Showing 1 - 4 of 4
monetary policy. The asymmetry of the effects is captured by allowing for state-dependent parameters where the latent state …
Persistent link: https://www.econbiz.de/10010727727
This paper investigates both cross-sectional asymmetry (related to bank-speci.c characteristics like size and liquidity … monetary policy. The first type of asymmetry is accounted for by including interaction terms, and the second type is captured …-sectional asymmetry. JEL classification: C11, C23, E51 …
Persistent link: https://www.econbiz.de/10010727765
monetary policy. The asymmetry of the effects is captured by allowing for state-dependent parameters where the latent state …
Persistent link: https://www.econbiz.de/10005802627
This paper investigates both cross-sectional asymmetry (related to bank-speci.c characteristics like size and liquidity … monetary policy. The first type of asymmetry is accounted for by including interaction terms, and the second type is captured …-sectional asymmetry. …
Persistent link: https://www.econbiz.de/10005273258