Barbier de la Serre, A.; Frappa, S.; Montornès, J.; … - Banque de France - 2008
The present paper investigates the pass-through mechanism between market interest rates and bank interest rates using a … panel of French banks based on new ESCB harmonised bank interest rate statistics (MIR: Monetary Interest Rates). The data … two approaches: firstly a univariate approach for each bank and secondly a panel data approach. An evaluation of the …