Similar Search Results

Dynamics and synchronization of global equilibrium interest rates

Beyer, Robert; Milivojevic, Lazar - 2020

model and estimation strategy that decompose ex ante real interest rates into a permanent and transitory component even with … short samples and high volatility. This is done with an unobserved component local level stochastic volatility model, which …

Persistent link: https://www.econbiz.de/10012434499

Crises, capital controls and financial integration

Levy Yeyati, Eduardo (contributor); … - 2008

international ones induced by capital controls. Crises affect financial integration by generating more volatility in the cross …

Persistent link: https://www.econbiz.de/10003771259

Integration and price transmission in key food commodity markets in India

Boffa, Mauro; Varela, Gonzalo - 2019

This paper examines patterns of market integration for food commodities in India. First, it tests the extent of domestic spatial market integration for retail and wholesale markets in 2006-14 and 2008-15, respectively, and looks at patterns of price transmission of shocks from international...

Persistent link: https://www.econbiz.de/10012008011

Bank lending rates and spreads in EMDEs : evolution, drivers, and policies

Feyen, Erik; Zuccardi Huertas, Igor Esteban - 2020

This paper analyzes the main trends and patterns of nominal lending interest rates and lending-deposit interest rate spreads in emerging markets and developing economies. Using data from 140 emerging markets and developing economies, analysis shows that nominal lending rates and spreads declined...

Persistent link: https://www.econbiz.de/10012296902