Similar Search Results

Bank interest rate margins in a negative interest rate environment

Freriks, Jorien; Kakes, Jan - 2021

Persistent link: https://www.econbiz.de/10012591181

The asymmetric impact of the pandemic crisis on interest rates on public debt in the Eurozone

Carnazza, Giovanni; Liberati, Paolo - In: Journal of policy modeling : JPMOD ; a social science … 43 (2021) 3, pp. 521-542

Persistent link: https://www.econbiz.de/10012880120

A global monetary policy factor in sovereign bond yields

Malliaropulos, Dimitris; Migiakis, Petros - 2022

Persistent link: https://www.econbiz.de/10013335884

The effect of banking sector reforms on interest rate spread : evidence from Ghana

Azumah, Cornelius Yao; Owusu-Ansah, Anthony; Amewu, Godfred - In: Cogent economics & finance 11 (2023) 1, pp. 1-14

examines the effect of banking sector reforms on bank interest rate spread in Ghana over the period 2008-2020, using an … unbalanced panel-data dynamic-equation regression model. The findings reveal that bank size, profitability, gross domestic … product, and inflation rate significantly influence Ghana's bank interest rate spread. Results also suggest that these factors …

Persistent link: https://www.econbiz.de/10014500635

Analyzing interest rate risk : stochastic volatility in the term structure of government bond yields

Hautsch, Nikolaus; Ou, Yangguoyi - 2009

We propose a Nelson-Siegel type interest rate term structure model where the underlying yield factors follow autoregressive processes with stochastic volatility. The factor volatilities parsimoniously capture risk inherent to the term structure and are associated with the time-varying...