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

N Andries, S Billon - Economic Systems, 2016 - Elsevier
This paper surveys the empirical literature on the retail bank interest rate pass-through in the
euro area countries. We provide an in-depth discussion of the econometric issues …

Mending the broken link: Heterogeneous bank lending rates and monetary policy pass-through

C Altavilla, F Canova, M Ciccarelli - Journal of Monetary Economics, 2020 - Elsevier
We analyse the pass-through of monetary policy measures to lending rates to households
and firms in the euro area using novel bank-level datasets. Banks' characteristics such as …

The interest rate pass-through in the euro area during the sovereign debt crisis

J Von Borstel, S Eickmeier, L Krippner - Journal of International Money and …, 2016 - Elsevier
We investigate the pass-through of monetary policy to bank lending rates in the euro area
during the sovereign debt crisis, in comparison to the pre-crisis period. We make the …

The real effects of relationship lending✰

RN Banerjee, L Gambacorta, E Sette - Journal of Financial Intermediation, 2021 - Elsevier
This paper studies the real effects of relationship lending on firm activity in Italy following
Lehman Brothers' default shock and Europe's sovereign debt crisis, two different crisis …

Interest rate pass-through in the euro area: Financial fragmentation, balance sheet policies and negative rates

R Horvath, J Kotlebova, M Siranova - Journal of Financial Stability, 2018 - Elsevier
We examine interest rate pass-through in the euro area over the 2008–2016 period and
investigate the effects of financial market fragmentation, European Central Bank balance …

Bank efficiency and interest rate pass-through: Evidence from Czech loan products

T Havranek, Z Irsova, J Lesanovska - Economic Modelling, 2016 - Elsevier
An important component of monetary policy transmission is the pass-through from financial
market interest rates, directly influenced or targeted by central banks, to the rates that banks …

Interest rate pass-through since the euro area crisis

S Holton, CR d'Acri - Journal of Banking & Finance, 2018 - Elsevier
The financial crisis has been characterised by fragmentation in the transmission of monetary
policy, as reflected in the high dispersion in interest rates on bank loans to euro area firms …

[PDF][PDF] The development of bank profitability in Denmark, Sweden and Switzerland during a period of ultra-low and negative interest rates

T Scheiber, M Silgoner, C Stern - Focus on European Economic …, 2016 - oenb.at
In June 2014, the ECB decided to lower its interest rate on the deposit facility for the first time
to below zero with the aim of countering deflation risks. Negative central bank interest rates …

Interest rate pass-through in Euro Area mortgage markets: The long shadow of the great financial crisis

P Egan, K McQuinn - CESifo Economic Studies, 2023 - academic.oup.com
The tightening of monetary policy in response to the recently observed surge in inflation has
focussed attention on the potential impact of changes in policy rates on European mortgage …

The positive side of bank wealth management products: Evidence from bank lending rate

Z Wang, H Zhao, L Li - Journal of Financial Stability, 2022 - Elsevier
The systemic risk and negative social impacts from bank-issued wealth management
products (WMPs) are well studied by scholars and practitioners in China. Using hand …