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Bank-Specific Daily Interest Rate Adjustment in the Dutch Mortgage Market
14 references·2 citing·43 second hop
Bank-Specific Daily Interest Rate Adjustment in the Dutch Mortgage Market (2010)Bank-Specific Daily Interest Rate Adjustm…How do UK Banks React to Changing Central Bank Rates? (2009)How do UK Banks React to Chan…Interest rate transmission in the UK: a comparative analysis across financial firms and products (2008)Interest rate transmission in…Why do prices rise faster than they fall? With an application to mortgage rates (2007)Why do prices rise faster tha…Distance, Lending Relationships, and Competition (2005)Distance, Lending Relationshi…Interest Rate Pass‐Through and Monetary Transmission: Evidence from Individual Financial Institutions' Retail Rates (2004)Interest Rate Pass‐Through an…Competition, concentration and their relationship: An empirical analysis of the banking industry (2002)Competition, concentration an…Bank concentration and retail interest rates (2002)Bank concentration and retail…Prices Rise Faster than They Fall (2000)Prices Rise Faster than They …Numerical distribution functions of likelihood ratio tests for cointegration (1999)Numerical distribution functi…Microeconomics of Banking (1997)Microeconomics of BankingDo Gasoline Prices Respond Asymmetrically to Crude Oil Price Changes? (1997)Do Gasoline Prices Respond As…Numerical distribution functions for unit root and cointegration tests (1996)Numerical distribution functi…Market Structure and the Nature of Price Rigidity: Evidence from the Market for Consumer Deposits (1992)Market Structure and the Natu…Deregulation of the European Banking Industry (1980-1991) (1992)Deregulation of the European …The pricing behaviour of Australian banks and building societies in the residential mortgage market (2013)The pricing behaviour of Aust…Corporate Investment Behaviour and Monetary Policy: Evidence from Firm-level Data for Malaysia (2013)Corporate Investment Behaviou…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Oil prices, inflation and interest rates in a structural cointegrated VAR model for the G-7 countries (2007)CO2 emissions, electricity consumption and output in ASEAN (2010)The contribution of foreign direct investment to clean energy use, carbon emissions and economic growth (2013)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)Unit root tests for panel data (2001)Critical Values for Cointegration Tests (2010)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)Stability in Competition (1929)Specification Tests in Econometrics (1978)The Theory of Industrial Organization (1988)What Drives Bank Competition? Some International Evidence (2003)Distance and Private Information in Lending (2010)How does capital affect bank performance during financial crises? (2013)Testing For "Monopoly" Equilibrium (1987)Chapter 17 Empirical studies of industries with market power (1989)Bank Concentration and Competition: An Evolution in the Making (2004)Factors explaining the interest margin in the banking sectors of the European Union (2004)Bank competition and financial stability in Asia Pacific (2013)Lectures on macroeconomics (1990)Introduction to Multiple Time Series Analysis (1993)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Bank Interest Rate Pass-Through in the Euro Area: A Cross Country Comparison (2006)Competition, transmission and bank pricing policies: Evidence from Belgian loan and deposit markets (2006)Impact of bank competition on the interest rate pass-through in the euro area (2011)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Energy prices and aggregate economic activity: an interpretative survey (2002)Oil Price Shocks and the Macroeconomy: What Has Been Learned Since 1996 (2004)The Effect of Credit Market Competition on Lending Relationships (1995)The cost of market power in banking: Social welfare loss vs. cost inefficiency (2007)Cross-country comparisons of competition and pricing power in European banking (2008)Mergers and Acquisitions of Financial Institutions: A Review of the Post-2000 Literature (2009)Demand–Deposit Contracts and the Probability of Bank Runs (2005)Hazardous Times for Monetary Policy: What Do Twenty-Three Million Bank Loans Say About the Effects of Monetary Policy on Credit Risk-Taking? (2014)New Evidence on Asymmetric Gasoline Price Responses (2003)Asymmetric Price Transmission: A Survey (2004)Sticky Prices in the Euro Area: A Summary of New Micro-Evidence (2006)
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References

  • 1996Numerical distribution functions for unit root and cointegration tests3,119 cited
  • 1999Numerical distribution functions of likelihood ratio tests for cointegration2,028 cited
  • 1997Microeconomics of Banking1,623 cited
  • 2005Distance, Lending Relationships, and Competition1,570 cited
  • 1997Do Gasoline Prices Respond Asymmetrically to Crude Oil Price Changes?1,029 cited
  • 2002Competition, concentration and their relationship: An empirical analysis of the banking industry965 cited
  • 2000Prices Rise Faster than They Fall962 cited
  • 1992Market Structure and the Nature of Price Rigidity: Evidence from the Market for Consumer Deposits690 cited
  • 2002Bank concentration and retail interest rates416 cited
  • 2004Interest Rate Pass‐Through and Monetary Transmission: Evidence from Individual Financial Institutions' Retail Rates230 cited
  • 2009How do UK Banks React to Changing Central Bank Rates?50 cited
  • 2007Why do prices rise faster than they fall? With an application to mortgage rates37 cited
  • 2008Interest rate transmission in the UK: a comparative analysis across financial firms and products35 cited
  • 1992Deregulation of the European Banking Industry (1980-1991)32 cited

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2013
The pricing behaviour of Australian banks and building societies in the residential mortgage market
11 cited
  • 2013Corporate Investment Behaviour and Monetary Policy: Evidence from Firm-level Data for Malaysia11 cited