Abstract
This paper employs individual bank data to analyze interest rate pass-through from money market rates to bank deposit and lending rates. First the speed and completeness of interest rate adjustment is assessed. As the sample covers the period prior to and after the outbreak of the financial crisis, some comparisons of the interest rate transmission process in these periods are made. The influence of individual bank characteristics (e.g., size, liquidity, strength of deposit base, quality of credit portfolio) on features of the interest rate transmission is also examined.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
