Bondt, Gabe J. de (contributor); Mojon, Benoît (contributor) - 2005
, setting retail bank rates in line with long- rather than short-term market interest rates may
limit the interest rate risk ….
We first argue that the dynamics of each retail bank interest rate can be specified within an error
correction model … rate or an interest rate of a given maturity (de
Bondt (2005), Heinemann and Schüller (2002), Sander and Kleimeier (2004 …