Gropp, Reint; Kok, Christoffer; Lichtenberger, Jung-Duk - European Central Bank - 2007
This paper investigates the dynamics of the pass-through between market interest rates and bank interest rates in the … deposits and savings deposits. Bank soundness, credit risk and interest rate risk are found to exert a significant influence on … faster bank interest rate pass-through. Finally, we find some evidence that financial innovation speeds up the pass …