Nothing Special   »   [go: up one dir, main page]

create a website
The relations between bank-funding costs, retail rates, and loan volumes. Evidence form Norwegian microdata. (2013). Raknerud, Arvid ; Vatne, Bjorn Helge .
In: Discussion Papers.
RePEc:ssb:dispap:742.

Full description at Econpapers || Download paper

Cited: 1

Citations received by this document

Cites: 31

References cited by this document

Cocites: 60

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Stress Testing in a Structural Model of Bank Behavior. (2016). Siemsen, Thomas ; Galaasen, Sigurd ; D'Erasmo, Pablo ; Corbae, P. Dean ; Irarrazabal, Alfonso .
    In: 2016 Meeting Papers.
    RePEc:red:sed016:1315.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. [1] Akram, Q. F. and C. Christophersen (2011): Norwegian overnight interbank interest rates. Sta memo 1/2011, Norges Bank.

  2. [10] Choi, I. and B.C. Ahn (1999): Testing the null of stationarity for multiple time series. Journal of Econometrics, 88, 41–77.
    Paper not yet in RePEc: Add citation now
  3. [11] Corvoisier, S. and R. Gropp (2002): Bank concentration and retail interest rates. Journal of Banking and Finance, 26, 2155–2189.

  4. [12] De Bondt, G. (2002): Retail bank interest rate pass-through: New evidence at the Euro area level. ECB Working Papers, No 136.

  5. [13] De Graeve, F., O. De Jonghe and R.V. Vennet (2007): Competition, transmission and bank pricing policies: Evidence from Belgian loan and deposit markets. Journal of Banking and Finance, 31, 259–278.

  6. [14] Dixit, A.K. and J.E. Stiglitz (1977): Competition and optimum product diversity. American Economic Review, 67, 297–308.
    Paper not yet in RePEc: Add citation now
  7. [15] Fabbro, D. and M. Hack (2011): The eects of funding costs and risk on banks’ lending rates. Reserve Bank of Australia Bulletin, March, 35–41.
    Paper not yet in RePEc: Add citation now
  8. [16] Forni, M., Hallin, M., Lippi, M. and L. Reichlin (2000): The generalized dynamic factor model: Identi…cation and estimation. Review of Economics and Statistics, 82, 540–554.

  9. [17] Freixas, X.F. and J.-C. Rochet (2008): Microeconomics of Banking. Cambridge, MA. MIT Press.

  10. [18] Hammersland, R. and C.B. Træe (2012): The …nancial accelerator and the real economy: A small macroeconometric model for Norway with …nancial frictions. Sta Memo 2/2012, Norges Bank.

  11. [19] Hannan, T. and A. Berger (1991): The rigidity of prices: Evidence from banking industry. American Economic Review, 81, 938–945.

  12. [2] Allen, L. (1988): The determinants of bank interest margins: A note. Journal of Financial and Quantitative Analysis, 23, 231–235.

  13. [21] Harvey, A.C. (1989). Forecasting, Structural Time Series Models and the Kalman Filter. Cambridge, MA. Cambridge University Press.
    Paper not yet in RePEc: Add citation now
  14. [21] Harvey, A.C. and S. J. Koopman (1992): Diagnostic checking of unobserved components time series models. Journal of Business and Economic Statistics, 10, 377–389.

  15. [22] Jappelli, T. (1993): The estimation of the degree of oligopoly power of the Italian banking sector. Studi Economici, 49, 47–60.
    Paper not yet in RePEc: Add citation now
  16. [23] Kashyap, A.K. and J.C. Stein (1994): Monetary policy and bank lending. In: Studies in Business Cycles (N.G. Mankiw, ed.), 29, 221–256. Chicago, IL and London: University of Chicago Press.

  17. [24] Kashyap, A.K. and J.C. Stein (2000): What do a million observations on banks say about the transmission of monetary policy? American Economic Review, 90, 407–428.

  18. [26] Raknerud, A., T. Skjerpen and A.R. Swensen (2010): Forecasting key macroeconomic variables from a large number of predictors: A state space approach. Journal of Forecasting, 29, 367–387.

  19. [27] Raknerud, A, B.H. Vatne and K.J. Rakkestad (2011): How do banks’funding costs aect interest margins? Norges Bank Working Paper No. 2011/09.
    Paper not yet in RePEc: Add citation now
  20. [28] Reinsel, G.C. (1993): Elements of Multivariate Time Series Analysis. New York, NY: Springer.
    Paper not yet in RePEc: Add citation now
  21. [29] Rosen, D and D. Saunders (2010): Risk factors contributing in portfolio credit risk models. Journal of Banking and Finance, 34, 336–349.

  22. [3] Andrews, L. (1991): Heteroskedasticity and autocorrelation consistent covariance matrix estimation. Econometrica, 59, 817–858.

  23. [30] Saunders, A. and L. Schumacher (2000): The determinants of bank interest rate margins: An international study. Journal of International Money and Finance, 19, 813–832.

  24. [31] Stiglitz, J.E. and A. Weiss (1981): Credit rationing in markets with imperfect information. American Economic Review, 71, 393–410.

  25. [32] Stock, J.H. and M.W. Watson (2002). Forecasting using principal components from a large number of predictors. Journal of the American Statistical Association, 97, 1167–1179.

  26. [4] Angbanzo, L. (1997): Commercial bank net interest margins, default risk, interest-rate risk and o-balance sheet banking. Journal of Banking and Finance, 21, 55–87.
    Paper not yet in RePEc: Add citation now
  27. [5] Anundsen, A.K. and E.S. Jansen (2011): Self-reinforcing eects between housing prices and credit. Evidence from Norway. Discussion Paper 651, Statistics Norway.

  28. [6] Ashcraft, A.B. (2006): New evidence on the lending channel. Journal of Money, Credit, and Banking, 38, 751–775.

  29. [7] Banerjee, A., V. Bystrov and P. Mizen (2013). How do anticipated changes in short term market rates in‡uence banks’retail interest rates? Evidence form the four major euro area economies. Journal of Money, Credit and Banking, forthcoming 2013.

  30. [8] Bernanke, B.S., Boivin, J. and P. Eliasz (2005): Measuring the eects of monetary policy: A factor-augmented vector autoregressive (FAVAR) approach. Quarterly Journal of Economics, 120, 387–422.

  31. [9] Choi, I. (1994): Residual-based tests for the null of stationarity with applications to U.S. macroeconomic time series. Econometric Theory, 10, 720–746.

Cocites

Documents in RePEc which have cited the same bibliography

  1. Norwegian interbank markets response to changes in liquidity policy. (2021). Findreng, Jon H ; Akram, Farooq Q.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:125:y:2021:i:c:s0378426621000364.

    Full description at Econpapers || Download paper

  2. The devil is in the details, but so is salvation: Different approachesin money market measurement. (2020). Paulick, Jan ; Muller, Alexander.
    In: Discussion Papers.
    RePEc:zbw:bubdps:662020.

    Full description at Econpapers || Download paper

  3. Pricing in the Norwegian Interbank Market – the Effects of Liquidity and Implicit Government Support. (2017). Christophersen, Casper ; Akram, Qaisar.
    In: Oxford Bulletin of Economics and Statistics.
    RePEc:bla:obuest:v:79:y:2017:i:2:p:165-204.

    Full description at Econpapers || Download paper

  4. Norway; Financial Sector Assessment Program-Technical Note- Macroprudential Policy. (2015). International Monetary Fund, .
    In: IMF Staff Country Reports.
    RePEc:imf:imfscr:2015/257.

    Full description at Econpapers || Download paper

  5. Norway; Financial Sector Assessment Program-Technical Note-Linkages and Interconnectedness in the Norwegian Financial System. (2015). International Monetary Fund, .
    In: IMF Staff Country Reports.
    RePEc:imf:imfscr:2015/256.

    Full description at Econpapers || Download paper

  6. Banking system concentration and unemployment in developing countries. (2015). Feldmann, Horst.
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:77:y:2015:i:c:p:60-78.

    Full description at Econpapers || Download paper

  7. Simple banking: profitability and the yield curve. (2014). Nelson, Benjamin ; Alessandri, Piergiorgio.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_945_14.

    Full description at Econpapers || Download paper

  8. Centralized versus Decentralized External Financing, Winner Picking and Corporate Socialism. (2013). Loffler, Clemens ; Pfeiffer, Thomas.
    In: Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order.
    RePEc:zbw:vfsc13:79902.

    Full description at Econpapers || Download paper

  9. The relations between bank-funding costs, retail rates, and loan volumes. Evidence form Norwegian microdata. (2013). Raknerud, Arvid ; Vatne, Bjorn Helge .
    In: Discussion Papers.
    RePEc:ssb:dispap:742.

    Full description at Econpapers || Download paper

  10. Inferring interbank loans and interest rates from interbank payments - an evaluation. (2013). Christophersen, Casper ; Akram, Qaisar.
    In: Working Paper.
    RePEc:bno:worpap:2013_26.

    Full description at Econpapers || Download paper

  11. Simple banking: profitability and the yield curve. (2012). Nelson, Benjamin ; Alessandri, Piergiorgio.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0452.

    Full description at Econpapers || Download paper

  12. The relation between banks funding costs, retail rates and loan volumes: An analysis of Norwegian bank micro data. (2012). Raknerud, Arvid ; Vatne, Bjorn Helge .
    In: Working Paper.
    RePEc:bno:worpap:2012_17.

    Full description at Econpapers || Download paper

  13. 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

  14. How do banks funding costs affect interest margins?. (2011). Arvid Raknerud, Bjorn Helge Vatne, ; Ketil Rakkestad, .
    In: Discussion Papers.
    RePEc:ssb:dispap:665.

    Full description at Econpapers || Download paper

  15. Does location matter toexplain loan interest rates? Evidence from Brazilian local bankingmarkets. (2011). Bueno, Rodrigo ; De-Losso, Rodrigo ; Hirakawa, Simone Miyuki ; Rodrigo De Losso da Silveira Bueno, .
    In: Anais do XXXVII Encontro Nacional de Economia [Proceedings of the 37th Brazilian Economics Meeting].
    RePEc:anp:en2009:127.

    Full description at Econpapers || Download paper

  16. Characterising market power and its determinants in the Zambian banking indudstry. (2010). Simpasa, Anthony.
    In: MPRA Paper.
    RePEc:pra:mprapa:27232.

    Full description at Econpapers || Download paper

  17. Foreign Banks and Credit Volatility: The Case of Latin American Countries. (2010). Sosa Navarro, Ramiro ; Moccero, Diego ; Haouat, Meriem .
    In: MPRA Paper.
    RePEc:pra:mprapa:22991.

    Full description at Econpapers || Download paper

  18. Is banking competition beneficial to SMEs? An empirical study based on Italian data. (2010). Agostino, Mariarosaria ; Trivieri, Francesco.
    In: Small Business Economics.
    RePEc:kap:sbusec:v:35:y:2010:i:3:p:335-355.

    Full description at Econpapers || Download paper

  19. FDI in the Banking Sector. (2010). Russ, Katheryn ; de Blas, Beatriz.
    In: Working Papers.
    RePEc:cda:wpaper:10-8.

    Full description at Econpapers || Download paper

  20. Estimating the intensity of price and non-price competition in banking. (2009). Maudos, Joaquin ; Carbo Valverde, Santiago ; Humphrey, David ; CARBOVALVERDE, SANTIAGO ; Fernandez de Guevara y Rodoselovics, Juan, .
    In: MPRA Paper.
    RePEc:pra:mprapa:17612.

    Full description at Econpapers || Download paper

  21. An empirical investigation of the effects of concentration on profitability among US banks. (2009). Tregenna, Fiona.
    In: MPRA Paper.
    RePEc:pra:mprapa:13731.

    Full description at Econpapers || Download paper

  22. Mergers and Acquisitions of Financial Institutions: A Review of the Post-2000 Literature. (2009). Molyneux, Philip ; Evanoff, Douglas ; Deyoung, Robert ; De Young, Robert.
    In: Journal of Financial Services Research.
    RePEc:kap:jfsres:v:36:y:2009:i:2:p:87-110.

    Full description at Econpapers || Download paper

  23. Bank Mergers and the Dynamics of Deposit Interest Rates. (2009). Dinger, Valeriya ; Craig, Ben.
    In: Journal of Financial Services Research.
    RePEc:kap:jfsres:v:36:y:2009:i:2:p:111-133.

    Full description at Econpapers || Download paper

  24. Impact of bank competition on the interest rate pass-through in the euro area. (2008). Rixtel, Adrian ; Van Leuvensteijn, Michiel ; Kok, Christoffer ; Bikker, Jacob ; Sorensen, Kok C..
    In: Working Papers.
    RePEc:use:tkiwps:0808.

    Full description at Econpapers || Download paper

  25. Impact of bank competition on the interest rate pass-through in the euro area. (2008). Rixtel, Adrian ; Van Leuvensteijn, Michiel ; Kok, Christoffer ; Bikker, Jacob ; van Rixtel, Adrian.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2008885.

    Full description at Econpapers || Download paper

  26. Bank Competition Efficiency in Europe: A Frontier Approach. (2008). Bolt, Wilko ; Humphrey, David .
    In: DNB Working Papers.
    RePEc:dnb:dnbwpp:194.

    Full description at Econpapers || Download paper

  27. Impact of bank competition on the interest rate pass-through in the euro area. (2008). Rixtel, Adrian ; Van Leuvensteijn, Michiel ; Kok, Christoffer ; Bikker, Jacob ; Srensen, Kok C..
    In: DNB Working Papers.
    RePEc:dnb:dnbwpp:171.

    Full description at Econpapers || Download paper

  28. The integrated impact of credit and interest rate risk on banks: an economic value and capital adequacy perspective. (2008). Stringa, Marco ; Sorensen, Steffen ; Drehmann, Mathias.
    In: Bank of England working papers.
    RePEc:boe:boeewp:339.

    Full description at Econpapers || Download paper

  29. Stress Testing and Corporate Finance.. (2008). DE BANDT, OLIVIER ; Bruneau, C. ; Elamri, W. ; El Amri, W..
    In: Working papers.
    RePEc:bfr:banfra:203.

    Full description at Econpapers || Download paper

  30. Impact of bank competition on the interest rate pass-through in the euro area. (2008). Rixtel, Adrian ; Van Leuvensteijn, Michiel ; Kok, Christoffer ; Bikker, Jacob ; Sorensen, Christoffer Kok .
    In: Working Papers.
    RePEc:bde:wpaper:0828.

    Full description at Econpapers || Download paper

  31. The Impact of Market Structure, Contestability and Institutional Environment on Banking Competition. (2007). Bikker, Jacob ; Spierdijk, Laura ; Finnie, Paul.
    In: Working Papers.
    RePEc:use:tkiwps:0729.

    Full description at Econpapers || Download paper

  32. Competition versus Efficiency: What drives franchise values in European banking?. (2007). Vander Vennet, Rudi ; De Jonghe, Olivier.
    In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
    RePEc:rug:rugwps:07/491.

    Full description at Econpapers || Download paper

  33. The Institutional Structure and the Cost of Bank Loans: an International Comparison. (2007). Melnik, Arie ; Plaut, Steven E..
    In: ICER Working Papers.
    RePEc:icr:wpicer:22-2007.

    Full description at Econpapers || Download paper

  34. Mortgage interest rate dispersion in the euro area. (2007). Kok, Christoffer ; Lichtenberger, Jung-Duk .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2007733.

    Full description at Econpapers || Download paper

  35. Stock market performance and pension fund investment policy: rebalancing, free float, or market timing?. (2007). Bikker, Jacob ; Spierdijk, Laura ; Finniez, Paul.
    In: DNB Working Papers.
    RePEc:dnb:dnbwpp:156.

    Full description at Econpapers || Download paper

  36. Concentración bancaria y margen de las tasas de interés en Perú. (2006). Carrera, Cesar ; Espino, Freddy .
    In: Revista Estudios Económicos.
    RePEc:rbp:esteco:ree-13-04.

    Full description at Econpapers || Download paper

  37. Systemic Risk in the Dutch Financial Sector. (2006). .
    In: De Economist.
    RePEc:kap:decono:v:154:y:2006:i:2:p:177-195.

    Full description at Econpapers || Download paper

  38. Bank income and profits over the business and interest rate cycle. (2006). Burgstaller, Johann.
    In: Economics working papers.
    RePEc:jku:econwp:2006_11.

    Full description at Econpapers || Download paper

  39. The cyclicality of interest rate spreads in Austria: Evidence for a financial decelerator?. (2006). Burgstaller, Johann.
    In: Economics working papers.
    RePEc:jku:econwp:2006_02.

    Full description at Econpapers || Download paper

  40. The Impact of Bank Size on Market Power. (2006). Bikker, Jacob ; Spierdijk, Laura ; Finnie, Paul.
    In: DNB Working Papers.
    RePEc:dnb:dnbwpp:120.

    Full description at Econpapers || Download paper

  41. The Role of Advertising in Commercial Banking. (2006). , .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5461.

    Full description at Econpapers || Download paper

  42. Estimating the intensity of price and non-price competition in banking: an application to the Spanish case. (2005). Maudos, Joaquin ; Carbo Valverde, Santiago ; Humphrey, David ; CARBOVALVERDE, SANTIAGO ; Villarroya, Joaquin Maudos ; Fernandez de Guevara y Rodoselovics, Juan, .
    In: MPRA Paper.
    RePEc:pra:mprapa:15259.

    Full description at Econpapers || Download paper

  43. Market Power in European Banking Sectors. (2005). perez, francisco ; Maudos, Joaquin ; Fernández-de-Guevara, Juan ; de Guevara, Juan Fernandez.
    In: Journal of Financial Services Research.
    RePEc:kap:jfsres:v:27:y:2005:i:2:p:109-137.

    Full description at Econpapers || Download paper

  44. EXPLAINING MARKET POWER DIFFERENCES IN BANKING: A CROSS-COUNTRY STUDY. (2005). Maudos, Joaquin ; Nagore, Amparo ; Villarroya, Joaquin Maudos .
    In: Working Papers. Serie EC.
    RePEc:ivi:wpasec:2005-10.

    Full description at Econpapers || Download paper

  45. The effects of local banking market structure on the banking-lending channel of monetary policy. (2005). Amel, Dean F. ; Adams, Robert M..
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2005-16.

    Full description at Econpapers || Download paper

  46. Term structure and the sluggishness of retail bank interest rates in euro area countries. (2005). Mojon, Benoit ; de Bondt, Gabe ; Valla, Natacha.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2005518.

    Full description at Econpapers || Download paper

  47. M&As Performance in the European Financial Industry. (2005). Campa, Jose ; Hernando, Ignacio.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5204.

    Full description at Econpapers || Download paper

  48. A test of the law of one price in retail banking. (2005). Saurina, Jesús ; Martin-Oliver, Alfredo ; Salas-Fumas, Vicente .
    In: Working Papers.
    RePEc:bde:wpaper:0530.

    Full description at Econpapers || Download paper

  49. M&As performance in the European financial industry. (2005). Campa, Jose ; Hernando, Ignacio.
    In: Working Papers.
    RePEc:bde:wpaper:0516.

    Full description at Econpapers || Download paper

  50. Measuring welfare loss of market power: an application to European banks. (2004). Maudos, Joaquin ; Fernández de Guevara, Juan.
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:11:y:2004:i:13:p:833-836.

    Full description at Econpapers || Download paper

  51. Bank risks and the business cycle. (2004). Vander Vennet, Rudi ; De Jonghe, Olivier ; Baele, Lieven.
    In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
    RePEc:rug:rugwps:04/264.

    Full description at Econpapers || Download paper

  52. Competition, transmission and bank pricing policies: Evidence from Belgian loan and deposit markets. (2004). Vander Vennet, Rudi ; De Graeve, Ferre ; De Jonghe, Olivier.
    In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
    RePEc:rug:rugwps:04/261.

    Full description at Econpapers || Download paper

  53. Avoiding the pitfalls in taxing financial intermediation. (2003). Honohan, Patrick.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:3056.

    Full description at Econpapers || Download paper

  54. Determinants of bank interest margins in Central and Eastern Europe. Convergence to the West?. (2003). Vander Vennet, Rudi ; Claeys, Sophie.
    In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
    RePEc:rug:rugwps:03/203.

    Full description at Econpapers || Download paper

  55. Factors Explaining the Interest Margin in the Banking Sectors of the European Union. (2003). Maudos, Joaquin ; Fernández de Guevara, Juan.
    In: MPRA Paper.
    RePEc:pra:mprapa:15252.

    Full description at Econpapers || Download paper

  56. INTEGRATION AND COMPETITION IN THE EUROPEAN FINANCIAL MARKETS. (2003). perez, francisco ; Maudos, Joaquin ; Fernández de Guevara, Juan ; Garcia, Francisco Perez ; Juan Francisco Fernandez de Guevara Radoselovics, ; Villarroya, Joaquin Maudos .
    In: Working Papers. Serie EC.
    RePEc:ivi:wpasec:2003-12.

    Full description at Econpapers || Download paper

  57. Banking market conditions and deposit interest rates. (2003). Rosen, Richard.
    In: Working Paper Series.
    RePEc:fip:fedhwp:wp-03-19.

    Full description at Econpapers || Download paper

  58. How good is the BankScope database? A cross-validation exercise with correction factors for market concentration measures. (2003). Bhattacharya, Kaushik.
    In: BIS Working Papers.
    RePEc:bis:biswps:133.

    Full description at Econpapers || Download paper

  59. Local market consolidation and bank productive efficiency. (2002). ORS, Evren ; Evanoff, Douglas.
    In: Working Paper Series.
    RePEc:fip:fedhwp:wp-02-25.

    Full description at Econpapers || Download paper

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

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-11-29 18:28:14 || 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.