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The dynamics of bank spreads and financial structure

Citations

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Cited by:

  1. Juan Sebastián Becerra C. & Luis Ceballos S. & Felipe Córdova F. & Michael Pedersen, 2010. "Market Interest Rate Dynamics in Times of Financial Turmoil," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 13(1), pages 5-22, April.
  2. 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.
  3. Matthieu Darracq Paries, 2018. "Financial frictions and monetary policy conduct," Erudite Ph.D Dissertations, Erudite, number ph18-01 edited by Ferhat Mihoubi.
  4. Kok, Christoffer & Gross, Marco & Żochowski, Dawid, 2016. "The impact of bank capital on economic activity - evidence from a mixed-cross-section GVAR model," Working Paper Series 1888, European Central Bank.
  5. 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.
  6. repec:dgr:rugggd:gd-117 is not listed on IDEAS
  7. A.H. Ahmad & Nusrate Aziz & Shahina Rummun, 2013. "Interest Rate Pass-Through in the UK: Has the Transmission Mechanism Changed During the Financial Crisis?," Economic Issues Journal Articles, Economic Issues, vol. 18(1), pages 17-38, March.
  8. Beata Gavurova & Kristina Kocisova & Zoltan Rozsa & Martina Halaskova, 2019. "What Affects the Interest Rate on Deposit From Households?," Montenegrin Journal of Economics, Economic Laboratory for Transition Research (ELIT), vol. 15(2), pages 41-57.
  9. Sznajderska, Anna, 2013. "On the empirical evidence of asymmetric effects in the Polish interest rate pass-through," The Journal of Economic Asymmetries, Elsevier, vol. 10(2), pages 78-93.
  10. Giuseppe Ciccarone & Francesco Giuli & Danilo Liberati, 2012. "The effects of monetary policy shocks in credit and labor markets with search and matching frictions," Working Papers in Public Economics 151, Department of Economics and Law, Sapienza University of Roma.
  11. 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.
  12. Ippei Fujiwara & Yuki Teranishi, 2009. "Financial Stability in Open Economies," IMES Discussion Paper Series 09-E-09, Institute for Monetary and Economic Studies, Bank of Japan.
  13. Ghosh, Saibal, 2010. "Credit Growth, Bank Soundness and Financial Fragility: Evidence from Indian Banking Sector," MPRA Paper 24715, University Library of Munich, Germany.
  14. Ivo Arnold & Saskia van Ewijk, 2014. "The impact of sovereign and credit risk on interest rate convergence in the euro area," DNB Working Papers 425, Netherlands Central Bank, Research Department.
  15. Durrani, Agha & Metzler, Julian & Michail, Nektarios & Werner, Johannes Gabriel, 2022. "Bank lending rates and the remuneration for risk: evidence from portfolio and loan level data," Working Paper Series 2753, European Central Bank.
  16. Putkuri, Hanna, 2010. "Housing loan rate margins in Finland," Research Discussion Papers 10/2010, Bank of Finland.
  17. G. C. Lim & Sarantis Tsiaplias & Chew Lian Chua, 2013. "Bank and Official Interest Rates: How Do They Interact over Time?," The Economic Record, The Economic Society of Australia, vol. 89(285), pages 160-174, June.
  18. Biao Mi & Liang Han, 2020. "Banking market concentration and syndicated loan prices," Review of Quantitative Finance and Accounting, Springer, vol. 54(1), pages 1-28, January.
  19. Fujiwara, Ippei & Teranishi, Yuki, 2011. "Real exchange rate dynamics revisited: A case with financial market imperfections," Journal of International Money and Finance, Elsevier, vol. 30(7), pages 1562-1589.
  20. 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.
  21. Ben Craig & Valeriya Dinger, 2009. "Bank Mergers and the Dynamics of Deposit Interest Rates," Journal of Financial Services Research, Springer;Western Finance Association, vol. 36(2), pages 111-133, December.
  22. Ivan Huljak & Reiner Martin & Diego Moccero, 2021. "Bank productivity in CESEE countries," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue Q2/21, pages 83-104.
  23. Yuki Teranishi, 2015. "Smoothed Interest Rate Setting by Central Banks and Staggered Loan Contracts," Economic Journal, Royal Economic Society, vol. 125(582), pages 162-183, February.
  24. repec:zbw:bofrdp:2020_009 is not listed on IDEAS
  25. Altunbas, Yener & Avignone, Giuseppe & Kok, Christoffer & Pancaro, Cosimo, 2023. "Euro area banks’ market power, lending channel and stability: the effects of negative policy rates," Working Paper Series 2790, European Central Bank.
  26. Matthieu Darracq Pariès & Christoffer Kok Sørensen & Diego Rodriguez-Palenzuela, 2011. "Macroeconomic Propagation under Different Regulatory Regimes: Evidence from an Estimated DSGE Model for the Euro Area," International Journal of Central Banking, International Journal of Central Banking, vol. 7(4), pages 49-113, December.
  27. Abayomi Oredegbe, 2020. "Canadian Banking Industry Profitability: Exploring the Relevance of Two Competing Hypotheses," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 12(4), pages 1-67, April.
  28. Gropp, Reint E. & Corvoisier, Sandrine, 2009. "Contestability, Technology and Banking," ZEW Discussion Papers 09-007, ZEW - Leibniz Centre for European Economic Research.
  29. Nao Sudo & Yuki Teranishi, 2008. "Optimal Monetary Policy under Imperfect Financial Integration," IMES Discussion Paper Series 08-E-25, Institute for Monetary and Economic Studies, Bank of Japan.
  30. Kilponen, Juha & Orjasniemi, Seppo & Ripatti, Antti & Verona, Fabio, 2016. "The Aino 2.0 model," Bank of Finland Research Discussion Papers 16/2016, Bank of Finland.
  31. Belke, Ansgar & Beckmann, Joscha & Verheyen, Florian, 2013. "Interest rate pass-through in the EMU – New evidence from nonlinear cointegration techniques for fully harmonized data," Journal of International Money and Finance, Elsevier, vol. 37(C), pages 1-24.
  32. Georgiadis, Georgios, 2014. "Towards an explanation of cross-country asymmetries in monetary transmission," Journal of Macroeconomics, Elsevier, vol. 39(PA), pages 66-84.
  33. Md. Shahidul Islam & Shin-Ichi Nishiyama, 2020. "The Determinants of Net Interest Margins of Commercial Banks: Panel Evidence from China, India and Japan," Discussion Papers 2014, Graduate School of Economics, Kobe University.
  34. repec:zbw:bofrdp:2007_027 is not listed on IDEAS
  35. Vajanne, Laura, 2007. "Integration in euro area retail banking markets: convergence of credit interest rates," Bank of Finland Research Discussion Papers 27/2007, Bank of Finland.
  36. Manganelli, Simone & Wolswijk, Guido, 2007. "Market discipline, financial integration and fiscal rules: what drives spreads in the euro area government bond market?," Working Paper Series 745, European Central Bank.
  37. Jiří Gregor & Aleš Melecký & Martin Melecký, 2021. "Interest Rate Pass‐Through: A Meta‐Analysis Of The Literature," Journal of Economic Surveys, Wiley Blackwell, vol. 35(1), pages 141-191, February.
  38. Arnold, Ivo J.M. & van Ewijk, Saskia E., 2014. "A state space approach to measuring the impact of sovereign and credit risk on interest rate convergence in the euro area," Journal of International Money and Finance, Elsevier, vol. 49(PB), pages 340-357.
  39. Vajanne, Laura, 2009. "Inferring market power from retail deposit interest rates in the euro area," Bank of Finland Research Discussion Papers 27/2009, Bank of Finland.
  40. Helen Louri & Petros M. Migiakis, 2015. "Determinants of euro-area bank lending margins: financial fragmentation and ECB policies," Working Papers 198, Bank of Greece.
  41. Inklaar, R. & Colangelo, A., 2010. "Banking sector output measurement in the euro area – a modified approach," GGDC Research Memorandum GD-117, Groningen Growth and Development Centre, University of Groningen.
  42. María Fernanda Meneses-González & Angélica María Lizarazo-Cuellar & Diego Fernando Cuesta-Mora & Daniel Osorio-Rodríguez, 2022. "Financial Development and Monetary Policy Transmission," Borradores de Economia 1219, Banco de la Republica de Colombia.
  43. Kim, Teakdong & Koo, Bonwoo & Park, Minsoo, 2013. "Role of financial regulation and innovation in the financial crisis," Journal of Financial Stability, Elsevier, vol. 9(4), pages 662-672.
  44. Putkuri, Hanna, 2010. "Housing loan rate margins in Finland," Bank of Finland Research Discussion Papers 10/2010, Bank of Finland.
  45. Galindo, Arturo J. & Steiner, Roberto, 2022. "Asymmetric interest rate transmission in an inflation-targeting framework: The case of Colombia," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 3(3).
  46. J.A. Bikker & D.F. Gerritsen & Steffie M. Schwillens, 2016. "Competing for savings: how important is creditworthiness during the crisis?," Working Papers 16-01, Utrecht School of Economics.
  47. Vajanne, Laura, 2007. "Integration in euro area retail banking markets : convergence of credit interest rates," Research Discussion Papers 27/2007, Bank of Finland.
  48. Silvo, Aino & Verona, Fabio, 2020. "The Aino 3.0 model," Research Discussion Papers 9/2020, Bank of Finland.
  49. Matthew Greenwood-Nimmo & Daan Steenkamp & Rossouw van Jaarsveld, 2022. "A banklevel analysis of interest rate passthrough in South Africa," Working Papers 11027, South African Reserve Bank.
  50. Agénor, Pierre-Richard & Aynaoui, Karim El, 2010. "Excess liquidity, bank pricing rules, and monetary policy," Journal of Banking & Finance, Elsevier, vol. 34(5), pages 923-933, May.
  51. Giuseppe Marotta, 2008. "Lending interest rate pass-through in the euro area. A data-driven tale," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 08101, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
  52. Milind Sathye, 2013. "Financial Crisis and Interest Rate Pass-Through in Australia," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 16(04), pages 1-22.
  53. Helen Louri & Petros M. Migiakis, 2016. "Bank Lending Margins in the Euro Area: The Effects of Financial Fragmentation and ECB Policies," LEQS – LSE 'Europe in Question' Discussion Paper Series 105, European Institute, LSE.
  54. Casu, Barbara & Girardone, Claudia, 2010. "Integration and efficiency convergence in EU banking markets," Omega, Elsevier, vol. 38(5), pages 260-267, October.
  55. Giuseppe Marotta, 2008. "Lending interest rate pass-through in the euro area. A data-driven tale," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0012, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
  56. Rughoo, Aarti & Sarantis, Nicholas, 2014. "The global financial crisis and integration in European retail banking," Journal of Banking & Finance, Elsevier, vol. 40(C), pages 28-41.
  57. repec:cnb:ocpubv:rb16/2 is not listed on IDEAS
  58. Sascha Tobias Wengerek & Benjamin Hippert & André Uhde, 2019. "Risk allocation through securitization - Evidence from non-performing loans," Working Papers Dissertations 58, Paderborn University, Faculty of Business Administration and Economics.
  59. Karpetis Christos & Papadamou Stefanos & Varelas Erotokritos, 2017. "The Role of the Number of Banks on Debt Dynamics: Evidence from Eurozone Countries," Review of Economics, De Gruyter, vol. 68(1), pages 41-62, April.
  60. Axel A Weber & Rafael Gerke & Andreas Worms, 2009. "Has the monetary transmission process in the euro area changed? Evidence vased on VAR estimates," BIS Working Papers 276, Bank for International Settlements.
  61. Jean-Paul POLLIN, 2010. "l eurosystème et l'intégration financière européenne," LEO Working Papers / DR LEO 832, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
  62. Gropp, Reint E. & Saadi, Vahid, 2015. "“The German Saver” and the Low Policy Rate Environment," IWH Online 9/2015, Halle Institute for Economic Research (IWH).
  63. repec:zbw:rwirep:0350 is not listed on IDEAS
  64. Mohsin, Hasan Muhammad & Rivers, P, 2011. "Are domestic banks' pass through higher than foreign banks? Empirical evidence from Pakistan," MPRA Paper 33282, University Library of Munich, Germany, revised Apr 2011.
  65. Domonkos, Tomas & Fisera, Boris & Siranova, Maria, 2023. "Income inequality as long-term conditioning factor of monetary transmission to bank rates," Economic Modelling, Elsevier, vol. 128(C).
  66. 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.
  67. Enzo Cassino, 2012. "Modelling New Zealand mortgage interest rates?," Reserve Bank of New Zealand Analytical Notes series AN2012/10, Reserve Bank of New Zealand.
  68. Jose Maria Alvarez & Cristina Deblas & Jose Felix Izquierdo & Ana Rubio & Jaime Zurita, 2017. "The impact of European banking consolidation on credit prices," Working Papers 17/08, BBVA Bank, Economic Research Department.
  69. Benjamin Hippert & André Uhde & Sascha Tobias Wengerek, 2019. "Determinants of CDS trading on major banks," Working Papers Dissertations 51, Paderborn University, Faculty of Business Administration and Economics.
  70. Wang, Qishu, 2023. "Herding behavior and the dynamics of ESG performance in the European banking industry," Finance Research Letters, Elsevier, vol. 58(PD).
  71. A. A. Antzoulatos & E. Panopoulou & C. Tsoumas, 2011. "The enigma of noninterest income convergence," Applied Financial Economics, Taylor & Francis Journals, vol. 21(17), pages 1309-1316.
  72. Li, Xiao-Lin & Si, Deng-Kui & Ge, Xinyu, 2021. "China’s interest rate pass-through after the interest rate liberalization: Evidence from a nonlinear autoregressive distributed lag model," International Review of Economics & Finance, Elsevier, vol. 73(C), pages 257-274.
  73. Horváth, Roman & Podpiera, Anca, 2012. "Heterogeneity in bank pricing policies: The Czech evidence," Economic Systems, Elsevier, vol. 36(1), pages 87-108.
  74. Vaclav Broz & Michal Hlavacek, 2018. "What Drives the Distributional Dynamics of Client Interest Rates on Consumer Loans in the Czech Republic? A Bank-level Analysis," Working Papers 2018/6, Czech National Bank.
  75. Ludwig Hausse & Martin Rohleder & Marco Wilkens, 2016. "Systemic interest rate and market risk at US banks," Journal of Business Economics, Springer, vol. 86(8), pages 933-961, November.
  76. repec:zbw:bofrdp:2009_027 is not listed on IDEAS
  77. Vajanne, Laura, 2009. "Inferring market power from retail deposit interest rates in the euro area," Research Discussion Papers 27/2009, Bank of Finland.
  78. Kleimeier, Stefanie & Sander, Harald, 2022. "Twenty years with the Euro: Eurozone banking market integration revisited," Economic Modelling, Elsevier, vol. 114(C).
  79. Suriyanrattakorn, Savinee, 2023. "Does Trustworthiness Matter for the Actual Lending-Deposit Spread and Perceived Financial Service Affordability?," Asian Journal of Applied Economics, Kasetsart University, Center for Applied Economics Research, vol. 30(2), July.
  80. Huljak, Ivan & Martin, Reiner & Moccero, Diego, 2019. "The cost-efficiency and productivity growth of euro area banks," Working Paper Series 2305, European Central Bank.
  81. Cruz, Carlos Oliveira & Sarmento, Joaquim Miranda, 2018. "The price of project finance loans for highways," Research in Transportation Economics, Elsevier, vol. 70(C), pages 161-172.
  82. Kok, Christoffer & Lichtenberger, Jung-Duk, 2007. "Mortgage interest rate dispersion in the euro area," Working Paper Series 733, European Central Bank.
  83. Cappiello, Lorenzo & Kadareja, Arjan & Kok, Christoffer & Protopapa, Marco, 2010. "Do bank loans and credit standards have an effect on output? A panel approach for the euro area," Working Paper Series 1150, European Central Bank.
  84. repec:zbw:bofrdp:2010_010 is not listed on IDEAS
  85. Henrik Andersen, 2008. "Failure prediction of Norwegian banks: A Logit approach," Working Paper 2008/02, Norges Bank.
  86. Simpasa, Anthony, 2010. "Characterising market power and its determinants in the Zambian banking indudstry," MPRA Paper 27232, University Library of Munich, Germany.
  87. Jaakko Sääskilahti, 2018. "Retail Bank Interest Margins in Low Interest Rate Environments," Journal of Financial Services Research, Springer;Western Finance Association, vol. 53(1), pages 37-68, February.
  88. Heckmann, Lotta & Moertel, Julia, 2020. "Hampered interest rate pass-through: A supply side story?," Discussion Papers 59/2020, Deutsche Bundesbank.
  89. Jouchi Nakajima & Yuki Teranishi, 2009. "The Evolution of Loan Rate Stickiness Across the Euro Area," IMES Discussion Paper Series 09-E-10, Institute for Monetary and Economic Studies, Bank of Japan.
  90. Silvo, Aino & Verona, Fabio, 2020. "The Aino 3.0 model," Bank of Finland Research Discussion Papers 9/2020, Bank of Finland.
  91. Panagiotis Lazaris & Anastasios Petropoulos & Vasileios Siakoulis & Evangelos Stavroulakis & Nikolaos Vlachogiannakis, 2021. "Interest rate pass through in the deposit and loan products provided by Greek banks," Working Papers 287, Bank of Greece.
  92. Ansgar Belke & Joscha Beckmann & Florian Verheyen, 2012. "Interest Rate Pass-Through in the EMU – New Evidence from Nonlinear Cointegration Techniques for Fully Harmonized Data," Ruhr Economic Papers 0350, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
  93. Nahid Farnaz, 2023. "Does Financial Development Relieve or Exacerbate Income Inequality? A Quantile Regression Approach," Economics Discussion Paper Series 2311, Economics, The University of Manchester.
  94. Ivo Arnold & Saskia van Ewijk, 2014. "Sovereign risk and the relationship between deposit rates and deposit holdings in the euro area," Applied Financial Economics, Taylor & Francis Journals, vol. 24(15), pages 1043-1049, August.
  95. Teruyoshi Kobayashi, 2008. "Incomplete Interest Rate Pass-Through and Optimal Monetary Policy," International Journal of Central Banking, International Journal of Central Banking, vol. 4(3), pages 77-118, September.
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