The relation between banks' funding costs, retail rates and loan volumes: An analysis of Norwegian bank micro data
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Cited by:
- Azasakhe Nkcubeko Nomsobo & Roscoe Bertrum van Wyk, 2018. "The Impact of Short- Term Interest Rates on Bank Funding Costs," Journal of Economics and Behavioral Studies, AMH International, vol. 10(3), pages 141-148.
- Harimohan, Rashmi & McLeay, Michael & Young, Garry, 2016. "Pass-through of bank funding costs to lending and deposit rates: lessons from the financial crisis," Bank of England working papers 590, Bank of England.
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More about this item
Keywords
Monopolistic competition; credit spread; pass-through; funding costs; bank micro data; dynamic factor model;All these keywords.
JEL classification:
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
- E27 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Forecasting and Simulation: Models and Applications
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2013-01-07 (Banking)
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