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Implications of shifting retail market shares for loan monitoring in a dominant-bank model

VanHoose, David D. - In: Scottish journal of political economy : the journal of … 60 (2013) 3, pp. 291-316

Persistent link: https://www.econbiz.de/10010207890

Deregulation and oligopolistic rivalry in bank deposit markets

VanHoose, David D. - In: Journal of banking & finance 12 (1988) 3, pp. 379-388

Persistent link: https://www.econbiz.de/10001060449

Deposit market deregulation, implicit deposit rates, and monetary policy

VanHoose, David D. - In: Atlantic economic journal : AEJ 16 (1988) 4, pp. 11-23

Persistent link: https://www.econbiz.de/10001064183

Imperfect competition in bank retail markets, deposit and loan rate dynamics, and incomplete pass through

Kopecky, Kenneth J.; VanHoose, David D. - In: Journal of money, credit and banking : JMCB 44 (2012) 6, pp. 1185-1205

Persistent link: https://www.econbiz.de/10009693656

Interest on reserves, unregulated interest on demand deposits, and optimal sweeping

Dutkowsky, Donald H.; VanHoose, David D. - In: Journal of macroeconomics 38 (2013) 2, pp. 192-202

Persistent link: https://www.econbiz.de/10010372018

Costs of adjustment, portfolio separation, and the dynamic behavior of bank loans and deposits

Elyasiani, Elyas - In: Journal of money, credit and banking : JMCB 27 (1995) 4, pp. 955-974

Persistent link: https://www.econbiz.de/10001194563

Real resource utilization in banking, economies of scope, and the relationship between retail loans and deposits

Dia, Enzo; VanHoose, David D. - In: Economics letters 177 (2019), pp. 39-42

Persistent link: https://www.econbiz.de/10012121490

Unconventional-policy spillovers of U.S. interest on reserves within global Dollar-denominated retail loan and deposit markets

Dia, Enzo; VanHoose, David D. - 2022

Persistent link: https://www.econbiz.de/10014248178

Costs of Adjustment, Portfolio Separation, and the Dynamic Behavior of Bank Loans and Deposits

Elyasiani, Elyas - 2016

In this paper we develop a model of the banking firm that enables us to test for portfolio separation. Our theoretical model generalizes existing intertemporal adjustment-cost models by assuming that these costs coexist simultaneously on both sides of the bank's balance sheet. The optimal...

Persistent link: https://www.econbiz.de/10013006308