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Monetary policy transmission to mortgages in a negative interest rate environment
Amzallag, Adrien; Calza, Alessandro; Georgarakos, Dimitris - 2019
behaviour of Italian mortgage lenders using a novel loan-level dataset. When policy rates turn negative, banks with higher …
Persistent link: https://www.econbiz.de/10011975610
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Mortgage lending, monetary policy, and prudential measures in small euro-area economies : evidence from Ireland and the Netherlands
Everett, Mary; Haan, Jakob de; Jansen, David-Jan; … - 2019
Persistent link: https://www.econbiz.de/10012132891
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Modelling bank lending in the euro area : a nonlinear approach
Gambacorta, Leonardo; Rossi, Carlotta - In: Applied financial economics 20 (2010) 13/15, pp. 1099-1112
Persistent link: https://www.econbiz.de/10009010302
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Modelling bank lending in the euro area : a non.-linear approach
Gambacorta, Leonardo - 2008
Persistent link: https://www.econbiz.de/10013443404
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Interest rate pass-through in Nigeria : an asymmetric cointegration approach
Alhaji Jibrilla, Aliyu; Balami, Dahiru H. - In: CBN journal of applied statistics 13 (2022) 1, pp. 123-162
- plys asymmetric cointegration and error-correction modelling approach. The empir- ical results indicate that the pass … threshold cointegration tests for the two sample periods exhibit asymmetric behaviour. The retail loan/lending rate adjustment …
Persistent link: https://www.econbiz.de/10014282089
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Determinants of lending activity in the Euro area
Behrendt, Stefan - 2016
Empirical estimations of the drivers for loan extension mainly apply the outstanding stock of bank credit as the dependent variable. This paper picks up the critique of Behrendt (2016), namely that such estimations may lead to misleading results, as the change of the stock is not only driven by...
Persistent link: https://www.econbiz.de/10011562650
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An assessment of house loans cointegration with macro variables in selected euro zone countries
Kupčinskas, Kazys; Paškevičius, Arvydas - In: Mokslo darbai / Vilniaus Universitetas 99 (2020) 2, pp. 39-58
in Germany, France, Spain and Italy from the year 2003 to 2018. We look for the cointegration and causality relationship …
Persistent link: https://www.econbiz.de/10012318168
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Modeling transmissions of volatility shocks : application to CDS spreads during the euro area sovereign crisis
Bellalah, Makram; Bellalah, Mondher; Boussada, Haifa - In: International journal of business 21 (2016) 1, pp. 1-25
Persistent link: https://www.econbiz.de/10011457828
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Is a monetary union feasible for latin america? : evidence from real effective exchange rates and interests rate pass-through levels
McKnight, Stephen; Robles Sánchez, Marco - In: Estudios económicos 29 (2014) 2, pp. 225-262
Persistent link: https://www.econbiz.de/10011521949
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A bank lending channel that is working via housing or via consumer loans? : evidence from Europe
Papadamou, Stefanos; Arvanitis, Vaggelis; Siriopoulos, … - In: Bulletin of applied economics 1 (2014) 1, pp. 15-34
Persistent link: https://www.econbiz.de/10010509742