Interest rate pass through and asymmetries in retail deposit and lending rates: An analysis using data from Colombian banks

Using a sample of Colombian banks, we examine retail interest rate adjustment in response to changes in wholesale interest rates. Interest rate pass through running from wholesale to retail rates is found to be both partial and heterogeneous across banks. This suggests that the effectiveness of mone...

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Autores:

Tipo de recurso:

Fecha de publicación:

2015

Institución:

Universidad del Rosario

Repositorio:

Repositorio EdocUR - U. Rosario

Idioma:

eng

OAI Identifier:

oai:repository.urosario.edu.co:10336/23889

Acceso en línea:

https://doi.org/10.1016/j.econmod.2015.04.015
https://repository.urosario.edu.co/handle/10336/23889

Palabra clave:

Asymmetries
Interest rate pass-through
M/TAR model

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