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THE CYCLICALITY OF PRICE-COST MARGINS IN BANKING: AN EMPIRICAL ANALYSIS OF ITS DETERMINANTS
16 references·9 citing·42 second hop
THE CYCLICALITY OF PRICE-COST MARGINS IN BANKING: AN EMPIRICAL ANALYSIS OF ITS DETERMINANTS (2010)THE CYCLICALITY OF PRICE-COST MARGINS IN …The impact of inflation on financial sector performance (2001)The impact of inflation on fi…What Do a Million Observations on Banks Say About the Transmission of Monetary Policy? 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References

  • 1998The Financial Accelerator in a Quantitative Business Cycle Framework4,624 cited
  • 1988Agency Costs, Net Worth, And Business Fluctuations4,382 cited
  • 1989The federal funds rate and the channels of monetary transmission2,833 cited
  • 1999Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series2,829 cited
  • 1990Inference in Linear Time Series Models with some Unit Roots2,561 cited
  • 2000What Do a Million Observations on Banks Say About the Transmission of Monetary Policy?2,505 cited
  • 1996The Financial Accelerator and the Flight to Quality2,351 cited
  • 1992Monetary Policy and Credit Conditions: Evidence From the Composition of External Finance1,488 cited
  • 1990Lectures on macroeconomics1,389 cited
  • 2001The impact of inflation on financial sector performance1,211 cited
  • 1995The Profit-Structure Relationship in Banking--Tests of Market-Power and Efficient-Structure Hypotheses1,210 cited
  • 1986A Supergame-Theoretic Model of Price Wars during Booms1,177 cited
  • 1990Lectures on Macroeconomics.924 cited
  • 1989The Price-Concentration Relationship in Banking903 cited
  • 1997Commercial bank net interest margins, default risk, interest-rate risk, and off-balance sheet banking

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893 cited
  • 1981The Determinants of Bank Interest Margins: Theory and Empirical Evidence830 cited
  • Cited by

    • 2016Endogenous credit standards and aggregate fluctuations34 cited
    • 2019The impact of financial regulation policy uncertainty on bank profits and risk31 cited
    • 2014FISCAL POLICY AND LENDING RELATIONSHIPS25 cited
    • 2016Retail Bank Interest Margins in Low Interest Rate Environments25 cited
    • 2014The domestic and international effects of interstate U.S. banking24 cited
    • 2026A Quantitative Model of Banking Industry Dynamics22 cited
    • 2012LENDING RELATIONSHIPS AND MONETARY POLICY21 cited
    • 2014Financial Frictions in the Euro Area and the United States: A Bayesian Assessment21 cited
    • 2017LEANING AGAINST WINDY BANK LENDING10 cited