cointegration vector that links bank-specific lending rates, deposit rates, the 3-month Euribor, and the ECB Deposit Facility Rate …. This is linked to an Austrian Supreme Court decision mandating the transmission of negative reference rates to bank …-specific lending rates, potentially affecting cointegration with the 3-month Euribor. Our findings show a significant spread reduction …

a cointegration vector that links bank-specific lending rates, deposit rates, the 3-month Euribor, and the ECB Deposit … Euribor. This is linked to an Austrian Supreme Court decision mandating the transmission of negative reference rates to bank …-specific lending rates, potentially affecting cointegration with the 3-month Euribor. Our findings show a significant spread reduction …

Exploiting confidential data on individual German bank balance-sheets, I analyse what characterises a bank that opts to …

-run supply of bank credit. As U.S. bond rates have fallen, the pass-through of monetary shocks to loan and deposit rates has … weakened while the spread on U.S. bank loans has risen. I build a model in which banks earn deposit and loan spreads, deposits … dampened at low rates, because deposit spreads act as a better hedge for bank equity against unexpected monetary shocks. In the …

how the transmission depends on bank balance sheets, and how this changes once policy rates become negative. We review the …

Using administrative data on deposits and loans of every Norwegian with every Norwegian bank, we show that an existing … deposit account makes a household more likely to hold deposits at the same bank later despite better alternatives and more …