References

• 2001Bounds testing approaches to the analysis of level relationships20,339 cited
• 1981Credit Rationing in Markets with Imperfect Information12,762 cited
• 2005Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy5,868 cited
• 2014Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework3,694 cited
• 1997Commercial bank net interest margins, default risk, interest-rate risk, and off-balance sheet banking893 cited
• 2014Festschrift in Honor of Peter Schmidt579 cited
• 2005Interest Rate Pass-Through: Empirical Results for the Euro Area336 cited
• 2003Financial Structure and the Interest Rate Channel of ECB Monetary Policy331 cited
• 1997On the determinants of bank interest margins under credit and interest rate risks318 cited
• 2004Convergence in euro-zone retail banking? What interest rate pass-through tells us about monetary policy transmission, competition and integration285 cited
• 2003Retail Bank Interest Rate Pass-Through: New Evidence at the Euro Area Level207 cited
• 2005The Response of Short-Term Bank Lending Rates to Policy Rates: A Cross-Country Perspective200 cited
• 1985A Markup Theory of Bank Loan Rates141 cited
• 2017Have Your Cake and Eat It Too? Cointegration and Dynamic Inference from Autoregressive Distributed Lag Models