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Retail bank interest rate pass-through in the euro area : an empirical survey

Andriesa, Natalia; Billon, Steve - In: Economic systems 40 (2016) 1, pp. 170-194

Persistent link: https://www.econbiz.de/10011668278

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

This paper empirically examines the pass-through of the Central Bank of Nigeria policy rate to commercial banks' retail rates. The study covers the pre-liberalization (1962M01-1987M07) and post-liberalization (1987M08-2020M09) periods, and em- plys asymmetric cointegration and error-correction...

Persistent link: https://www.econbiz.de/10014282089

The impact of interest rate transmission channel on the prices development in the Eurozone countries

Durcova, Julia - In: Montenegrin journal of economics 17 (2021) 2, pp. 23-35

Persistent link: https://www.econbiz.de/10012604821

Heterogeneous effects in the international transmission of the US monetary policy : a factor-augmented VAR perspective

Evgenidis, Anastasios; Philippas, Dionisis; … - In: Empirical economics : a journal of the Institute for … 56 (2019) 5, pp. 1549-1579

Persistent link: https://www.econbiz.de/10012052207

Asymmetric interest rate pass-through in the U.S., the U.K. and Australia : new evidence from selected individual banks

Apergēs, Nikolaos; Cooray, Arusha - In: Journal of macroeconomics 45 (2015), pp. 155-172

Persistent link: https://www.econbiz.de/10011577877

Financial shocks, credit spreads, and the international credit channel

Cesa-Bianchi, Ambrogio; Sokol, Andrej - In: Journal of international economics 135 (2022), pp. 1-18

Persistent link: https://www.econbiz.de/10013399904

Stock market evidence on the international transmission channels of US monetary policy surprises

Maurer, Tim D.; Nitschka, Thomas - In: Journal of international money and finance 136 (2023), pp. 1-13

Persistent link: https://www.econbiz.de/10014332348

Measuring the channels of monetary policy transmission : a factor-augmented vector autoregressive (FAVAR) approach

Senbet, Dawit - In: Journal of central banking theory and practice 5 (2016) 2, pp. 5-40

Persistent link: https://www.econbiz.de/10011570080

International transmission of conventional and unconventional monetary policy and financial stress shocks from the euro area to Russia

Dajčman, Silvo; Kavkler, Alenka; Merzlyakov, Sergey; … - In: Journal of central banking theory and practice 11 (2022) 1, pp. 227-247

trade balance. The contractionary euro area monetary policy shock decreases Russian GDP, leads to real appreciation of the …

Persistent link: https://www.econbiz.de/10012806005

Time-varying price shock transmission and volatility spillover in foreign exchange, bond, equity, and commodity markets : evidence from the United States

Tian, Shuairu; Hamori, Shigeyuki - In: The North American journal of economics and finance : a … 38 (2016), pp. 163-171

Persistent link: https://www.econbiz.de/10011673355