Search Results - subject:"Interest Rate Setting"

Banking in the negative : a vector error correction analysis of bank-specific lending and deposit rates

Agati, Alessandra; Sigmund, Michael - 2025

We analyze the impact of negative reference rates on the interest behavior of more than 500 Austrian banks from 2009Q1 to 2021Q4. Using panel vector error correction analysis with the Engle-Granger procedure in two steps, we establish a cointegration vector that links bank-specific lending...

Persistent link: https://www.econbiz.de/10015183164

Banking in the negative : a vector error correction analysis of bank-specific lending and deposit rates

Agati, Alessandra; Sigmund, Michael - 2025

We analyze the impact of negative reference rates on the interest rate behavior of more than 500 Austrian banks from 2009Q1 to 2021Q4. Using panel vector error correction analysis with the Engle-Granger procedure in two steps, we establish a cointegration vector that links bank-specific lending...

Persistent link: https://www.econbiz.de/10015339711

Banking in the negative: A vector error correction analysis of bank-specific lending and deposit rates

Agati, Alessandra; Sigmund, Michael - 2025

Persistent link: https://www.econbiz.de/10015325428

Bank interest rate setting in the euro area during the Great Recession

Camba-Méndez, Gonzalo; Durré, Alain; Mongelli, … - 2016

rate setting. We make two new contributions. First, we develop a theoretical model capturing banks financing and the rate …This paper sheds light on how recent financial tensions in the euro area were ultimately reflected in bank interest …

Persistent link: https://www.econbiz.de/10011606010

Competing for savings : how important is creditworthiness during the crisis?

Bikker, Jacob A.; Gerritsen, Dirk; Schwillens, Steffie - 2016

Persistent link: https://www.econbiz.de/10011415964

Do natural disasters affect monetary policy? : a quasi-experiment of earthquakes

Klomp, Jeroen - In: Journal of macroeconomics 64 (2020), pp. 1-17

Persistent link: https://www.econbiz.de/10012433553

Nonlinear interest rate-setting behaviour of German commercial banks

Heinzelmann, Ludwig; Missong, Martin - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 24 (2020) 3, pp. 1-28

Persistent link: https://www.econbiz.de/10012289402

Monetary Policy Conditions in Spain Before and After the Changeover to the Euro: A Taylor Rule Based Assessment

Bleich, Dirk; Fendel, Ralf - In: Review of Applied Economics 08 (2012) 1

This paper analyzes monetary policy conditions in Spain before and after the changeover to the Euro as the single European currency. We use forward-looking Taylor-type rules to describe the Banco de España's pre-Euro monetary policy and find that it was clearly inflation stabilizing. Compared...

Persistent link: https://www.econbiz.de/10011142665

Does an overdraft facility influence the customer costs of using a personal current account?

Ashton, John K.; Gregoriou, Andros - In: International journal of the economics of business 24 (2017) 1, pp. 1-26

Persistent link: https://www.econbiz.de/10011696504

Estimating monetary policy reaction functions: A discrete choice approach

Boeckx, Jef - 2011

different outcomes of every interest rate setting meeting. These probabilities correlate fairly well with the probabilities …

Persistent link: https://www.econbiz.de/10011506730