Convergence in Eurozone Retail Banking? What Interest Rate Pass-Through Tells Us About Monetary Policy Transmission, Competition and Integration

332 citations recorded by the source corpus.

Subfields: Finance

Citations in the corpus

Term Structure and the Sluggishness of Retail Bank Interest Rates in Euro Area Countries (2005, unknown): “This way, the marginal costs of retail bank products may be more accurately captured than in studies that examined only a money market interest rate or an interest rate of a given maturity (de Bondt (2005), Heinemann and Schüller (2002), Sander and Kleimeier (2004)).”
Bank Interest Rate Pass-Through in the Euro Area: A Cross Country Comparison (2006, unknown): “In previous studies, as Sander and Kleimeier (2004b) rightly note, it has been problematic to find proper matching maturities as the various bank interest rate categories (e.g. in the NRIR data) tended to cover several maturity bands.”
Threshold autoregression in economics (2011, unknown): “In related work, Baum and Karasulu [10] use a threshold VECM to model the federal reserve discount rate policy, and Sander and Kleimeier [69] use a threshold VECM to investigate the pass-through of monetary policy (interest rate changes) into the market sector.”
Impact of bank competition on the interest rate pass-through in the euro area (2013, unknown): “See, for example, Mojon (2001), De Bondt (2002 and 2005), Sander and Kleimeier (2004), and Kok Sørensen and Werner (2006).”