International funding cost and heterogeneous mortgage interest-rate pass-through : a bank-level analysis
Year of publication: |
2019
|
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Authors: | Quynh Chau Pham Holland ; Liu, Benjamin ; Roca, Eduardo |
Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 57.2019, 4, p. 1255-1289
|
Subject: | AMG models | Asymmetry | Bank mortgages | Cross-sectional dependence | Heterogeneity | Interest rate pass-through | Hypothek | Mortgage | Zins | Interest rate | Geldpolitische Transmission | Monetary transmission | Schätzung | Estimation | Theorie | Theory | Geldpolitik | Monetary policy | Bank |
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