This paper presents an error-correction model of the interest rate pass-through process based on a marginal cost pricing framework including switching and asymm
This paper investigates empirically the pass-through of money market interest rates to retail banking interest rates in Chile, the United States, Canada, Austra
The dynamic relationship between the key policy interest rate and different short-term lending and saving rates is analysed by measuring the pass-through proces
The nature of interest rate pass-through can determine the degree of competitiveness among banks and the soundness of the financial system. High speed of long r
More than two years ago the European Central Bank (ECB) adopted a negative interest rate policy (NIRP) to achieve its price stability objective. Negative intere
