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US stock market sensitivity to interest and inflation rates : a quantile regression approach
Jareño, Francisco; Ferrer, Román; Miroslavova, Stanislava - In: Applied economics 48 (2016) 25/27, pp. 2469-2481
Persistent link: https://www.econbiz.de/10011591154
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Locally stationary quantile regression for inflation and interest rates
Xu, Zhuying; Kim, Seonjin; Zhao, Zhibiao - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 2, pp. 838-851
Persistent link: https://www.econbiz.de/10013534562
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Determinants of mortgage pricing : a quantile regression analysis
Al-Bahrani, Abdullah; Su, Qing - In: Journal of housing economics 30 (2015), pp. 77-85
Persistent link: https://www.econbiz.de/10011565826
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Consumer loan rate dispersion and the role of competition : evidence from the Turkish banking sector
Baziki, Selva Bahar; Kılıç, Yavuz; Yılmaz, Muhammed … - 2021
Persistent link: https://www.econbiz.de/10013170201
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Evaluating survey-based forecasts of interest rates and macroeconomic variables
Fassas, Athanasios; Papadamou, Stephanos; Kenourgios, … - In: Journal of economic studies 49 (2022) 1, pp. 140-158
Persistent link: https://www.econbiz.de/10012798612
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Co-holding behaviour : unlocking the puzzle
Białowolski, Piotr; Cwynar, Andrzej; … - In: Applied economics letters 29 (2022) 4, pp. 333-337
Persistent link: https://www.econbiz.de/10012803536
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Consumer loan rate dispersion and the role of competition : evidence from Turkish banking industry
Baziki, Selva Bahar; Kılıç, Yavuz; Yılmaz, Muhammed … - In: Central Bank review / Central Bank of the Republic of Turkey 22 (2022) 1, pp. 27-47
This paper investigates the degree of dispersion in the loan pricing of commercial banks and its association with competitive conditions in the banking industry of a large emerging economy. To quantify the lending rate variability in consumer loans, we utilize a new indexation mechanism...
Persistent link: https://www.econbiz.de/10013269368
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Dynamic linkages between US and Eurodollar interest rates : new evidence from causality in quantiles
Tah, Kenneth A.; Ngene, Geoffrey - In: Journal of economics and finance : JEF 45 (2021) 1, pp. 200-210
Persistent link: https://www.econbiz.de/10012416634
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Does Shariah compliance make interest rate sensitivity of Islamic equities lower? : an industry level analysis under different market states
Umar, Zaghum; Shahzad, Syed Jawad Hussain; Ferrer, Román; … - In: Applied economics 50 (2018) 42, pp. 4500-4521
Persistent link: https://www.econbiz.de/10012061195
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Extension of the Fama and French model : a study of the largest European financial institutions
Jareño, Francisco; González Pérez, María de la O; … - In: International economics : a journal published by CEPII … 164 (2020), pp. 115-139
Persistent link: https://www.econbiz.de/10014515239