The impact of sovereign and credit risk on interest rate convergence in the euro area
Year of publication: |
2014
|
---|---|
Authors: | Arnold, Ivo J. M. ; Ewijk, Saskia van |
Publisher: |
Amsterdam : DNB |
Subject: | bank retail rates | σ-convergence | sovereign risk | credit risk | state space model | Kreditrisiko | Credit risk | Eurozone | Euro area | Länderrisiko | Country risk | EU-Staaten | EU countries | Zinsstruktur | Yield curve | Kreditwürdigkeit | Credit rating | Zustandsraummodell | State space model |
Extent: | 31 S. graph. Darst. |
---|---|
Series: | DNB working paper. - Amsterdam : DNB, ZDB-ID 2176464-5. - Vol. 425 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Arnold, Ivo J. M., (2014)
-
The determinants of sovereign bond yield spreads in the EMU
Afonso, António, (2012)
-
The influence of sovereign bond yields on bank lending rates: the pass-through in Europe
Eller, Markus, (2016)
- More ...
-
How bank business models drive interest margins : evidence from US bank-level data
Ewijk, Saskia van, (2013)
-
Sovereign risk and the relationship between deposit rates and deposit holdings in the euro area
Arnold, Ivo J. M., (2014)
-
How bank business models drive interest margins: Evidence from U.S. bank-level data
Ewijk, Saskia van, (2013)
- More ...