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Concentración bancaria y margen de las tasas de interés en Perú

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  • Espino, Freddy
  • Carrera, César

Abstract

En este trabajo se mide el efecto de la Concentración Bancaria sobre el margen de las tasas de interés en el sistema bancario peruano durante el periodo 1995 - 2004, mediante un modelo de datos de panel lineales no balanceado, considerando los problemas de autocorrelación (Baltagi y Wu 1999), bajo el paradigma Estructura - Conducta - Resultado. Encontramos que existe una relación directa y estadísticamente significativa, no obstante la magnitud del efecto no es considerable. Distinguiendo por tipo de moneda, hallamos que el efecto se mantiene para el caso del margen de las tasas de interés en moneda extranjera, pero no para el caso de moneda nacional, lo cual indicaría que hay mayor competencia en este último caso.

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File URL: http://www.bcrp.gob.pe/docs/Publicaciones/Revista-Estudios-Economicos/13/Estudios-Economicos-13-4.pdf
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Bibliographic Info

Article provided by Banco Central de Reserva del Perú in its journal Revista Estudios Económicos.

Volume (Year): (2006)
Issue (Month): 13 ()
Pages:

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Handle: RePEc:rbp:esteco:ree-13-04

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  1. Reint Gropp & Sandrine Corvoisier, 2001. "Bank concentration and retail interest rates," Working Paper Series 072, European Central Bank.
  2. Levine, R., 2000. "Bank Concentration: Chile and International Comparisons," Papers 62, Cambridge - Risk, Information & Quantity Signals.
  3. Claessens, Stijn & Laeven, Luc, 2004. "What Drives Bank Competition? Some International Evidence," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 36(3), pages 563-83, June.
  4. Asli Demirgüç-Kunt & Luc Laeven & Ross Levine, 2004. "Regulations, market structure, institutions, and the cost of financial intermediation," Proceedings, Federal Reserve Bank of Cleveland, pages 593-626.
  5. Allen N. Berger & Timothy H. Hannan, 1987. "The price-concentration relationship in banking," Research Papers in Banking and Financial Economics 100, Board of Governors of the Federal Reserve System (U.S.).
  6. Nicola Cetorelli & Paolo Angelini, 1999. "Bank competition and regulatory reform: the case of the Italian banking industry," Working Paper Series WP-99-32, Federal Reserve Bank of Chicago.
  7. Baumol, William J, 1982. "Contestable Markets: An Uprising in the Theory of Industry Structure," American Economic Review, American Economic Association, vol. 72(1), pages 1-15, March.
  8. Eduardo Levy Yeyati & Alejandro Micco, 2003. "Concentration and Foreign Penetration in Latin American Banking Sectors: Impact on Competition and Risk," Business School Working Papers cinco, Universidad Torcuato Di Tella.
  9. Peltzman, Sam, 1977. "The Gains and Losses from Industrial Concentration," Journal of Law and Economics, University of Chicago Press, vol. 20(2), pages 229-63, October.
  10. Beck, T.H.L. & Demirgüç-Kunt, A. & Maksimovic, V., 2004. "Bank competition and access to finance," Open Access publications from Tilburg University urn:nbn:nl:ui:12-3125507, Tilburg University.
  11. Neumark, David & Sharpe, Steven A, 1992. "Market Structure and the Nature of Price Rigidity: Evidence from the Market for Consumer Deposits," The Quarterly Journal of Economics, MIT Press, vol. 107(2), pages 657-80, May.
  12. Baltagi, Badi H. & Wu, Ping X., 1999. "Unequally Spaced Panel Data Regressions With Ar(1) Disturbances," Econometric Theory, Cambridge University Press, vol. 15(06), pages 814-823, December.
  13. Jonathan A. Neuberger & Gary C. Zimmerman, 1990. "Bank pricing of retail deposit accounts and "the California rate mystery"," Economic Review, Federal Reserve Bank of San Francisco, issue Spr, pages 3-16.
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