Are there asymmetries in the response of bank interest rates to monetary shocks?

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A new approach to measuring competition in the loan markets of the euro area (2011, unknown): “19 around the mid-1990s (see Coccorese, 2005; Gambacorta and Iannotti, 2005).”
Monetary policy and bank lending in a low interest rate environment: Diminishing effectiveness? (2017, background): “…of deposit rates with respect to monetary policy changes has been extensively analysed in the literature (see, among others, Borio and Fritz (1995), Freixas and Rochet (1997), Hannan and Berger (1991), Hutchison (1995), Neumark and Sharpe (1992), Rosen (2002) and Gambacorta and Iannotti (2007)).”
The Influence of Monetary Policy on Bank Profitability (2017, unknown): “Gambacorta and Iannotti (2007) find that the interest rate adjustment in response to positive and negative shocks is asymmetrical, in that banks adjust their loan (deposit) rate faster during periods of monetary tightening (easing).”