Advanced Search
MyIDEAS: Login to save this article or follow this journal

Concentración bancaria y margen de las tasas de interés en Perú

Contents:

Author Info

  • 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.

Download Info

If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
File URL: http://www.bcrp.gob.pe/docs/Publicaciones/Revista-Estudios-Economicos/13/Estudios-Economicos-13-4.pdf
Download Restriction: no

Bibliographic Info

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

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

as in new window
Handle: RePEc:rbp:esteco:ree-13-04

Contact details of provider:
Postal: Jr. Miro Quesada 441, Lima
Phone: 427-6250 ext. 3841
Fax: 426-6125
Web page: http://www.bcrp.gob.pe
More information through EDIRC

Related research

Keywords:

References

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
as in new window
  1. Xavier Vives, 2001. "Oligopoly Pricing: Old Ideas and New Tools," MIT Press Books, The MIT Press, edition 1, volume 1, number 026272040x, December.
  2. Corvoisier, Sandrine & Gropp, Reint, 2001. "Bank Concentration and Retail Interest Rates," Working Paper Series 0072, European Central Bank.
  3. Asli Demirguc-Kunt & Luc Laeven & Ross Levine, 2003. "Regulations, Market Structure, Institutions, and the Cost of Financial Intermediation," NBER Working Papers 9890, National Bureau of Economic Research, Inc.
  4. Sam Peltzman, 1977. "The Gains and Losses From Industrial Concentration," NBER Working Papers 0163, National Bureau of Economic Research, Inc.
  5. Yeyati, Eduardo Levy & Micco, Alejandro, 2007. "Concentration and foreign penetration in Latin American banking sectors: Impact on competition and risk," Journal of Banking & Finance, Elsevier, vol. 31(6), pages 1633-1647, June.
  6. 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.
  7. 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.).
  8. David Neumark & Steven A. Sharpe, 1989. "Market structure and the nature of price rigidity: evidence from the market for consumer deposits," Finance and Economics Discussion Series 52, Board of Governors of the Federal Reserve System (U.S.).
  9. Paolo Angelini & Nicola Cetorelli, 2000. "Bank Competition and Regulatory Reform: The Case of the Italian Banking Industry," Temi di discussione (Economic working papers) 380, Bank of Italy, Economic Research and International Relations Area.
  10. Stijn Claessens & Luc Laeven, 2004. "What drives bank competition? Some international evidence," Proceedings, Federal Reserve Bank of Cleveland, pages 563-592.
  11. 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.
  12. 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.
  13. Levine, R., 2000. "Bank Concentration: Chile and International Comparisons," Papers 62, Cambridge - Risk, Information & Quantity Signals.
  14. 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.
Full references (including those not matched with items on IDEAS)

Citations

Lists

This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

Statistics

Access and download statistics

Corrections

When requesting a correction, please mention this item's handle: RePEc:rbp:esteco:ree-13-04. See general information about how to correct material in RePEc.

For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Departamento de Publicaciones Económicas).

If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

If references are entirely missing, you can add them using this form.

If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

Please note that corrections may take a couple of weeks to filter through the various RePEc services.