Hajnal, Gábor; Dancsik, Bálint; Hosszú, Zsuzsanna; … - In: Central Bank review / Central Bank of the Republic of Turkey 25 (2025) 3, pp. 1-33
weakening of pass-through and a slowdown in the repricing of deposit interest rates during the tightening cycle across the …, followed a period characterized by an abundance of liquidity. We examine the relationship between interbank and deposit … interest rates using two methods: wavelet transform and error-correction model. Based on the wavelet analysis, we found a …