Narrow search
Showing 1 - 10 of 25,535
Cover Image
Interest rate pass-through in the EMU – New evidence from nonlinear cointegration techniques for fully harmonized data
Belke, Ansgar; Beckmann, Joscha; Verheyen, Florian - In: Journal of International Money and Finance 37 (2013) C, pp. 1-24
countries of the European Monetary Union (EMU) between 2003 and 2011 based on fully harmonized data. We first test for a …
Persistent link: https://www.econbiz.de/10010709330
Cover Image
Interest Rate Pass-Through in the EMU – New Evidence from Nonlinear Cointegration Techniques for Fully Harmonized Data
Belke, Ansgar; Beckmann, Joscha; Verheyen, Florian - Rheinisch-Westfälisches Institut für … - 2012
the European Monetary Union. Applying different cointegration techniques, we first test for a long-run relationship …
Persistent link: https://www.econbiz.de/10010558558
Cover Image
Interest Rate Pass-through in the EMU: New Evidence from Nonlinear Cointegration Techniques for Fully Harmonized Data
Belke, Ansgar; Beckmann, Joscha; Verheyen, Florian - DIW Berlin (Deutsches Institut für Wirtschaftsforschung) - 2012
the European Monetary Union. Applying different cointegration techniques, we first test for a long-run relationship …
Persistent link: https://www.econbiz.de/10010601626
Cover Image
Interest Rate Pass-Through in the EMU – New Evidence from Nonlinear Cointegration Techniques for Fully Harmonized Data*
Belke, Ansgar; Beckmann, Joscha; Verheyen, Florian - ROME Network - 2012
countries of the European Monetary Union. Applying a variety of cointegration techniques, we first test for a long …
Persistent link: https://www.econbiz.de/10010826283
Cover Image
How Related are Interbank and Lending Interest Rates? Evidence on Selected European Union Countries
HERYÁN, Tomáš; STAVÁREK, Daniel - In: European Financial and Accounting Journal 2010 (2010) 3, pp. 42-55
January 2004 to March 2010. Using Johansen cointegration and Granger causality tests on monthly data we investigate long …
Persistent link: https://www.econbiz.de/10011195305
Cover Image
Is a monetary union feasible for Latin America? Evidence from real effective exchange rates and interest rate pass-through levels
McKnight, Stephen; Sánchez, Marco Robles - In: Estudios Económicos 29 (2014) 2, pp. 225-262
This paper assesses the feasibility of forming a common currency in Latin America. First, we examine the cointegration …
Persistent link: https://www.econbiz.de/10010938032
Cover Image
How related are interbank and lending interest rates? Evidence on selected EU countries
Heryan, Tomas; Stavarek, Daniel - Volkswirtschaftliche Fakultät, … - 2010
January 2004 to March 2010. Using Johansen cointegration and Granger causality tests on monthly data we investigate long …
Persistent link: https://www.econbiz.de/10008765074
Cover Image
Expected and Unexpected Impulses of Monetary Policy on the Interest Pass-Through Mechanism in Asian Countries
Wang, Kuan-Min - In: Annals of Economics and Finance 11 (2010) 1, pp. 95-137
numerous factors such as the major explanatory power of the error correction term over the conditional mean of cointegration …, structural breaks, and interest risk. The empirical results indicate that, first; the asymmetric cointegration relation exists in …
Persistent link: https://www.econbiz.de/10010554857
Cover Image
Crédito, Exceso de Toma de Riesgo, Costo del Crédito y Ciclo Económico en Chile
Garcia, Carlos; Sagner, Andrés - ILADES, Facultad de Economía y Negocios - 2011
This paper studies the interaction between the business cycle and the credit market. A first result is that the business cycle has procyclical effects on different types of credit (i.e., consumer, commercial and mortgage loans). The results area obtained through the identification of structural...
Persistent link: https://www.econbiz.de/10010553255
Cover Image
Who was in the driving seat in Europe during the nineties, International financial markets or the BUBA?
Hammersland, Roger - Norges Bank - 2004
The purpose of this paper is to reexamine empirically the relationship between long-term interest rates in well integrated ?nancial markets. The analysis focuses on long-term interest rates in the US and Germany and has been carried out within the framework of a ?ve dimensional VAR for the...
Persistent link: https://www.econbiz.de/10005063083