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Asymmetric behavior of Australia's Big-4 banks in the mortgage market
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References

  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
  • 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
  • 1993A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems5,042 cited
  • 1998Unit-Root Tests and Asymmetric Adjustment With an Example Using the Term Structure of Interest Rates1,203 cited
  • 2004Factors explaining the interest margin in the banking sectors of the European Union864 cited
  • 1991The Rigidity of Prices: Evidence from the Banking Industry778 cited
  • 2003Financial Structure and the Interest Rate Channel of ECB Monetary Policy331 cited
  • 2004Interest Rate Pass‐Through and Monetary Transmission: Evidence from Individual Financial Institutions' Retail Rates230 cited
  • 1996Asymmetric adjustment of commercial bank interest rates: evidence from Malaysia and Singapore145 cited
  • 2003The dynamic relationship between the federal funds rate and the Treasury bill rate: An empirical investigation144 cited
  • 1985A Markup Theory of Bank Loan Rates141 cited
  • 2007Monetary policy transparency and pass-through of retail interest rates123 cited
  • 1997Modelling British Interest Rate Adjustment: An Error Correction Approach

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118 cited
  • 2005Monetary transmission via the administered interest rates channel87 cited
  • 2005Diversification, Fee Income, and Credit Union Risk86 cited
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