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Banks as Interest Rate Managers

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  • Christopher Green

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  • Christopher Green, 1998. "Banks as Interest Rate Managers," Journal of Financial Services Research, Springer;Western Finance Association, vol. 14(3), pages 189-208, December.
    • Handle: RePEc:kap:jfsres:v:14:y:1998:i:3:p:189-208
    DOI: 10.1023/A:1008094229628
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    References listed on IDEAS

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    1. Miller, Marcus & Weller, Paul, 1991. "Exchange Rate Bands with Price Inertia," Economic Journal, Royal Economic Society, vol. 101(409), pages 1380-1399, November.
    2. Mervyn K. Lewis & Kevin T. Davis, 1987. "Domestic and International Banking," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262121263, April.
    3. Santomero, Anthony M, 1984. "Modeling the Banking Firm: A Survey," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 16(4), pages 576-602, November.
    4. 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.
    5. Niehans, Jurg, 1994. "Arbitrage Equilibrium with Transaction Costs," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 26(2), pages 249-270, May.
    6. Olivier Jean Blanchard & Stanley Fischer, 1989. "Lectures on Macroeconomics," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262022834, April.
    7. Green, Christopher J, 1987. "Money Market Arbitrage and Commercial Banks' Base Rate Adjustments in the United Kingdom," Bulletin of Economic Research, Wiley Blackwell, vol. 39(4), pages 273-296, October.
    8. Sprenkle, Case M., 1987. "Liability and asset uncertainty for banks," Journal of Banking & Finance, Elsevier, vol. 11(1), pages 147-159, March.
    9. Robert J. Barro, 1972. "A Theory of Monopolistic Price Adjustment," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 39(1), pages 17-26.
    10. Forbes, Shawn M. & Mayne, Lucille S., 1989. "A friction model of the prime," Journal of Banking & Finance, Elsevier, vol. 13(1), pages 127-135, March.
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    Cited by:

    1. Alexis Derviz & Marie Raková, 2012. "Parent Influence on Loan Pricing by Czech Banks," Prague Economic Papers, Prague University of Economics and Business, vol. 2012(4), pages 434-449.
    2. Leonardo Gambacorta & Paolo Emilio Mistrulli, 2003. "Bank Capital and Lending Behaviour: Empirical Evidence for Italy," Temi di discussione (Economic working papers) 486, Bank of Italy, Economic Research and International Relations Area.
    3. Leonardo Gambacorta & Paolo Emilio Mistrulli, 2014. "Bank Heterogeneity and Interest Rate Setting: What Lessons Have We Learned since Lehman Brothers?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(4), pages 753-778, June.
    4. Leonardo Gambacorta & S. Iannotti, 2007. "Are there asymmetries in the response of bank interest rates to monetary shocks?," Applied Economics, Taylor & Francis Journals, vol. 39(19), pages 2503-2517.
    5. Richard Rosen, 2002. "What Goes Up Must Come Down? Asymmetries and Persistence in Bank Deposit Rates," Journal of Financial Services Research, Springer;Western Finance Association, vol. 21(3), pages 173-193, June.
    6. repec:prg:jnlpep:v:2013:y:2013:i:4:id:433:p:434-499 is not listed on IDEAS
    7. Gambacorta, Leonardo, 2008. "How do banks set interest rates?," European Economic Review, Elsevier, vol. 52(5), pages 792-819, July.
    8. Massimiliano Affinito & Fabio Farabullini, 2009. "Does the Law of One Price Hold in Euro-Area Retail Banking? An Empirical Analysis of Interest Rate Differentials across the Monetary Union," International Journal of Central Banking, International Journal of Central Banking, vol. 5(1), pages 5-37, March.

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