Interest Rate Pass-Through – Die Weitergabe von Leitzinserhöhungen und -senkungen durch die Kreditinstitute

Durch die globale Finanzmarktkrise wurden in letzter Zeit, zur Vorbeugung von Liquiditätskrisen („Kreditklemme“), die Leitzinsen von den Zentralbanken auf historische Tiefstände gesenkt. Durch diese Maßnahme sollen sich Banken leichter am Geldmarkt refinanzieren können und eine Ausweitung der Finanzmarktkrise zu einer lang anhaltenden Rezession so vermieden werden. Entscheidend für diese geldpolitische Gegenmaßnahme ist die Geschwindigkeit, mit der die Kreditinstitute den Geldmarktimpuls der Zentralbanken an ihre Kunden durch Zinssenkungen weitergeben (= Interest Rate Pass-Through).
Neben dem Euroraum werden in dieser Literaturübersicht auch weitere internationale Fallstudien aufgelistet.

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The interest rate pass-through in German banking groups / by Hiltrud Nehls.

Retail bank interest rate pass-through : new evidence at the euro area level / by Gabe de Bondt.

Structural breaks in the lending interest rate pass-through and the euro / Giuseppe Marotta.

Impact of bank competition on the interest rate pass-through in the euro area / M. van Leuvensteijn, C. Kok Sørensen, J. A. Bikker and A. A. R. J. M. van Rixtel.

Integration benefits on EU retail credit markets – evidence from interest rate pass-through / Friedrich Heinemann; Martin Schüler.

Interest rate pass-through in new EU member states : the case of the Czech Republic, Hungary and Poland / by: Jesús Crespo-Cuaresma ….

Financial structure and its impact on the convergence of interest rate pass-through in Europe : a time-varying interest rate pass-through model / Wolfgang Schwarzbauer.

Convergence in euro-zone retail banking? : What interest rate pass-through tells us about monetary policy transmission, competition and integration / Harald Sander; Stefanie Kleimeier.

Expected versus unexpected monetary policy impulses and interest rate pass-through in euro-zone retail banking markets / Stefanie Kleimeier; Harald Sander.

Money market uncertainty and retail interest rate fluctuations : a cross-country comparison / by Burkhard Raunig and Johann Scharler.

Interest rate pass-through and monetary transmission : evidence from individual financial institutions’ retail rates / by Boris Hofmann and Paul Mizen.

Convergence of interest rate pass-through in a wider euro zone? / Harald Sander; Stefanie Kleimeier.

Die Zinsweitergabe österreichischer Banken : Auswirkungen der Finanzkrise / Clemens Jobst; Claudia Kwapil.

Retail interest rate pass-through : the Irish experience / by Don Bredin, Trevor Fitzpatrick and Gerard O’Reilly.

Monetary policy stabilisation, changes in the banking system and interest rate pass-through : the Czech Republic 1999 – 2006 / Karel Bruna.

Kundenzinssätze trotz unverändertem EZB-Leitzinssatz volatil : Entwicklung der Kundenzinssätze der Banken im ersten Halbjahr 2008 / Gunther Swoboda.

Retail interest rate pass-through in Austria / Johann Burgstaller.

Interest rate pass-through in Central and Eastern Europe : reborn from ashes merely to pass away? / Jesús Crespo-Cuaresma; Balázs Égert; Thomas Reininger.

Open economy codenpendence : US monetary policy and interest rate pass-through / John C. Bluedorn & Christopher Bowdler.

Financial integration amongst the SACU countries : evidence from interest rate pass-through analysis / M. J. Aziakpono.

Interest rate pass-through in the Common Monetary Area of the SACU countries / Harald Sander and Stefanie Kleimeier.

Interest rate pass-through, monetary policy rules and macroeconomic stability / Claudia Kwapil and Johann Scharler.

Bank interest rate pass-through in the euro area : a cross country comparison / by Christoffer Kok Sørensen and Thomas Werner.
The present paper investigates the pass-through between market interest rates and bank interest rates in the euro area. Compared to the large interest rate pass-through literature the paper mainly improves upon two points. First, a novel data set, partially based on new harmonised ECB bank interest rate statistics is used. Moreover, the market rates are selected in a way to match the maturities of bank and market rates using information provided by the new statistics. Secondly, new panel-econometric methods are applied to test for heterogeneity in the pass-through process. The paper shows a large heterogeneity in the pass-through of market rates to bank rates between euro area countries and finally possible explanations of the heterogeneity are discussed

Interest rate pass-through in Pakistan : evidence from transfer function approach / Abdul Qayyum, Sajawal Khan, and Idrees Khawaja.

Bank lending, housing and spreads / Aqib Aslam; Emiliano Santoro.

  • (01 Nov. 2008) Discussion papers / Department of Economics, University of Copenhagen ; 08,27 Volltext prüfen & bestellen Online-Ressource, 51 S. = 463 KB, Text.

Interest rate pass-through estimates from vector autoregressive models / by Johann Burgstaller.

Interest rate pass through and asymmetric adjustment : evidence from the federal funds rate operating target period / James E. Payne and George A. Waters.

Interest rate pass-through : empirical results for the euro area / Gabe J. de Bondt.

Optimal monetary policy with incomplete interest rate pass-through / Teruyoshi Kobayashi.

Interest rate pass-through and financial crises : do switching regimes matter? : The case of Argentina / Alberto Humala.

Interest rate pass-through in an enlarged Europe : the role of banking market structure for monetary policy transmission in transition countries / Stefanie Kleimeier, Harald Sander.

Interest rate pass-through in Romania and other central European economies / prep. by Alexander Tieman.

Retail bank interest rate pass-through : is Chile atypical? / Prep. by Marco A. Espinosa-Vega and Alessandro Rebucci.

Interest rate pass-through in Turkey / Halil çIbrahim Ayd¸n.

Monetary policy transparency and pass-through of retail interest rates / Ming-hua Liu; Dimitri Margaritis; Alireza Tourani-Rad.

Impact of financial market developments on the monetary transmission mechanism / Sukudhew Singh; Ahmad Razi; Norhana Endut and Helmi Ramlee.

Interest rate pass-through in Colombia : a micro-banking perspective / Rocío Betancourt.

Econometric analysis of interest rate pass-through / Steven Cook.

Wesentliches Schlagwort: Geldpolitik Wikipedia eyePlorer GVK-Suche ZBW-Suche

Wesentliches Schlagwort: Interest Rate Pass-Through Wikipedia eyePlorer GVK-Suche ZBW-Suche

Wesentliches Schlagwort: Transmissionsmechanismus Wikipedia eyePlorer GVK-Suche ZBW-Suche

Wesentliches Schlagwort: Zins Wikipedia eyePlorer GVK-Suche ZBW-Suche

Wesentliche Person: Stefanie Kleimeier GScholar-Suche GVK-Suche Weltkatalog-Suche

Wesentliche Person: Harald Sander GScholar-Suche GVK-Suche Weltkatalog-Suche

Wesentliche Person: Johann Scharler GScholar-Suche GVK-Suche Weltkatalog-Suche

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