Asymmetric behavior of Australia's Big-4 banks in the mortgage market
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- Holmes, Mark J. & Iregui, Ana María & Otero, Jesús, 2015.
"Interest rate pass through and asymmetries in retail deposit and lending rates: An analysis using data from Colombian banks,"
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More about this item
KeywordsMonetary policy; Mortgages; Interest rates; Asymmetric behavior; Australia;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- 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
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