THE CYCLICALITY OF PRICE-COST MARGINS IN BANKING: AN EMPIRICAL ANALYSIS OF ITS DETERMINANTS

We study the determinants of the cyclical behavior of banks' price‐cost margins in the United States banking sector, using time series quarterly data for the period 1979–2005. We contribute to the literature by building an empirical model of the countercyclical behavior of these margins first d...

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Veröffentlicht in:	Economic inquiry 2011-01, Vol.49 (1), p.26-46
Hauptverfasser:	ALIAGA-DÍAZ, ROGER, OLIVERO, MARÍA PÍA
Format:	Artikel
Sprache:	eng
Schlagworte:	Analysis Bank liquidity Bank management Bank operations Bank regulation Banking industry Banking system Banks (Finance) Business cycles Commercial banks Credit risk Cyclical analysis Federal Reserve monetary policy Financial regulation Monetary policy Profit Risk management Stabilization Studies Time series U.S.A
Online-Zugang:	Volltext
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