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Bank spread with uncertain deposit level and risk aversion

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  • Zarruk, Emilio R.

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  • Zarruk, Emilio R., 1989. "Bank spread with uncertain deposit level and risk aversion," Journal of Banking & Finance, Elsevier, vol. 13(6), pages 797-810, December.
  • Handle: RePEc:eee:jbfina:v:13:y:1989:i:6:p:797-810
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    Cited by:

    1. repec:eme:csefzz:s1569-375920140000096013 is not listed on IDEAS
    2. Putkuri, Hanna, 2010. "Housing loan rate margins in Finland," Research Discussion Papers 10/2010, Bank of Finland.
    3. Carbo Valverde, Santiago & Rodriguez Fernandez, Francisco, 2007. "The determinants of bank margins in European banking," Journal of Banking & Finance, Elsevier, vol. 31(7), pages 2043-2063, July.
    4. Tom Valentine, 1992. "Bank Interest Rate Margins," Working Paper Series 22, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
    5. Andreas Buehn & Alexander Karmann & Marco Pedrotti, 2013. "What Determines the Interest Margin? An Analysis of the German Banking System," Credit and Capital Markets, Credit and Capital Markets, vol. 46(4), pages 467-494.
    6. Jugnu Ansari & Ashima Goyal, 2014. "Bank Competition, Managerial Efficiency and the Interest Rate Pass-Through in India," Contemporary Studies in Economic and Financial Analysis,in: Risk Management Post Financial Crisis: A Period of Monetary Easing, volume 96, pages 317-339 Emerald Publishing Ltd.
    7. Marrouch, Walid & Turk-Ariss, Rima, 2012. "Bank pricing under oligopsony-oligopoly : Evidence from 103 developing countries," BOFIT Discussion Papers 1/2012, Bank of Finland, Institute for Economies in Transition.
    8. J. Rodrigo Fuentes & Miguel Basch, 1998. "Determinantes de los spreads bancarios: El caso de Chile," IDB Publications (Working Papers) 6112, Inter-American Development Bank.
    9. Javier Gómez, 1998. "The Banking Spread and the Resource Cost of Capital," Borradores de Economia 092, Banco de la Republica de Colombia.
    10. Kit, Pong Wong, 1997. "On the determinants of bank interest margins under credit and interest rate risks," Journal of Banking & Finance, Elsevier, vol. 21(2), pages 251-271, February.
    11. Stanhouse, Bryan & Stock, Duane, 2004. "The impact of loan prepayment risk and deposit withdrawal risk on the optimal intermediation margin," Journal of Banking & Finance, Elsevier, vol. 28(8), pages 1825-1843, August.
    12. Almeida, Fernanda Dantas & Divino, José Angelo, 2015. "Determinants of the banking spread in the Brazilian economy: The role of micro and macroeconomic factors," International Review of Economics & Finance, Elsevier, vol. 40(C), pages 29-39.
    13. Weth, Mark A., 2002. "The pass-through from market interest rates to bank lending rates in Germany," Discussion Paper Series 1: Economic Studies 2002,11, Deutsche Bundesbank.
    14. Wong, Kit Pong, 2011. "Regret theory and the banking firm: The optimal bank interest margin," Economic Modelling, Elsevier, vol. 28(6), pages 2483-2487.
    15. Yasuo Nishiyama, 2006. "The Asian Financial Crisis and Investors’ Risk Aversion," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 13(3), pages 181-205, September.
    16. Anastasiou, Dimitrios, 2017. "Macroeconomic Determinants of MIR Rate: Evidence from the Euro area," MPRA Paper 80972, University Library of Munich, Germany.
    17. Dairo Estrada & Esteban Gómez & Inés Orozco, 2006. "Determinants of Interest Margins in Colombia," BORRADORES DE ECONOMIA 002335, BANCO DE LA REPÚBLICA.
    18. M. Cary Collins & Van Son Lai & James E. McNulty, 1997. "Thrifty Viability and Traditional Mortgage Lending: A Simultaneous Equations Analysis of the Risk-Return Trade-Off," Journal of Real Estate Research, American Real Estate Society, vol. 13(2), pages 155-176.
    19. Lin, Jyh-Horng & Hung, Wei-Ming, 2013. "A barrier option framework for bank interest margin management under anticipatory regret aversion," Economic Modelling, Elsevier, vol. 33(C), pages 794-801.
    20. Pantelous, Athanasios A., 2008. "Dynamic risk management of the lending rate policy of an interacted portfolio of loans via an investment strategy into a discrete stochastic framework," Economic Modelling, Elsevier, vol. 25(4), pages 658-675, July.
    21. Tsai, Jeng-Yan, 2013. "Bank interest margin management based on a path-dependent Cobb–Douglas utility framework," Economic Modelling, Elsevier, vol. 35(C), pages 751-762.
    22. Homolle, Susanne, 2004. "Bank capital regulation, asset risk, and subordinated uninsured debt," Journal of Economics and Business, Elsevier, vol. 56(6), pages 443-468.

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