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Using news-based government economic policy uncertainty (EPU) index of Baker et al. (2016) and bank-level data from 17 … with interest rates on bank gross loans. Specifically, a one standard deviation increase in EPU leads to 21.84 basis points … increase in average interest rates on bank gross loans. We conjecture the economic policy uncertainty boosts banks' loan prices …
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In this paper, we use a bank-level panel dataset to investigate the determinants of bank interest margins in the … extensions to assess the extent to which high spreads of banks in the CCA can be related to bank-specific variables, to … risk, bank size, bank diversification, banking sector competition, and macroeconomic policies; but the impact depends on …
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World Uncertainty Index (WUI) and using a bank-level dataset from 88 countries over the period 1998-2017, we find that … heightened economic uncertainty increases bank loan interest rates. Specifically, bank loan interest rates rise by 20.67 basis … that bank price in economic uncertainty is an important risk while setting interest rates on bank loans. …
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