panel estimation techniques on a sample of commercial banks in Macedonia. Our results indicate that lending rates are mostly …This paper focuses on investigating the determinants of lending rates and interest rate spreads in Macedonia. In order … influenced by bank size and market share, and to a somewhat lesser extent by deposit rates and non-performing loans. In addition …

This paper analyzes the determinants of the interest rate of short-term unsecured loan inter-bank market (call) in …

We identify frictions in the market for liquidity as well as bank-specific and market-wide factors that affect the … prices that banks pay for liquidity, captured here by borrowing rates in repos with the central bank and benchmarked by the … overnight index swap. We have price data at the individual bank level and, unique to this paper, data on individual banks …

This paper examines the pass-through from the market interest to the rate charged on bank loans using aggregate data …

detailed bank-level data we show how Norwegian and Swedish banks' lending reacts to monetary policy surprises arising abroad …

Bilateral payment flows between banks may provide private information about a borrowing bank's liquidity position. This … paper analyses whether private information on the bilateral payment flow of central bank reserves foster peer monitoring or … to find a liquidity provider. I use data from Norges Bank's real time gross settlement system over the period 2012 to …

We investigate the effects of central bank liquidity and possible implicit government guarantees against default on …

differences. Eleven Austrian bank lending and deposit rates are utilized to illustrate the pass-through of impulses from monetary …