Imperfect Competition in Bank Retail Markets, Deposit and Loan Rate Dynamics, and Incomplete Pass Through

This paper examines determinants of pass through from the market interest rate to bank retail deposit and loan rates. A dynamic adjustment cost model with imperfect competition implies that these rates depend on own lagged values and on lagged, current, and expected future values of the security rat...

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Veröffentlicht in:	Journal of money, credit and banking credit and banking, 2012-09, Vol.44 (6), p.1185-1205
Hauptverfasser:	KOPECKY, KENNETH J., VAN HOOSE, DAVID D.
Format:	Artikel
Sprache:	eng
Schlagworte:	Bank credit Bank deposits Bank loans bank market structure Bank markets Bank rates bank retail rate dynamics Banking system Credit market Deposit rates G21 Imperfect competition Interest rates Loan rates Market competition Market structure Pass through entities pass through to retail rates Retail banking Retaliation Studies
Online-Zugang:	Volltext
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