SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Interest Rate Asymmetries in Long-Term Loan and Deposit Markets
16 references·16 citing·36 second hopsampled
Interest Rate Asymmetries in Long-Term Loan and Deposit Markets (1999)Interest Rate Asymmetries in Long-Term Lo…A Test of Competition in Canadian Banking (1993)A Test of Competition in Cana…Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK (1992)Testing structural hypotheses…Some Evidence on the Empirical Significance of Credit Rationing (1992)Some Evidence on the Empirica…Market Structure and the Nature of Price Rigidity: Evidence from the Market for Consumer Deposits (1992)Market Structure and the Natu…Cointegration, exogeneity, and policy analysis: An overview (1992)Cointegration, exogeneity, an…A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 (1992)A Note with Quantiles of the …A Cointegration Analysis of Treasury Bill Yields (1992)A Cointegration Analysis of T…The Rigidity of Prices: Evidence from the Banking Industry (1991)The Rigidity of Prices: Evide…The Failure of Competition in the Credit Card Market (1991)The Failure of Competition in…Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Estimation and Hypothesis Tes…Investigation of production, sales and inventory relationships using multicointegration and non-symmetric error correction models (1989)Investigation of production, …Cointegration and Tests of Present Value Models (1987)Cointegration and Tests of Pr…COINTEGRATION AND ERROR CORRECTION: REPRESENTATION (1987)COINTEGRATION AND ERROR CORRE…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…The Rigidity of Prices (1986)The Rigidity of PricesCredit Rationing in Markets with Imperfect Information (1981)Credit Rationing in Markets w…Interest rate pass-through since the euro area crisis (2018)Interest rate pass-through si…On the Empirical Evidence of Asymmetry Effects in the Interest Rate Pass-Through in Poland (2012)On the Empirical Evidence of …Imperfect Competition in Bank Retail Markets, Deposit and Loan Rate Dynamics, and Incomplete Pass Through (2012)Imperfect Competition in Bank…Interest rate pass-through in Portugal: Interactions, asymmetries and heterogeneities (2011)Interest rate pass-through in…U.S. Monetary Policy Surprises and International Securitized Real Estate Markets (2009)U.S. Monetary Policy Surprise…Inferring Market Power from Retail Deposit Interest Rates in the Euro Area (2009)Inferring Market Power from R…Interest rate pass through and asymmetric adjustment: evidence from the federal funds rate operating target period (2008)Interest rate pass through an…More on the monetary transmission mechanism: mortgage rates and the federal funds rate (2007)More on the monetary transmis…Interest rate pass through and asymmetries in adjustable rate mortgages (2007)Interest rate pass through an…The response of the conventional mortgage rate to the federal funds rate: symmetric or asymmetric adjustment? (2006)The response of the conventio…Market power and bank interest rate adjustments (2005)Market power and bank interes…Interest rate pass-through estimates from vector autoregressive models (2005)Interest rate pass-through es…Bank Consolidation and the Dynamics of Consumer Loan Interest Rates (2005)Bank Consolidation and the Dy…Asymmetric Adjustment of Commercial Bank Interest Rates in the Euro Area: An Empirical Investigation into Interest Rate Pass-Through (2002)Asymmetric Adjustment of Comm…Retail Interest Rate Pass-Through: The Irish Experience (2001)Retail Interest Rate Pass-Thr…Bank Consolidation and Consumer Loan Interest Rates (2001)Bank Consolidation and Consum…A model of price adjustment (1971)Markets with Consumer Switching Costs (1987)Courts and Relational Contracts (2002)Securities and Exchange Commission (2004)Information, School Choice, and Academic Achievement: Evidence from Two Experiments* (2008)Strategic price complexity in retail financial markets☆ (2008)Sticky Prices in the United States (1982)What's different about banks? (1985)The Price-Concentration Relationship in Banking (1989)Regulations, Market Structure, Institutions, and the Cost of Financial Intermediation (2003)Asymmetric Price Transmission: A Survey (2004)Bank Concentration and Competition: An Evolution in the Making (2004)Increases in risk and in risk aversion (1974)Risk Sharing and Incentives in the Principal and Agent Relationship (1979)Corporate financing and investment decisions when firms have information that investors do not have (1984)The Benefits of Lending Relationships: Evidence from Small Business Data (1994)Financial Dependence and Growth (1996)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Statistical analysis of cointegration vectors (1988)Common stochastic trends in international stock markets (1992)DETERMINATION OF COINTEGRATION RANK IN THE PRESENCE OF A LINEAR TREND (1992)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Bounds testing approaches to the analysis of level relationships (2001)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Limited-dependent and qualitative variables in econometrics (1983)Financial Intermediation and Delegated Monitoring (1984)How Do Banks Set Interest Rates? (2004)Regulations, Market Structure, Institutions, and the Cost of Financial Intermediation (2004)Tourism as a long-run economic growth factor: the Spanish case (2002)Testing for Error Correction in Panel Data* (2007)Do Natural Resources Fuel Authoritarianism? A Reappraisal of the Resource Curse (2011)Error‐correction Mechanism Tests for Cointegration in a Single‐equation Framework (1998)Introductory Econometrics for Finance (2008)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1986)Stock Prices, Earnings, and Expected Dividends (1988)More Than Words: Quantifying Language to Measure Firms' Fundamentals (2008)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1981Credit Rationing in Markets with Imperfect Information12,762 cited
  • 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
  • 1992A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics12,570 cited
  • 1987Cointegration and Tests of Present Value Models2,160 cited
  • 1992Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK1,659 cited
  • 1987COINTEGRATION AND ERROR CORRECTION: REPRESENTATION1,262 cited
  • 1991The Failure of Competition in the Credit Card Market783 cited
  • 1991The Rigidity of Prices: Evidence from the Banking Industry778 cited
  • 1992Market Structure and the Nature of Price Rigidity: Evidence from the Market for Consumer Deposits690 cited
  • 1986The Rigidity of Prices645 cited
  • 1989Investigation of production, sales and inventory relationships using multicointegration and non-symmetric error correction models579 cited
  • 1992Some Evidence on the Empirical Significance of Credit Rationing550 cited
  • 1993A Test of Competition in Canadian Banking433 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

1992
A Cointegration Analysis of Treasury Bill Yields
392 cited
  • 1992Cointegration, exogeneity, and policy analysis: An overview221 cited
  • Cited by

    • 2005Bank Consolidation and the Dynamics of Consumer Loan Interest Rates69 cited
    • 2005Market power and bank interest rate adjustments61 cited
    • 2008Interest rate pass through and asymmetric adjustment: evidence from the federal funds rate operating target period57 cited
    • 2018Interest rate pass-through since the euro area crisis54 cited
    • 2012Imperfect Competition in Bank Retail Markets, Deposit and Loan Rate Dynamics, and Incomplete Pass Through53 cited
    • 2001Retail Interest Rate Pass-Through: The Irish Experience41 cited
    • 2006The response of the conventional mortgage rate to the federal funds rate: symmetric or asymmetric adjustment?38 cited
    • 2011Interest rate pass-through in Portugal: Interactions, asymmetries and heterogeneities38 cited
    • 2007More on the monetary transmission mechanism: mortgage rates and the federal funds rate36 cited
    • 2002Asymmetric Adjustment of Commercial Bank Interest Rates in the Euro Area: An Empirical Investigation into Interest Rate Pass-Through35 cited
    • 2007Interest rate pass through and asymmetries in adjustable rate mortgages30 cited
    • 2012On the Empirical Evidence of Asymmetry Effects in the Interest Rate Pass-Through in Poland26 cited
    • 2001Bank Consolidation and Consumer Loan Interest Rates21 cited
    • 2009Inferring Market Power from Retail Deposit Interest Rates in the Euro Area21 cited
    • 2009U.S. Monetary Policy Surprises and International Securitized Real Estate Markets20 cited
    • 2005Interest rate pass-through estimates from vector autoregressive models19 cited