Determinants of NMD Pass-Through Rates in Eurozone Countries
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More about this item
Keywords
Non-Maturing Deposits (NMD); pass-through rate; IRRBB;All these keywords.
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
NEP fields
This paper has been announced in the following NEP Reports:- NEP-EEC-2022-03-28 (European Economics)
- NEP-MAC-2022-03-28 (Macroeconomics)
- NEP-MON-2022-03-28 (Monetary Economics)
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