt crisis. (2015). Krippner, Leo ; von Borstel, Julia ; Eickmeier, Sandra.
    In: Discussion Papers.
    RePEc:zbw:bubdps:102015.

    Full description at Econpapers || Download paper

  36. The Effect of ECB Monetary Policies on Interest Rates and Volumes. (2015). Hubert, Paul ; Viennot, Mathilde ; Creel, Jerome.
    In: Sciences Po publications.
    RePEc:spo:wpmain:info:hdl:2441/7erap6chdi854b9ao9a3v1e9b9.

    Full description at Econpapers || Download paper

  37. Do Loan-to-Value Ratio Regulation Changes Affect Canadian Mortgage Credit?. (2015). Kronick, Jeremy.
    In: MPRA Paper.
    RePEc:pra:mprapa:73671.

    Full description at Econpapers || Download paper

  38. The interest rate pass-through in the euro area during the sovereign debt crisis. (2015). Krippner, Leo ; Eickmeier, Sandra ; von Borstel, Julia .
    In: Reserve Bank of New Zealand Discussion Paper Series.
    RePEc:nzb:nzbdps:2015/03.

    Full description at Econpapers || Download paper

  39. Why Did Bank Lending Rates Diverge from Policy Rates After the Financial Crisis?. (2015). Mizen, Paul ; Lombardi, Marco ; Illes, Anamaria .
    In: Discussion Papers.
    RePEc:not:notcfc:15/05.

    Full description at Econpapers || Download paper

  40. Bank Efficiency and Interest Rate Pass-Through: Evidence from Czech Loan Products. (2015). Lešanovská, Jitka ; Irsova, Zuzana ; Havranek, Tomas.
    In: Working Papers IES.
    RePEc:fau:wpaper:wp2015_24.

    Full description at Econpapers || Download paper

  41. The interest rate pass-through in the euro area during the sovereign debt crisis. (2015). Krippner, Leo ; von Borstel, Julia ; Eickmeier, Sandra.
    In: CAMA Working Papers.
    RePEc:een:camaaa:2015-15.

    Full description at Econpapers || Download paper

  42. Monetary policy and financial stability in a banking economy: Transmission mechanism and policy tradeoffs. (2015). Barnea, Emanuel ; Landskroner, Yoram ; Sokoler, Meir.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:18:y:2015:i:c:p:78-90.

    Full description at Econpapers || Download paper

  43. Jagged cliffs and stumbling blocks: interest rate pass-through fragmentation during the Euro area crisis. (2015). Holton, Sarah ; D'Acri, Costanza Rodriguez .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20151850.

    Full description at Econpapers || Download paper

  44. The stability of short-term interest rates pass-through in the euro area during the financial market and sovereign debt crises. (2015). Horny, Guillaume ; Avouyi-Dovi, Sanvi ; Sevestre, Patrick.
    In: Economics Papers from University Paris Dauphine.
    RePEc:dau:papers:123456789/15030.

    Full description at Econpapers || Download paper

  45. Bank Efficiency and Interest Rate Pass-Through: Evidence from Czech Loan Products. (2015). Irsova, Zuzana ; Havranek, Tomas ; Lesanovska, Jitka .
    In: Working Papers.
    RePEc:cnb:wpaper:2015/09.

    Full description at Econpapers || Download paper

  46. Jagged Cliffs and Stumbling Blocks: Interest Rate Pass-through Fragmentation during the Euro Area Crisis. (2015). Dacri, Costanza Rodriguez ; Holton, Sarah.
    In: Research Technical Papers.
    RePEc:cbi:wpaper:01/rt/15.

    Full description at Econpapers || Download paper

  47. Determinants of euro-area bank lending margins: financial fragmentation and ECB policies. (2015). Migiakis, Petros ; Louri, Helen.
    In: Working Papers.
    RePEc:bog:wpaper:198.

    Full description at Econpapers || Download paper

  48. Modelling the time-variation in euro area lending spreads. (2015). Moessner, Richhild ; Funke, Michael ; Blagov, Boris.
    In: BIS Working Papers.
    RePEc:bis:biswps:526.

    Full description at Econpapers || Download paper

  49. Why did bank lending rates diverge from policy rates after the financial crisis?. (2015). Mizen, Paul ; Lombardi, Marco ; Illes, Anamaria .
    In: BIS Working Papers.
    RePEc:bis:biswps:486.

    Full description at Econpapers || Download paper

  50. The stability of short-term interest rates pass-through in the euro area during the financial market and sovereign debt crises.. (2015). SEVESTRE, Patrick ; Horny, Guillaume ; Avouyi-Dovi, Sanvi.
    In: Working papers.
    RePEc:bfr:banfra:547.

    Full description at Econpapers || Download paper

  51. Smells Like Fiscal Policy? Assessing the Potential Effectiveness of the ECB s OMT Program. (2014). Wollmershäuser, Timo ; Siemsen, Thomas ; Hristov, Nikolay ; Hülsewig, Oliver ; Wollmershauser, Timo ; Hulsewig, Oliver.
    In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy.
    RePEc:zbw:vfsc14:100280.

    Full description at Econpapers || Download paper

  52. Advertising, Consumer Awareness and Choice: Evidence from the U.S. Banking Industry. (2014). Vitorino, Maria Ana ; Honka, Elisabeth ; Hortacsu, Ali.
    In: 2014 Meeting Papers.
    RePEc:red:sed014:574.

    Full description at Econpapers || Download paper

  53. Revealing Bargaining Power through Actual Wholesale Prices. (2014). Noton, Carlos ; Elberg, Andrés.
    In: Working Papers.
    RePEc:ptl:wpaper:51.

    Full description at Econpapers || Download paper

  54. A factor-augmented model of markup on mortgage loans in Poland. (2014). Bystrov, Victor.
    In: Bank i Kredyt.
    RePEc:nbp:nbpbik:v:45:y:2014:i:6:p:491-512.

    Full description at Econpapers || Download paper

  55. Lets talk about it: what policy tools should the Fed normally use?. (2014). Barnes, Michelle.
    In: Current Policy Perspectives.
    RePEc:fip:fedbcq:2014_012.

    Full description at Econpapers || Download paper

  56. A state space approach to measuring the impact of sovereign and credit risk on interest rate convergence in the euro area. (2014). de Vries-van Ewijk, Saskia ; Arnold, Ivo ; Arnold, Ivo J. M., .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:49:y:2014:i:pb:p:340-357.

    Full description at Econpapers || Download paper

  57. Sovereign bond yield spreads and market sentiment and expectations: Empirical evidence from Euro area countries. (2014). Aristei, David ; Martelli, Duccio .
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:76:y:2014:i:c:p:55-84.

    Full description at Econpapers || Download paper

  58. The interest rate pass-through in the Euro area during the global financial crisis. (2014). Wollmershäuser, Timo ; Hristov, Nikolay ; Hülsewig, Oliver ; Wollmershauser, Timo ; Hulsewig, Oliver.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:48:y:2014:i:c:p:104-119.

    Full description at Econpapers || Download paper

  59. The impact of the global financial crisis on mortgage pricing and credit supply. (2014). Yin, Xiangkang ; Lou, Weifang .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:29:y:2014:i:c:p:336-363.

    Full description at Econpapers || Download paper

  60. Asymmetric behavior of Australias Big-4 banks in the mortgage market. (2014). Worthington, Andrew ; Valadkhani, Abbas.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:43:y:2014:i:c:p:57-66.

    Full description at Econpapers || Download paper

  61. Assessing the Interest Rate and Bank Lending Channels of ECB Monetary Policies. (2013). Viennot, Mathilde ; Hubert, Paul ; Creel, Jerome.
    In: Working Papers.
    RePEc:hal:wpaper:hal-01064261.

    Full description at Econpapers || Download paper

  62. The pricing behaviour of Australian banks and building societies in the residential mortgage market. (2013). Valadkhani, Abbas.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:26:y:2013:i:c:p:133-151.

    Full description at Econpapers || Download paper

  63. Do petrol prices rise faster than they fall when the market shows significant disequilibria?. (2013). Valadkhani, Abbas.
    In: Energy Economics.
    RePEc:eee:eneeco:v:39:y:2013:i:c:p:66-80.

    Full description at Econpapers || Download paper

  64. Revealing Bargaining Power through Actual Wholesale Prices. (2013). Noton, Carlos ; Elberg, Andrés.
    In: Documentos de Trabajo.
    RePEc:edj:ceauch:304.

    Full description at Econpapers || Download paper

  65. How to capture the full extent of price stickiness in credit card interest rates?. (2012). Valadkhani, Abbas ; Arjomandi, Amir ; Anwar, Sajid ; Arjonandi, Amir .
    In: Economics Working Papers.
    RePEc:uow:depec1:wp12-02.

    Full description at Econpapers || Download paper

  66. Interest Rate Pass-Through and the Asymmetric Relationship between the Cash Rate and the Mortgage Rate. (2012). Valadkhani, Abbas ; Anwar, Sajid.
    In: The Economic Record.
    RePEc:bla:ecorec:v:88:y:2012:i:282:p:341-350.

    Full description at Econpapers || Download paper

  67. Too much cocited documents. This list is not complete

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-02-03 03:34:21 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.